Conceptcentral fluctuation scale
Central fluctuation scale
Refers to the scale in stochastic optimization analysis at which normalized iterate fluctuations converge to a stable limiting process, used to distinguish central limit behavior from extreme tail events.
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Oct 19
In the infinite-variance case t ∈ (1,2), the central fluctuation scale of SGD is of order η^{1/t}, and the limit is a t-stable distribution.
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