Construct · 1 fields · 1 citations

Robbins-Monro algorithm: a standalone construct

One name. One construct. A landmark on the map.

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Robbins-Monroalgorithm1 CONSTRUCTRobbins-Monro algorithmROBBINS · OPTIMIZATION

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Optimization

iterative procedure that finds the root of a function observed only with noise, using step sizes that shrink over time.

In optimization, Robbins-Monro algorithm refers to iterative procedure that finds the root of a function observed only with noise, using step sizes that shrink over time. This meaning comes from Robbins (1951) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

gradient descent1 fields · 4 citationsanchor · a standalone constructfunction5 fields · 6 citationsjingle · one word, five constructsnoise4 fields · 5 citationsjingle · one word, four constructs

References

  1. Robbins, H., & Monro, S. (1951). A Stochastic Approximation Method. The Annals of Mathematical Statistics, 22(3), 400-407. https://doi.org/10.1214/aoms/1177729586

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