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Lili Zheng

2 accepted papers

2020

Stochastic Gradient Descent in Correlated Settings: A Study on Gaussian Processes

NeurIPS 2020poster

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational advantage. However, the fact that the stochastic gradient is a…