3 ms·
If I understand the Wikipedia page for SGD correctly, it’s the Robbins Siegmund theorem.
by asplake 8y ago
If I understand the Wikipedia page for SGD correctly, it’s the Robbins Siegmund theorem.
- vbarrielle 8y agoThat theorem only implies global convergence for convex or pseudoconvex functions. For a generic function it only guarantees convergence to a local minimum.