Advanced32 min
Stochastic Optimisation
Optimising an expectation from samples, Robbins–Monro conditions, convergence of SGD, and variance reduction with SVRG and SAGA.
Assumes you know
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- SGD
- Robbins-Monro
- variance reduction
- SVRG
- SAGA