We are not able to resolve this OAI Identifier to the repository landing page. If you are the repository manager for this record, please head to the Dashboard and adjust the settings.
International audienceStochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily smooth. Our framework can handle stochastic approximations of the gradient of the smooth function and allows for stochastic errors in the evaluation of the proximity operator of the nonsmooth function. The almost sure convergence of the iterates generated by the algorithm to a minimizer is established under relatively mild assumptions. We also propose a stochastic version of a popular primal-dual proximal splitting algorithm, establish its convergence, and apply it to an online image restoration problem
Is data on this page outdated, violates copyrights or anything else? Report the problem now and we will take corresponding actions after reviewing your request.