Evans, George W.; Honkapohja, Seppo; Williams, Noah - Department of Economics, University of Oregon - 2005
conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which … governs stability under least squares learning. SG algorithms are sensitive to units of measurement and we show that there is … a transformation of variables for which E-stability governs SG stability. GSG algorithms with constant gain have a …