The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof

Gabrel Turinici (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

We give here a proof of the convergence of the Stochastic Gradient Descent (SGD) in a self-contained manner.

Domaines: Analyse numérique [math.NA]

Gabrel Turinici. The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof. 2021. ⟨hal-03184035⟩