Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling.
Difan ZouPan XuQuanquan GuPublished in: CoRR (2020)
Keyphrases
- faster convergence
- stochastic gradient
- step size
- stochastic gradient descent
- convergence rate
- convergence speed
- global optimum
- cost function
- grassmann manifold
- sample size
- global optimization
- random sampling
- monte carlo
- pso algorithm
- particle swarm optimization pso
- markov chain monte carlo
- differential evolution
- nearest neighbor classifier
- optimization algorithm