What is Stochastic Gradient Descent and How to Use it With Time Series?

A Primer on Stochastic Gradient Descent

If you’ve spent any time around machine learning, you’ve almost certainly heard the phrase stochastic gradient descent. It sounds intimidating, but the idea itself is simple. More importantly, it’s one of the most practical tools we have for fitting models to real data, especially when that data comes in the form of time series.

In this piece, we’ll walk…