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Stochastic Gradient Descent, Clearly Explained!!!
10:53
YouTubeStatQuest with Josh Starmer
Stochastic Gradient Descent, Clearly Explained!!!
Even though Stochastic Gradient Descent sounds fancy, it is just a simple addition to "regular" Gradient Descent. This video sets up the problem that Stochastic Gradient Descent solves and then shows how it does it. Along the way, we discuss situations where Stochastic Gradient Descent is most useful, and some cool features that aren't that ...
563.4K viewsMay 13, 2019
Stochastic Calculus
Introduction to Stochastic Calculus
7:03
Introduction to Stochastic Calculus
YouTubeQuant Next
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Lecture 24: Stochastic Calculus
1:22:50
Lecture 24: Stochastic Calculus
YouTubeMIT OpenCourseWare
3.2K views1 month ago
Stochastic Calculus for Quants | Understanding Geometric Brownian Motion using Itô Calculus
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Stochastic Calculus for Quants | Understanding Geometric Brownian Motion using Itô Calculus
YouTubeQuantPy
89.9K viewsSep 22, 2021
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