Convergence guarantees for forward gradient descent in the linear regression model

DOI10.1016/j.jspi.2024.106174zbMATH Open1543.62496MaRDI QIDQ6592792

Johannes Schmidt-Hieber, Thijs Bos

Publication date: 26 August 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

convergence ratesestimationlinear modelgradient descentzeroth-order methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Stochastic approximation (62L20)

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