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cs.LG2025
Convergence of continuous-time stochastic gradient descent with applications to deep neural networks
Gabor Lugosi, Eulalia Nualart
We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish gen…
cs.LG2025
Differential Machine Learning for Time Series Prediction
Akash Yadav, Eulalia Nualart
Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network pred…