ENTITY Polyak-Juditsky

Polyak-Juditsky

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TOOL · CL_15818 · May 5 · 04:00

Researchers develop novel bootstrap for SGD confidence sets

Researchers have developed a novel method for constructing confidence sets in Stochastic Gradient Descent (SGD) algorithms. This new approach utilizes the multiplier bootstrap procedure and establishes its non-asymptoti…