Almost Sure Convergence of Stochastic Approximation: An Interplay of Noise and Step Size

Quang Dinh Thien Nguyen, Duc Anh Nguyen, Hoang Huy Nguyen +1

We study the almost sure convergence of the Stochastic Approximation algorithm to the fixed point $x^{\star }$ of a nonlinear operator under a negative drift condition and a general n…