Stochastic approximation: Difference between revisions

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{{Short description|Family of iterative methods}}
'''Stochastic approximation''' methods are a family of [[iterative methods]] typically used for [[root-finding]] problems or for [[optimization problem|optimization]] problems. The recursive update rules of stochastic approximation methods can be used, among other things, for solving linear systems when the collected data is corrupted by noise, or for approximating [[Extremum|extreme values]] of functions which cannot be computed directly, but only estimated via noisy observations.