A Diffusion Approximation Theory of Momentum Stochastic Gradient Descent in Nonconvex Optimization

• Tianyi Liu

  Tianyi Liu

  [email protected]

  https://orcid.org/0000-0002-5573-5093

  School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30318

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  ,
• Zhehui Chen

  Zhehui Chen

  [email protected]

  School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30318

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  ,
• Enlu Zhou

  Enlu Zhou

  [email protected]

  https://orcid.org/0000-0001-5399-6508

  School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30318

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  ,
• Tuo Zhao

  Tuo Zhao

  [email protected]

  School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30318

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