SGD's stationary distribution is Boltzmann-Gibbs with temperature equal to step-size, concentrating exponentially on minimum-energy critical points.
Large deviations analysis of some recursive algorithms with state dependent noise.The Annals of Probability, 16(4):1509–1536, October 1988
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
What is the long-run distribution of stochastic gradient descent? A large deviations analysis
SGD's stationary distribution is Boltzmann-Gibbs with temperature equal to step-size, concentrating exponentially on minimum-energy critical points.