Anastasiou, Andreas; Balasubramanian, Krishnakumar; Erdogdu, Murat A. (Proceedings of Machine Learning Research (PMLR), 2019)
We provide non-asymptotic convergence rates of the Polyak-Ruppert averaged stochastic gradient descent (SGD) to a normal random vector for a class of twice-differentiable test functions. A crucial ...