This tag is for questions about stochastic approximation which are a family of methods of iterative stochastic optimization algorithms that attempt to find zeroes or extrema of functions which cannot be computed directly, but only estimated via noisy observations.
Questions tagged [stochastic-approximation]
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Understanding stochastic approximation for a function.
I am trying to understand the paper https://arxiv.org/pdf/1606.06988.pdf. Currently I am stuck with the part
Let us recall that, in order to construct a stochastic algorithm, which approximates the function $f$ at a given point $x$ , we need to…
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