Login / Signup

On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case.

Ngoc Huy ChauÉric MoulinesMiklós RásonyiSotirios SabanisYing Zhang
Published in: SIAM J. Math. Data Sci. (2021)
Keyphrases
  • stochastic gradient
  • data streams
  • utility maximization
  • global optimization
  • objective function
  • data sets
  • model selection
  • sliding window
  • nearest neighbor classifier
  • grassmann manifold