https://dudusoar.github.io/tags/robbins-monro/Recent content in Robbins-Monro on Yuchen DuHugo -- 0.164.0en-usFri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/12-robbins-monro-conditions/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/12-robbins-monro-conditions/The step sizes must remain large enough to keep correcting error and become small enough to suppress accumulated noise.https://dudusoar.github.io/posts/stochastic-approximation/13-why-step-sizes-must-sum-to-infinity/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/13-why-step-sizes-must-sum-to-infinity/A finite total step size can make an iteration stop moving before its error has disappeared.https://dudusoar.github.io/posts/stochastic-approximation/14-why-squared-step-sizes-must-be-summable/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/14-why-squared-step-sizes-must-be-summable/For a changing step-size sequence, square summability bounds the total variance injected by noisy observations.https://dudusoar.github.io/posts/stochastic-approximation/15-dvoretzky-convergence-theorem/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/15-dvoretzky-convergence-theorem/Dvoretzky generalizes the stochastic-approximation error recursion and gives conditions for almost-sure convergence.https://dudusoar.github.io/posts/stochastic-approximation/19-how-initial-error-disappears-in-expectation/Fri, 17 Jul 2026 00:00:00 +0000https://dudusoar.github.io/posts/stochastic-approximation/19-how-initial-error-disappears-in-expectation/Zero-mean noise removes the disturbance terms from the expectation, leaving a product that vanishes when the step sizes sum to infinity.