Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation (Q1984706)
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English | Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation |
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Uniform-in-time weak error analysis for stochastic gradient descent algorithms via diffusion approximation (English)
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7 April 2020
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stochastic gradient descent
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weak error analysis
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diffusion approximation
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stochastic differential equation
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backward Kolmogorov equation
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