arXiv:2509. 14969v2 Announce Type: replace Abstract: We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter tuning.
By Jean-Fran\c{c}ois Aujol, J\'er\'emie Bigot, Camille Castera
arXiv:2610.00446v1 Announce Type: cross
Abstract: As an alternative to the standard geometric analyses, we give an exact, information-theoretic analysis of stochastic gradient descent (SGD) and its v...
By Akshay Balsubramani
UCLA Professor Ernest Ryu and GPT-5 solved a key question in optimization theory, showcasing AI’s role in accelerating mathematical discovery.
A step-by-step journey from calculus-based optimization to Stochastic Gradient Descent The post Why Gradient Descent Became Stochastic appeared first on Towards Data Science .
By Nikhil Dasari
arXiv:2609.36600v1 Announce Type: cross
Abstract: Classical stochastic approximation methods rely on estimators of the first moment (mean) of a random regression function. We study methods that emplo...
By Tao Jiang, Lin Xiao
arXiv:2608. 04607v1 Announce Type: cross Abstract: Stochastic gradient descent (SGD) optimization methods are the standard instruments for the training of deep neural networks (DNNs).
By Thang Do, Steffen Dereich, Arnulf Jentzen