Asymptotic behavior of asynchronous stochastic approximation

被引:0
|
作者
方海涛
陈翰馥
机构
基金
中国国家自然科学基金;
关键词
asynchronous stochastic approximation; communication delay; convergence;
D O I
暂无
中图分类号
O211.5 [随机变量];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The pathwise convergence of a distributed, asynchronous stochastic approximation (SA) scheme is analyzed. The conditions imposed on the step size and noise are the weakest in comparison with the existing ones. The step sizes in different processors are allowed to be different, and the time-delays between processors are also allowed to be different and even time-varying.
引用
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页码:249 / 258
页数:10
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