Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert.
Yoonhyung LeeSungdong LeeJoong-Ho WonPublished in: ICML (2022)
Keyphrases
- statistical inference
- step size
- stochastic gradient descent
- convergence rate
- graphical models
- model selection
- convergence speed
- bayesian inference
- cost function
- statistical learning
- machine learning
- contingency tables
- databases
- statistical methods
- semi parametric
- information theory
- association rules
- support vector
- objective function
- face recognition
- data sets