Author

Tim Jahn

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Preprint Sep 2026

Minimax-Optimal Early Stopping for Continuous-Time SGD via the Discrepancy Principle

The discrepancy principle is established as an adaptive regularization strategy for continuous-time SGD that is minimax-optimal up to a logarithmic factor, despite the persistent fluctuations induced by stochastic sampling.

Tim Jahn, Loucas Pillaud-Vivien, Adrien Schertzer · 0 citations