9 citations · 32 across the 14 of their papers we have counts for
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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…
math.PR2021★ 9 cited
Cooling down stochastic differential equations: almost sure convergence
S. Dereich, S. Kassing
We consider almost sure convergence of the SDE under the existence of a -Lyapunov function . More explicitly, we show t…
math.PR2019★ 2 cited
Central limit theorems for stochastic gradient descent with averaging for stable manifolds
Steffen Dereich, Sebastian Kassing
In this article we establish new central limit theorems for Ruppert-Polyak averaged stochastic gradient descent schemes. Compared to previous work we do not assume that convergence…