Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert

Yoonhyung Lee, Sungdong Lee, Joong-Ho Won. Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 12423-12454, PMLR, 2022. [doi]

Abstract

Abstract is missing.