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Di Giovacchino, Stefano

  1. Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: Application to stochastic coordinate descent
    2023/09/05 by Stefano Di Giovacchino, Desmond J. Higham, Di Giovacchino, Stefano +3 · 1 citation
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques #Stochastic processes and financial applications