A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations

DOI10.3934/dcds.2018216zbMath1397.34098arXiv1709.00515MaRDI QIDQ1659690

Chris Junchi Li, Wenqing Hu

Publication date: 22 August 2018

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00515

zbMATH Keywords

averaging principle; stochastic gradient descent; perturbed gradient flow; normal deviation; fast-slow dynamical systems; perturbed compositional gradient flow; stochastic composite gradient descent

Mathematics Subject Classification ID

90C30: Nonlinear programming

34C29: Averaging method for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

Related Items

Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs, Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations, Averaging principle and normal deviations for multiscale stochastic systems

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