The high-dimensional asymptotics of first order methods with random data

Michael Celentano, Chen Cheng, Andrea Montanari

We study a class of deterministic flows in ${\mathbb{R}}^{d\times k}$, parametrized by a random matrix $\mathbf{X}\in {\mathbb{R}}^{n\times d}$ with i.i.d. centered subgaussian…