Some Pathological Traps for Stochastic Approximation

Authors:
Odile Brandière
Affiliations:
-
Venue:
SIAM Journal on Control and Optimization
Year:
1998

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Abstract

We consider different kinds of "pathological traps" for stochastic algorithms, thus extending a previous study on regular traps. An illustration is given by the complete proof of the convergence of a principal component analysis (PCA) algorithm when the eigenvalues are multiple.