On Projected Stochastic Gradient Descent Algorithm with Weighted Averaging for Least Squares Regression

Kobi Cohen, Angelia Nedic, R. Srikant. On Projected Stochastic Gradient Descent Algorithm with Weighted Averaging for Least Squares Regression. IEEE Trans. Automat. Contr., 62(11):5974-5981, 2017. [doi]

@article{CohenNS17a,
  title = {On Projected Stochastic Gradient Descent Algorithm with Weighted Averaging for Least Squares Regression},
  author = {Kobi Cohen and Angelia Nedic and R. Srikant},
  year = {2017},
  doi = {10.1109/TAC.2017.2705559},
  url = {https://doi.org/10.1109/TAC.2017.2705559},
  researchr = {https://researchr.org/publication/CohenNS17a},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {62},
  number = {11},
  pages = {5974-5981},
}