Author

Zhipeng Lou

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#machine learning Preprint Oct 2026

Stochastic Gradient Descent: A Nonlinear Time Series Perspective

This paper investigates the statistical behavior of Stochastic Gradient Descent (SGD) with constant step size under the framework of iterated random functions. Compared to previous studies establishing the convergence of SGD in probability measure, e.g., Wasserstein distance, our approach directly provides the converge...

Jia-Qi Li, Zhipeng Lou, S. Richter et al. · 7 citations · ⚡1