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We consider stochastic gradient descent algorithms for minimizing a non-smooth, strongly-convex function.
On tail probabilities for martingales
David A. Freedman · 1975
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Simon Lacoste-Julien, Mark W. Schmidt, and Francis R. Bach · 2002
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High-dimensional probability: An introduction with applications in data science
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Prateek Jain, Dheeraj Nagaraj, and Praneeth Netrapalli · 2019
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