Weak error analysis for stochastic gradient descent optimization algorithms.

Aritz Bercher Lukas Gonon Arnulf Jentzen Diyora Salimova

Published in: CoRR (2020)

Keyphrases

stochastic gradient descent
error analysis
stochastic gradient
least squares
matrix factorization
online algorithms
learning algorithm
machine learning algorithms
loss function
average case
worst case
markov random field
benchmark datasets
convergence rate
random forests