New Convergence Aspects of Stochastic Gradient Algorithms

zbMath1436.62436arXiv1811.12403MaRDI QIDQ5214284

Peter Richtárik, Martin Takáč, Phuong Ha Nguyen, Lam M. Nguyen, Katya Scheinberg, Marten van Dijk

Publication date: 7 February 2020

Full work available at URL: https://arxiv.org/abs/1811.12403

zbMATH Keywords

stochastic gradient algorithm (SGA)stochastic gradient descent (SGD)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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