156 citations · 523 across the 21 of their papers we have counts for
4 papers · 1 filter
SGD Distributional Dynamics of Three Layer Neural Networks
Victor Luo, Yazhen Wang, Glenn Fung
With the rise of big data analytics, multi-layer neural networks have surfaced as one of the most powerful machine learning methods. However, their theoretical mathematical propert…
Optimal High-order Tensor SVD via Tensor-Train Orthogonal Iteration
Yuchen Zhou, Anru R. Zhang, Lili Zheng +1
This paper studies a general framework for high-order tensor SVD. We propose a new computationally efficient algorithm, tensor-train orthogonal iteration (TTOI), that aims to estim…
How Many Factors Influence Minima in SGD?
Victor Luo, Yazhen Wang
Stochastic gradient descent (SGD) is often applied to train Deep Neural Networks (DNNs), and research efforts have been devoted to investigate the convergent dynamics of SGD and mi…
Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency
Donggyu Kim, Xinyu Song, Yazhen Wang
This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility…