Semigroups of stochastic gradient descent and online principle component analysis: properties and diffusion approximations.

YUANYUAN FENG LEI LI Jian-Guo Liu

Probability mathscidoc:1905.28001

Comm. Math. Sci., 16, (3), 777–789, 2018
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semigroup; Markov chain; stochastic gradient descent; online principle component analysis; stochastic differential equations
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@inproceedings{yuanyuan2018semigroups,
  title={Semigroups of stochastic gradient descent and online principle component analysis: properties and diffusion approximations.},
  author={YUANYUAN FENG, LEI LI, and Jian-Guo Liu},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190511233921520750339},
  booktitle={Comm. Math. Sci.},
  volume={16},
  number={3},
  pages={777–789},
  year={2018},
}
YUANYUAN FENG, LEI LI, and Jian-Guo Liu. Semigroups of stochastic gradient descent and online principle component analysis: properties and diffusion approximations.. 2018. Vol. 16. In Comm. Math. Sci.. pp.777–789. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190511233921520750339.
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