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

9 Jun 2016Kobi CohenAngelia NedicR. Srikant

The problem of least squares regression of a $d$-dimensional unknown parameter is considered. A stochastic gradient descent based algorithm with weighted iterate-averaging that uses a single pass over the data is studied and its convergence rate is analyzed... (read more)

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