Artificial intelligence and machine learning

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Published March 26, 2021 | Version 1
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The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof

Authors/Creators

  • 1. CEREMADE, Université Paris Dauphine - PSL

Description

We give  here a proof of  the convergence of the Stochastic Gradient Descent (SGD) in a self-contained manner.

 

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convergenceSGD_Turinici2021.pdf

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