Universal approximation by regular weighted means
نویسندگان
چکیده
منابع مشابه
Weighted Means in Stochastic Approximation of Minima∗
Weighted averages of Kiefer–Wolfowitz-type procedures, which are driven by larger step lengths than usual, can achieve the optimal rate of convergence. A priori knowledge of a lower bound on the smallest eigenvalue of the Hessian matrix is avoided. The asymptotic mean squared error of the weighted averaging algorithm is the same as would emerge using a Newton-type adaptive algorithm. Several di...
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ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1985
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1985.117.443