no code implementations • 15 Feb 2021 • Alain Durmus, Pablo Jiménez, Éric Moulines, Salem Said
This result gives rise to a family of stationary distributions indexed by the step-size, which is further shown to converge to a Dirac measure, concentrated at the solution of the problem at hand, as the step-size goes to 0.
no code implementations • 27 May 2020 • Alain Durmus, Pablo Jiménez, Éric Moulines, Salem Said, Hoi-To Wai
This paper analyzes the convergence for a large class of Riemannian stochastic approximation (SA) schemes, which aim at tackling stochastic optimization problems.