Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterization

Keyphrases

• Stochastic Approximation 100%
• Stochastic Gradient Descent 100%
• Stationary Behaviour 100%
• Constant Step Size 100%
• Stationary Distribution 60%
• Scale Factor 40%
• Limiting Distribution 40%
• Stochastic Gradient Algorithm 40%
• Numerical Experiments 20%
• Machine Learning Algorithms 20%
• Convergence Behavior 20%
• Covariance Matrix 20%
• Asymptotic Behavior 20%
• Unique Solution 20%
• Central Limit Theorem 20%
• Fast Convergence 20%
• Gaussian Distribution 20%
• Stochastic Differential Equations 20%
• Discretization Scheme 20%
• Strongly Convex 20%
• Implicit Equation 20%
• Lyapunov Equation 20%
• Euler-Maruyama Discretization 20%
• Linear Stochastic Approximation 20%
• Contractive Operator 20%
• Hurwitz Matrix 20%

Mathematics

• Asymptotics 100%
• Stochastic Approximation Algorithm 100%
• Stochastics 100%
• Limiting Distribution 50%
• Gaussian Distribution 50%
• Scaling Factor 50%
• Covariance Matrix 25%
• Discretization 25%
• Asymptotic Behavior 25%
• unique solution φ 25%
• Numerical Analysis 25%
• Central Limit Theorem 25%
• Stochastic Differential Equation 25%
• Contractive 25%
• Convergence Behavior 25%
• Numerical Experiment 25%
• Hurwitz Matrix 25%