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Dec 15, 2020 at 6:40 comment added Nawaf Bou-Rabee There is a vast and growing body of work on stochastic approximation of certain high-dimensional ODEs arising in machine learning; see, e.g., the recent slides of Francis Bach for a quick primer on the subject di.ens.fr/~fbach/hausdorff2020_with_video.pdf Though specific to stochastic gradients and stochastic optimization, this body of work might be relevant ...
Dec 15, 2020 at 6:03 history asked MRicci CC BY-SA 4.0