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Bibliographic Details
Main Authors: Buck, Kevin, Babyak, Jessica, Piersanti, Paolo, Zumbrun, Kevin, Gallos, Christiane, Gallos, Dorothea
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.02155
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Table of Contents:
  • We review convergence and behavior of stochastic gradient descent for convex and nonconvex optimization, establishing various conditions for convergence to zero of the variance of the gradient of the objective function, and presenting a number of simple examples demonstrating the approximate evolution of the probability density under iteration, including applications to both classical two-player and asynchronous multiplayer games