Statistical Inference for Linear Functionals of Online Least-squares SGD when $t\gtrsim d^{1+\delta }$

Bhavya Agrawalla, Krishnakumar Balasubramanian, Promit Ghosal

Stochastic Gradient Descent (SGD) has become a cornerstone method in modern data science. However, deploying SGD in high-stakes applications necessitates rigorous quantification of…