Stochastic Approximation

Intermediate

Optimization under uncertainty.

Full Definition

Optimization under uncertainty.

Keywords

noisy gradients

Domains

Foundations & Theory

Related Terms

Adaptive Optimization related to

Methods like Adam adjusting learning rates dynamically.

 Control Theory related to

Mathematical framework for controlling dynamic systems.

 Plant related to

The physical system being controlled.

 Controller related to

Algorithm computing control actions.

 Trust Region related to

Restricting updates to safe regions.

 Constrained Optimization related to

Optimization under equality/inequality constraints.

 Lagrangian related to

Converts constrained problem to unconstrained form.

 Dual Problem related to

Alternative formulation providing bounds.

Concept Map

See how Stochastic Approximation connects to other concepts.

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