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math.PR2023★ 1 cited
Fitting an ellipsoid to a quadratic number of random points
Afonso S. Bandeira, Antoine Maillard, Shahar Mendelson +1
We consider the problem of fitting standard Gaussian random vectors in to the boundary of a centered ellipsoid, as . This problem…
math.PR2023
High-dimensional limit of one-pass SGD on least squares
Elizabeth Collins-Woodfin, Elliot Paquette
We give a description of the high-dimensional limit of one-pass single-batch stochastic gradient descent (SGD) on a least squares problem. This limit is taken with non-vanishing st…