Olivier Wintenberger

Learning from time-dependent streaming data with online stochastic algorithms

2022 · arXiv (Cornell University)

This paper addresses stochastic optimization in a streaming setting with time-dependent and biased gradient estimates. We analyze several first-order methods, including Stochastic Gradient Descent (SGD), mini-batch SGD, and time-varying mini-batch SGD, along with their Polyak-Ruppert …