Slobodyan, Sergey; Bogomolova, Anna; Kolyuzhnov, Dmitri - Center for Economic Research and Graduate Education and … - 2006
In this paper, we perform an in—depth investigation of relative merits of two adaptive learning algorithms with … testing ground. The behavior of the two learning algorithms is very different. Under the mean (averaged) RLS dynamics, the … under the SG mean dynamics in a large region. However, actual behavior of the SG learning algorithm is divergent for a wide …