When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint.
Yoav FreundYi-An MaTong ZhangPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- viewpoint
- optimization problems
- discrete optimization
- convergence rate
- data structure
- quasi newton
- optimization approaches
- global convergence
- computationally efficient
- theoretical analysis
- benchmark datasets
- global optimization
- optimization process
- optimization procedure
- faster convergence rate
- theoretical justification
- iterative algorithms
- convergence speed
- linear programming
- worst case
- evolutionary algorithm
- lower bound
- computational complexity