A note on diffusion limits for stochastic gradient descent.

Alberto Lanconelli Christopher S. A. Lauria

Published in: CoRR (2022)

Keyphrases

stochastic gradient descent
least squares
loss function
matrix factorization
step size
random forests
regularization parameter
online algorithms
weight vector
importance sampling
multiple kernel learning
support vector machine
collaborative filtering
prediction accuracy
small number
multiscale
multi task