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20232025
most citedThe High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms

1 citations · 1 across the 4 of their papers we have counts for

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math.OC2023

Hitting the High-Dimensional Notes: An ODE for SGD learning dynamics on GLMs and multi-index models

Elizabeth Collins-Woodfin, Courtney Paquette, Elliot Paquette +1

We analyze the dynamics of streaming stochastic gradient descent (SGD) in the high-dimensional limit when applied to generalized linear models and multi-index models (e.g. logistic…

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…