Artificial intelligence and machine learning
Published November 14, 2023 | Version 2
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The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof

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.

 

Files

convergenceSGD_Turinici2023.pdf

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Additional details

Dates

Created
2021
initial version
Updated
2023
updated with some minor changes