Author

Davide Gallon

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Preprint Aug 2026

Strong error analysis for the stochastic momentum optimizer

This work provides a rigorous error analysis for the momentum SGD optimizer and establishes convergence rates for the momentum optimizer in terms of the size of the learning rate, the size of the mini-batch, and the size of the one-point convexity constant.

Davide Gallon, Arnulf Jentzen · 0 citations