Bridging the gap between constant step size stochastic gradient descent and Markov chains
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Publication:2196224
DOI10.1214/19-AOS1850zbMath1454.62242arXiv1707.06386MaRDI QIDQ2196224
Alain Durmus, Francis Bach, Aymeric Dieuleveut
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.06386
Computational methods in Markov chains (60J22) Stochastic programming (90C15) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)
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