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May 15, 2023 at 9:25 history edited YCor CC BY-SA 4.0
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May 11, 2023 at 23:37 comment added Yaroslav Bulatov @DieterKadelka I got it by calling Mathematica Asymptotic to get expansion around s=0 . However it's was not clear to me how it decided to use the Puiseux series with the correct leading fractional exponent for this expression
May 11, 2023 at 20:01 answer added Christophe Leuridan timeline score: 3
May 11, 2023 at 16:52 comment added Dieter Kadelka By the way, $s \to g_{gsd}(s) * \sqrt s$ seems to be concave and increasing from $0$ to $\sqrt{\frac{3\pi}{50}}$. If this function is concave indeed then it must be increasing. Concavity may be simpler to show.
May 11, 2023 at 16:25 comment added Dieter Kadelka Seems to be correct. I got $g_{gsd}(1e10)*1e5 = 0.434160752718722$. And for $s=1e20$ the difference is $-1.665..10^{-16}$. How did you identify this constant? Very interestingly.
May 11, 2023 at 13:20 comment added Yaroslav Bulatov @DieterKadelka btw, the 0.433 constant appears to be $\sqrt{\frac{3\pi}{50}}$
May 11, 2023 at 10:24 history edited Yaroslav Bulatov CC BY-SA 4.0
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May 11, 2023 at 8:48 history edited Yaroslav Bulatov CC BY-SA 4.0
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May 11, 2023 at 6:17 comment added Yaroslav Bulatov Yes, for theoretical purposes. Proving bounds on the limit in your comment would be a very nice result. This would show that SGD stays within a small constant factor of GD for this problem, ie, that it has the same "convergence rate"
May 10, 2023 at 22:45 comment added Dieter Kadelka Why do you not calculate $g_{sgd}$ with numerical methods directly, as mentioned in the above link "a particular"? Wolfram Notebook should do it. The resulting function looks similar as that of $g_{gd}$ and in particular $g_{sgd}(0.1)=0.3272708709647729$ and $g_{sgd}(20)=0.095291845071114367$ Is the upper bound for theoretical purposes? (Calculations done with my program).
May 10, 2023 at 22:36 comment added Dieter Kadelka Looks like $s \to g_{sgd}(s)∗\sqrt s$ is increasing and $\lim_{s \to \infty} g_{sgd}(s)∗\sqrt s$ about 0.433.
May 10, 2023 at 20:48 history edited LSpice CC BY-SA 4.0
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May 10, 2023 at 19:16 history edited Yaroslav Bulatov CC BY-SA 4.0
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May 10, 2023 at 19:02 history edited Yaroslav Bulatov CC BY-SA 4.0
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May 10, 2023 at 18:56 history asked Yaroslav Bulatov CC BY-SA 4.0