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In[]:=
CompoundExpression[
]
​​deploy
Fri 14 Apr 2023 10:57:19

Convergence of Gaussian SGD in high dimension

post on MathoverFlow: When is
for zero-centered Gaussian $x_i$?

Code

Visualization

In[]:=
p=1;​​d=1;​​(*1Ddivergencethreshold,seeDSP.se
post
*)​​a=2.421249521036836042992780131428225933128842834067867847377838424345397835692066559296652232682365322;​​generatePlot[p,d,a*.8]​​
Out[]=
mean
In[]:=
p=1;​​d=100;​​a=stepL2SGDfast[Table[
-p
i
,{i,1,d}]];​​​​plot1=generatePlot[p,d,a*1.1];​​plot2=generatePlot[p,d,a*0.9];​​GraphicsColumn[{plot1,plot2},ImageSize->800]​​​​
Out[]=
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