The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof

Abstract

We give here a proof of the convergence of the Stochastic Gradient Descent (SGD) in a self-contained manner.

Cited by in corpus (2)

• Optimal time sampling in physics-informed neural networks
• Convergence of a L2 regularized Policy Gradient Algorithm for the Multi Armed Bandit