Degenerate Stochastic Delay Modified Equation: Approximation of Stochastic Variance Reduced Gradient

Ting Zhang; Lulu Tian; Yue Ding

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arXiv · 2606.22044

Degenerate Stochastic Delay Modified Equation: Approximation of Stochastic Variance Reduced Gradient

Ting Zhang·Lulu Tian·Yue Ding

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Abstract

According to the property of stochastic variance reduced gradient (SVRG) algorithms, we construct a class of degenerate stochastic delay modified equations (SDMEs). Using the Lindeberg principle and the Markov property, we approximate the SVRG algorithms by the corresponding SDMEs. We obtain order 1 weak approximation in the smooth Wasserstein distance and the theory is validated through numerical experiments.

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Ting Zhang, Lulu Tian, Yue Ding. 2026-06-20. Degenerate Stochastic Delay Modified Equation: Approximation of Stochastic Variance Reduced Gradient. https://arxiv.org/abs/2606.22044

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