On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs)

Zhiyuan Li 0005, Sadhika Malladi, Sanjeev Arora. On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs). In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 12712-12725, 2021. [doi]

Abstract

Abstract is missing.