Inference with Stochastic Gradient Descent


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Documentation for package ‘SGDinference’ version 0.1.0

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SGDinference SGDinference
sgdi_lm Averaged SGD and its Inference via Random Scaling
sgdi_qr Averaged S-subGD and its Inference via Random Scaling in Linear Quantile Regression
sgd_lm Averaged SGD in Linear Mean Regression
sgd_qr Averaged S-subGD Estimator in Linear Quantile Regression