Finite difference gradient approximation : to randomize or not?
Year of publication: |
2022
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Authors: | Scheinberg, Katya |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 5, p. 2384-2388
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Subject: | finite difference approximation | gradient descent | randomized | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
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