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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]

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