2022
Trajectory of Mini-Batch Momentum: Batch Size Saturation and Convergence in High Dimensions
NeurIPS 2022accept
We analyze the dynamics of large batch stochastic gradient descent with momentum (SGD+M) on the least squares problem when both the number of samples and dimensions are large. In this setting, we show that the dynamics of SGD+M converge to a deterministic discrete Volterra equation as dimension incr…