Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization.
Yuri KinoshitaTaiji SuzukiPublished in: NeurIPS (2022)
Keyphrases
- stochastic gradient
- convergence rate
- step size
- variance reduction
- stochastic gradient descent
- faster convergence rate
- convergence speed
- learning rate
- sample size
- monte carlo
- gradient method
- importance sampling
- nearest neighbor classifier
- least squares
- machine learning
- state space
- cost function
- training data
- learning algorithm
- genetic algorithm