Convergence, Sticking and Escape: Stochastic Dynamics Near Critical Points in SGD
arXiv:2505.18535v2 Announce Type: replace-cross Abstract: We study the convergence properties and escape dynamics of Stochastic Gradient Descent (SGD) in one-dimensional landscapes, separately considering infinite- and finite-variance noise. Our main focus is to identify the time scales on which SGD reliably moves from an initial point to the local minimum in the same ”basin”. Under suitable conditions on the noise distribution, we prove that SGD converges to the basin’s minimum unless the initial point lies too close to a […]