Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent.
Lingjiong ZhuMert GürbüzbalabanAnant RajUmut SimsekliPublished in: NeurIPS (2023)
Keyphrases
- stochastic gradient descent
- least squares
- loss function
- matrix factorization
- step size
- random forests
- lower bound
- upper bound
- worst case
- online algorithms
- regularization parameter
- support vector machine
- weight vector
- importance sampling
- average case
- multiple kernel learning
- markov chain
- linear combination
- training samples
- machine learning
- recommender systems
- optical flow