Stochastic Gradient Flow Dynamics of Test Risk and its Exact Solution for Weak Features

Rodrigo Veiga; Anastasia Remizova; Nicolas Macris

2024 ICML ICML 2024

Stochastic Gradient Flow Dynamics of Test Risk and its Exact Solution for Weak Features

Abstract

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Authors

Rodrigo Veiga, Anastasia Remizova, Nicolas Macris

Topics

Machine Learning > Optimization & Theory > Learning Theory Mathematics & Optimization > Optimization > Continuous Optimization Mathematics & Optimization > Probability > Stochastic Processes

Keywords

double descent learning rate path integral stochastic gradient flow test risk weak feature

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