mirror descent algorithm

online mirror descent algorithm

• 参考 https://tlienart.github.io/posts/2018/10/27-mirror-descent-algorithm/
• 这本书有详细介绍 http://www.cs.cmu.edu/afs/cs.cmu.edu/academic/class/15850-f20/www/notes/all.pdf
• 收敛性 https://www2.isye.gatech.edu/~nemirovs/COLT2012Tut.pdf
• 有啥好处 https://www.dianacai.com/blog/2018/02/16/natural-gradients-mirror-descent/