Department of Statistics and Actuarial Science, Department of Applied Mathematics, University of Waterloo, Waterloo, ON; Department of Mathematics, Courant Institute, New York University, New York, NY; Miller Institute, Departments of EECS and Statistics, University of California, Berkeley, Berkely, CA
Gerard Ben Arous, Reza Gheissari, Aukosh Jagannath
stochastic gradient descent;high-dimensional statistics;online algorithms;PCA;XOR;Gaussian mixture model;two-layer network
High-dimensional limit theorems for SGD: Effective dynamics and critical scaling