Search Results for author: Sofiane Saadane

Found 2 papers, 0 papers with code

Stochastic Heavy Ball

no code implementations14 Sep 2016 Sébastien Gadat, Fabien Panloup, Sofiane Saadane

This paper deals with a natural stochastic optimization procedure derived from the so-called Heavy-ball method differential equation, which was introduced by Polyak in the 1960s with his seminal contribution [Pol64].

Second-order methods Stochastic Optimization

Regret bounds for Narendra-Shapiro bandit algorithms

no code implementations17 Feb 2015 Sébastien Gadat, Fabien Panloup, Sofiane Saadane

Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to applications in Psychology or learning automata), whose convergence has been intensively studied in the stochastic algorithm literature.

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