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Topic: Q: Step size in stochastic approximation schemes
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Bernhard Treutwein

Posts: 7
Registered: 12/18/04
Q: Step size in stochastic approximation schemes
Posted: Jul 30, 1996 3:20 AM
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I remember vaguely that there exists a proof for stochastic
approximation schemes which shows that keeping the
step size constant (i.e., without reducing the step size),
will result in wrong convergence behaviour.

The problem is that I do not find the reference any more.

Does somebody have an idea, who could be credited for that ?
--
Bernhard Treutwein
bernhard@imp.med.uni-muenchen.de
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C is its own virus





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