Variance Reduction in Stochastic Particle-Optimization Sampling.
Jianyi ZhangYang ZhaoChangyou ChenPublished in: ICML (2020)
Keyphrases
- variance reduction
- monte carlo
- sample size
- gradient estimation
- importance sampling
- bias variance decomposition
- quasi monte carlo
- confidence intervals
- markov chain
- upper bound
- machine learning
- text categorization
- approximate inference
- worst case
- evolutionary algorithm
- lower bound
- support vector
- optimal solution
- decision trees