Second-Order Guarantees of Stochastic Gradient Descent in Nonconvex Optimization

DOI10.1109/TAC.2021.3131963arXiv1908.07023OpenAlexW3215152198MaRDI QIDQ6053157

Ali H. Sayed, Stefan Vlaski

Publication date: 26 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.07023

zbMATH Keywords

stochastic optimizationadaptationstationary pointsgradient noisenonconvex cost

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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