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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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0111 · Mar 201919922001200920172026
2 results for SVAG

SVAG method examines biased updates in variance-reduced stochastic gradient methods.

problem Examining biased updates in variance-reduced stochastic gradient methods.
method Introduces SVAG, a SAG/SAGA-like method with adjustable bias, analyzed in a cocoercive root-finding setting.
result SVAG's step-size requirements for gradients are less restrictive compared to non-gradient cases, highlighting the need for careful analysis.

The paper clarifies the approximation of SGD with Ito SDEs for finite learning rates.

problem Theoretical justification and experimental verification of the Ito SDE approximation for finite learning rates in SGD.
method An efficient simulation algorithm SVAG and a necessary condition test for the SDE approximation.
result The Ito SDE approximation can meaningfully capture training and generalization properties of deep nets with finite learning rates.