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SSRNML & AI Methods

Optimal Learning Schedules

A link between stochastic approximation and Kalman filtering has been found, leading to an online algorithm that adaptively tracks variances and achieves optimal learning rates.

Featured in No. 99 on 30 May 2025 · 4 days after release

Released
26 May 2025
First featured
No. 99 · 30 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 5272363

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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