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Error estimates between SGD with momentum and underdamped Langevin diffusion
Arnaud Guillin</name> <arxiv:affiliation>LMBP</arxiv:affil · 2024-10-22 · via cs.LG updates on arXiv.org

Stochastic gradient descent with momentum is a popular variant of stochastic gradient descent, which has recently been reported to have a close relationship with the underdamped Langevin diffusion. In this paper, we establish a quantitative error estimate between them in the 1-Wasserstein and total variation distances.

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