Statistical Analysis of Fixed Mini-Batch Gradient Descent Estimator
Statistical Analysis of Fixed Mini-Batch Gradient Descent Estimator
AbstractWe study here a fixed mini-batch gradient descent (FMGD) algorithm to solve optimization problems with massive datasets. In FMGD, the whole sample is split into multiple nonoverlapping partitions. Once the partitions are formed, they are then fixed throughout the rest of the algorithm. For convenience, we refer to the fixed …