Noise Adaptive Stochastic Approximation

A Noise Adaptive Stochastic Approximation is a stochastic approximation algorithm developed by Ouyang & Gray, 2012.

• AKA: NASA.
• Context:
  • It is an adaptive variant of the Mirror Descent Stochastic Approximation (MDSA).
• See: Stochastic Approximation Algorithm, Mirror Descent Stochastic Approximation----

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References

2012

• (Ouyang & Gray, 2012) ⇒ Hua Ouyang, and Alexander Gray. (2012). “NASA: Achieving Lower Regrets and Faster Rates via Adaptive Stepsizes.” In: Proceedings of the 18th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-2012). ISBN:978-1-4503-1462-6 doi:10.1145/2339530.2339557

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