SGLB:StochasticGradientLangevinBoostingAlekseiUstimenko1LiudmilaProkhorenkova123AbstractLangevindynamics(SGLD),whichisapowerfuliterativeoptimizationalgorithm(Raginskyetal.,2017).ItturnsThispaperint...
StochasticGradientandLangevinProcessesXiangCheng1DongYin1PeterBartlett1MichaelJordan1AbstractrestrictedtoisotropicGaussiannoise,whereasthenoiseinSGDcanbefarfromGaussian.Second,thenoisedependsWeprov...
OnThompsonSamplingwithLangevinAlgorithmsEricMazumdar1AldoPacchiano1Yi-AnMa23PeterL.Bartlett14MichaelI.Jordan14Abstractexploitationtradeoffs(Aueretal.,2002;LattimoreandSzepesva´ri,2020),whereinanal...
FractionalUnderdampedLangevinDynamics:RetargetingSGDwithMomentumunderHeavy-TailedGradientNoiseUmutS¸ims¸ekli12LingjiongZhu3YeeWhyeTeh2MertGu¨rbu¨zbalaban4Abstract1.IntroductionStochasticgradien...
Double-LoopUnadjustedLangevinAlgorithmPaulRolland1ArminEftekhari2AliKavis1VolkanCevher1AbstractTeh,2011;Maetal.,2015).TheULAiteratesaregivenasAwell-knownfirst-ordermethodforsamplingxk+1=xk−γk+1∇...
VariationalAnnealingofGANs:ALangevinPerspectiveChenyangTao1ShuyangDai1LiqunChen1KeBai1JunyaChen12ChangLiu13RuiyiZhang1GeorgiyBobashev4LawrenceCarin1Abstractapre-specifiedsimpledistributionq(z)throu...
Non-AsymptoticAnalysisofFractionalLangevinMonteCarloforNon-ConvexOptimizationThanhHuyNguyen1UmutS¸ims¸ekli1Gae¨lRichard1Abstract1.IntroductionRecentstudiesondiffusion-basedsamplingmeth-Diffusion...
FractionalLangevinMonteCarlo:ExploringLe´vyDrivenStochasticDifferentialEquationsforMarkovChainMonteCarloUmutS¸ims¸ekli1Abstractuousdiffusionwhichhasπasastationarydistribution.Inpractice,πisusu...