Stochastic Gradient Form of Stochastic Approximation

  1. James C. Spall

Published Online: 28 JAN 2005

DOI: 10.1002/0471722138.ch5

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control

How to Cite

Spall, J. C. (2003) Stochastic Gradient Form of Stochastic Approximation, in Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471722138.ch5

Publication History

  1. Published Online: 28 JAN 2005
  2. Published Print: 26 MAR 2003

ISBN Information

Print ISBN: 9780471330523

Online ISBN: 9780471722137

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Keywords:

  • stochastic gradient;
  • backpropagation algorithm;
  • discrete-event dynamic systems;
  • image restoration

Summary

This chapter includes the following topics:

  • Root-Finding Stochastic Approximation as a Stochastic Gradient Method

  • Neural Network Training

  • Discrete-Event Dynamic Systems

  • Image Restoration

  • Concluding Remarks