Recursive Stochastic Algorithms: A Markov Chain Perspective
Channel: Abhishek Gupta
Date: 2020-10-07

In this video, I present my research work with multiple collaborators and students over the past five years. We can view many machine learning and reinforcement learning algorithms as random operators acting over infinite dimensional spaces. We use tools from Markov chain theory to determine stability and asymptotic consistency properties of the output of such algorithms. We demonstrate our results through some simple simulations.