Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus

Solesne Bourguin, Shivam Singh Dhama, Konstantinos Spiliopoulos

In this paper, we establish a Quantitative Central Limit Theorem (QCLT) for the Stochastic Gradient Descent in Continuous Time (SGDCT) algorithm, whose parameter updates are govern…