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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| Format: | Electronic eBook |
| Language: | English |
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Princeton :
Princeton University Press,
2025.
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| Series: | Princeton series in applied mathematics.
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| Summary: | 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 developing algorithms that implement the methods. |
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| Item Description: | Description based upon print version of record. |
| Physical Description: | 1 online resource (433 p.). |
| ISBN: | 9780691245874 (electronic bk.) 0691245878 |