The promises and pitfalls of Stochastic Gradient Langevin Dynamics.

Nicolas Brosse Alain Durmus Eric Moulines

Published in: NeurIPS (2018)

Keyphrases

stochastic gradient
stochastic gradient descent
nearest neighbor classifier
grassmann manifold
step size
exponentiated gradient
cost function
utility maximization
data sets
learning algorithm
feature selection
high dimensional
least squares