most citedStochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent

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math.PR2023★ 4 cited

Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent

Benjamin Gess, Sebastian Kassing, Vitalii Konarovskyi

We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian…