Stochastic Gradient Descent: A Nonlinear Time Series Perspective

arXiv:2610.20894 · stat.ML, cs.LG, math.ST, stat.TH · Submitted 2026-10-14 · Read on arXiv

stat.ML, cs.LG, math.ST, stat.TH

Submitted: 2026-10-14

Updated: 2026-10-14

Comments: 87 pages, 8 figures, accepted to JRSSB

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Stochastic Gradient Descent — 2× in this paper
• Non-stationarity — 1× in this paper · explained in 2 episodes
• Stochastic Gradient Descent (SGD) — 1× in this paper · explained in 5 episodes
• Wasserstein Distance — 1× in this paper · explained in 5 episodes

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