Strong error analysis for stochastic gradient descent optimization algorithms

DOI10.1093/imanum/drz055zbMath1460.65071arXiv1801.09324OpenAlexW2786773456WikidataQ126576349 ScholiaQ126576349MaRDI QIDQ4964091

Ariel Neufeld, Arnulf Jentzen, Philippe von Wurstemberger, Benno Kuckuck

Publication date: 24 February 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.09324

zbMATH Keywords

stochastic gradient descentstochastic approximation algorithmsstrong error analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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