Optimization and learning via stochastic gradient search

An introduction to gradient-based stochastic optimization that integrates theory and implementation This book explains gradient-based stochastic optimization, exploiting the methodologies of stochastic approximation and gradient estimation.Although the approach is theoretical, the book emphasizes de...

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Bibliographic Details

Main Author:	Vázquez-Abad, Felisa
Other Authors:	Heidergott, Bernd
Format:	Electronic eBook
Language:	English
Published:	Princeton : Princeton University Press, 2025.
Series:	Princeton series in applied mathematics.
Subjects:	Stochastic approximation. Conjugate gradient methods. Mathematical optimization. Approximation stochastique. Méthode du gradient conjugué. Optimisation mathématique. Applied. Stochastic Processes. Probability & Statistics. MATHEMATICS. Optimization.