conftrace_

continuous-time approximation

2 papers

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Co-occurring keywords

stochastic differential equation (180) stochastic gradient descent (1088) gradient flow (142) iterate averaging (14) ordinary differential equation (139) weak error (1) stein method (8) weak error analysis (1) convergence analysis (394) non-convex optimization (546)

Papers

A Comparison of Continuous-Time Approximations to Stochastic Gradient Descent JMLR 2024

Convergence rates and approximation results for SGD and its continuous-time counterpart COLT 2021