On Projected Stochastic Gradient Descent Algorithm with Weighted Averaging for Least Squares Regression

DOI10.1109/TAC.2017.2705559zbMath1390.90404arXiv1606.03000OpenAlexW2615070957WikidataQ114985615 ScholiaQ114985615MaRDI QIDQ4566958

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Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.03000

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Least squares and related methods for stochastic control systems (93E24)

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