First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise

Thanh Huy Nguyen, Umut Simsekli, Mert Gurbuzbalaban, Gaël RICHARD

Neural Information Processing Systems 

In this study, we provide formal theoretical analysis where we derive explicit conditions for the step-size such that the metastability behavior of the discrete-time system is similar to its continuous-time limit.

Similar Docs  Excel Report  more

TitleSimilaritySource
None found