Non-asymptotic bounds for stochastic optimization with biased noisy gradient oracles

no code implementations • 26 Feb 2020 • Nirav Bhavsar, Prashanth L. A

We introduce biased gradient oracles to capture a setting where the function measurements have an estimation error that can be controlled through a batch size parameter.

Stochastic Optimization

Random directions stochastic approximation with deterministic perturbations

1 code implementation • 8 Aug 2018 • Prashanth L. A, Shalabh Bhatnagar, Nirav Bhavsar, Michael Fu, Steven I. Marcus

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms.