{
  "abstract": "We develop a rate-transfer method that converts finite-time Lyapunov estimates for an associated stochastic differential equation (SDE) into finite-time convergence bounds for stochastic gradient algorithms. Under generic moment and smoothness conditions, the convergence analysis of the stochastic gradient method reduces to a calculus argument verifying a Lyapunov generator inequality for the SDE. The method recovers established rates for classical stochastic gradient methods and provides a way to establish convergence rates for new optimization algorithms through calculus arguments applied to their associated SDEs.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.18739",
  "author_total": 1,
  "authors": [
    {
      "name": "Neil Walton"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/3pkjc7m95d2yn.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.18739",
  "fulltext_url": null,
  "id": "3pkjc7m95d2yn",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2610.18739",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "cs.AI"
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      "arxiv",
      "cs.LG"
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      "arxiv",
      "math.OC"
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    [
      "arxiv",
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      "arxiv",
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      "openalex",
      "1702|Stochastic Gradient Optimization Techniques"
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  "openalex": "W7221808611",
  "pdf_url": "https://arxiv.org/pdf/2610.18739",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-13",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/3pkjc7m95d2yn.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:29:20Z",
      "native_id": "2610.18739",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.18739"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:stat.ML",
      "subfield": "statistics"
    }
  ],
  "title": "A Rate Transfer Method: Convergence Rates in Stochastic Gradient Descent via Stochastic Calculus",
  "title_text": "A Rate Transfer Method: Convergence Rates in Stochastic Gradient Descent via Stochastic Calculus",
  "type": "preprint",
  "updated_at": "2026-10-30T12:29:26Z",
  "url": "https://research.draconitic.com/paper/3pkjc7m95d2yn",
  "venue": "arXiv",
  "versions": []
}