Portrait of Raghav Somani

Raghav Somani

Quantitative Researcher

Bias-Variance Trade-offs for Averaged SGD in Least Mean Squares

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This article discusses work by Défossez and Bach 2014, in which the authors develop an operator viewpoint for analyzing averaged SGD updates, demonstrate the bias–variance trade-off, and provide tight convergence rates for least-mean-squares problems.

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