Derives explicit step-size conditions ensuring the metastability behavior of discrete SGD under heavy-tailed noise approximates its continuous SDE limit.
Spectral Analysis for a Discrete Metastable System Driven by Lévy Flights.Journal of Statistical Physics, 161(1):171–196
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First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise
Derives explicit step-size conditions ensuring the metastability behavior of discrete SGD under heavy-tailed noise approximates its continuous SDE limit.