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stat.ML2021
Quantitative Uniform Stability of the Iterative Proportional Fitting Procedure
George Deligiannidis, Valentin De Bortoli, Arnaud Doucet
We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularis…
stat.ML2020★ 13 cited
Quantitative Propagation of Chaos for SGD in Wide Neural Networks
Valentin De Bortoli, Alain Durmus, Xavier Fontaine +1
In this paper, we investigate the limiting behavior of a continuous-time counterpart of the Stochastic Gradient Descent (SGD) algorithm applied to two-layer overparameterized neura…