Gaussian Limits for SGD Without Stationary Moments
arXiv:2610.05599v1 Announce Type: new Abstract: Temporal dependence can separate the Gaussian approximation of stochastic gradient descent from its stationary moments. For unmodified least-squares SGD, we construct a design with standard Gaussian marginals whose stationary error has every positive…
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- 2026-10-06 04:00 · arXiv stat.ML
Gaussian Limits for SGD Without Stationary Moments