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Some pathological traps for stochastic approximation

Abstract : We consider different kinds of "pathological traps" for stochastic algorithms, thus extending a previous study on regular traps. An illustration is given by the complete proof of the convergence of a principal component analysis (PCA) algorithm when the eigenvalues are multiple.
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https://hal-upec-upem.archives-ouvertes.fr/hal-00694262
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Submitted on : Thursday, May 3, 2012 - 11:37:05 PM
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  • HAL Id : hal-00694262, version 1

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Odile Brandiere. Some pathological traps for stochastic approximation. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 1998, 36 (4), pp.1293--1314. ⟨hal-00694262⟩

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