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Polynomial convergence of iterations of certain random operators in Hilbert space.

Authors :
Ghosh, Soumyadip
Lu, Yingdong
Nowicki, Tomasz
Source :
Journal of Applied Analysis. Dec2024, Vol. 30 Issue 2, p239-249. 11p.
Publication Year :
2024

Abstract

We study the convergence of a random iterative sequence of a family of operators on infinite-dimensional Hilbert spaces, inspired by the stochastic gradient descent (SGD) algorithm in the case of the noiseless regression. We identify conditions that are strictly broader than previously known for polynomial convergence rate in various norms, and characterize the roles the randomness plays in determining the best multiplicative constants. Additionally, we prove almost sure convergence of the sequence. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
14256908
Volume :
30
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Applied Analysis
Publication Type :
Academic Journal
Accession number :
181157710
Full Text :
https://doi.org/10.1515/jaa-2023-0115