no code implementations • 17 Jan 2024 • Wanrong Zhu, Zhipeng Lou, Ziyang Wei, Wei Biao Wu
We provide a rigorous theoretical guarantee for the confidence interval, demonstrating that the coverage is approximately exact with an explicit convergence rate and allowing for high confidence level inference.
no code implementations • 13 Jul 2023 • Ziyang Wei, Wanrong Zhu, Wei Biao Wu
Stochastic Gradient Descent (SGD) is one of the simplest and most popular algorithms in modern statistical and machine learning due to its computational and memory efficiency.