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math.ST2024
Revisiting Step-Size Assumptions in Stochastic Approximation
Caio Kalil Lauand, Sean Meyn
Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) i…
math.ST2023
The case for and against fixed step-size: Stochastic approximation algorithms in optimization and machine learning
Caio Kalil Lauand, Ioannis Kontoyiannis, Sean Meyn
Theory and application of stochastic approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning. This paper takes a…