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Uniform-in-Time Weak Error Analysis for Stochastic Gradient Descent Algorithms via Diffusion Approximation.
Yuanyuan Feng
Tingran Gao
Lei Li
Jian-Guo Liu
Yulong Lu
Published in:
CoRR (2019)
Keyphrases
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error analysis
stochastic gradient descent
learning algorithm
least squares
step size
benchmark datasets
online algorithms
early stopping
computational complexity
machine learning algorithms
prediction accuracy
loss function
matrix factorization