High-dimensional limit theorems for SGD: Momentum and Adaptive Step-sizes
PositiveArtificial Intelligence
A recent study has introduced a high-dimensional scaling limit for Stochastic Gradient Descent with Polyak Momentum, offering a rigorous framework to compare it with popular variants. This research is significant as it clarifies how the scaling limits of SGD with momentum align with those of online SGD, particularly when adjusting time rescaling and step-size choices. Such insights could enhance the understanding and application of these algorithms in machine learning, potentially leading to more efficient training processes.
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