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Which one is correct "at every/each iteration" or "in every/each iteration"? I also have this confusion when using "step" instead of "iteration". More specifically, should I use "at each step" or "in each step"? Is there a difference in meaning between the usage of "in" and "at"?

Google Books Ngram Viewer shows that "at each iteration" is the most common expression.

This type of expressions are often encountered in computer science. For example, in the paper Metacontrol for Adaptive Imagination-Based Optimization, the authors often use "on each iteration".

Note: I'm not looking for an explanation in the specific context I've just mentioned (i.e. the paper I linked you to above), but general guidelines to follow.

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at refers to a point or a discrete event.

in refers to a context.

At every iteration a counter is incremented.

In every iteration several tasks are performed.

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    I said nothing about not being able to use at in #2. That is an inference you've drawn. But the nuanced difference is this: if you want to present the iteration as a context in which actions or tasks are carried out, use in. If you want to present the iteration as a (recurrent) point in time, at which point actions are triggered, use at. I'm trying to show you what in and at mean, not answer a question about which one is "right".
    – TimR
    Commented Oct 22, 2018 at 14:02

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