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.