Optimization and Learning via Stochastic Gradient Search

An introduction to gradient-based stochastic optimization that integrates theory and implementation

This book explains gradient-based stochastic optimization, exploiting the methodologies of stochastic approximation and gradient estimation. Although the approach is theoretical, the book emphasizes developing algorithms that implement the methods. The underlying philosophy of this book is that when solving real problems, mathematical theory, the art of modeling, and numerical algorithms compl...