Generalized Stochastic Gradient Learning

  title={Generalized Stochastic Gradient Learning},
  author={George W. Evans},
We study the properties of generalized stochastic gradient (GSG) learning in forwardlooking models. We examine how the conditions for stability of standard stochastic gradient (SG) learning both differ from and are related to E-stability, which governs stability under least squares learning. SG algorithms are sensitive to units of measurement and we show… CONTINUE READING