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Line 55: The success of the averaging idea is because of the time scale separation of the original sequence ''<math display="inline">\{\theta_n\}</math>'' and the averaged sequence ''<math display="inline">\{\Theta_n\}</math>'', with the time scale of the former one being faster. === Application in ~~Stochastic~~stochastic ~~Optimization~~optimization === Suppose we want to solve the following stochastic optimization problem

Stochastic approximation: Difference between revisions