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stat.ML2024
Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problems
Yanjie Zhong, Jiaqi Li, Soumendra Lahiri
This paper develops a new dimension-free Azuma-Hoeffding type bound on summation norm of a martingale difference sequence with random individual bounds. With this novel result, we…
stat.ML2023
Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator
Yanjie Zhong, Todd Kuffner, Soumendra Lahiri
In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which hav…