JOURNAL ARTICLE

Convergence of Markov Chains for Constant Step-Size Stochastic Gradient Descent with Separable Functions

David ShirokoffPhilip Zaleski

Year: 2025 Journal:   SIAM Journal on Applied Dynamical Systems Vol: 24 (3)Pages: 2005-2043   Publisher: Society for Industrial and Applied Mathematics
Keywords:
Markov chain Constant (computer programming) Convergence (economics) Separable space Applied mathematics Gradient descent Mathematics Stochastic gradient descent Computer science Statistical physics Mathematical analysis Physics Statistics Artificial intelligence Artificial neural network Economics

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Topics

Markov Chains and Monte Carlo Methods
Physical Sciences →  Mathematics →  Statistics and Probability
Stochastic Gradient Optimization Techniques
Physical Sciences →  Computer Science →  Artificial Intelligence
Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability

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