Smale, Steve; Yao, Yuan Online learning algorithms. (English) Zbl 1119.68098 Found. Comput. Math. 6, No. 2, 145-170 (2006). Summary: In this paper, we study an online learning algorithm in reproducing Kernel Hilbert spaces (RKHSs) and general Hilbert spaces. We present a general form of the stochastic gradient method to minimize a quadratic potential function by an independent identically distributed (i.i.d.) sample sequence, and show a probabilistic upper bound for its convergence. Cited in 39 Documents MSC: 68T05 Learning and adaptive systems in artificial intelligence 62L20 Stochastic approximation 93E35 Stochastic learning and adaptive control PDFBibTeX XMLCite \textit{S. Smale} and \textit{Y. Yao}, Found. Comput. Math. 6, No. 2, 145--170 (2006; Zbl 1119.68098) Full Text: DOI