On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators.
Changyou ChenNan DingLawrence CarinPublished in: NIPS (2015)
Keyphrases
- high order
- stochastic gradient
- higher order
- tensor analysis
- computational complexity
- convergence rate
- pairwise
- machine learning algorithms
- step size
- bayesian logistic regression
- worst case
- online learning
- recommender systems
- markov chain monte carlo
- stochastic gradient descent
- machine learning
- exponentiated gradient