Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization : nonasymptotic performance bounds and momentum-based acceleration
Year of publication: |
2022
|
---|---|
Authors: | Gao, Xuefeng ; Gürbüzbalaban, Mert ; Zhu, Lingjiong |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 5, p. 2931-2947
|
Subject: | Data Science | empirical risk minimization | Gibbs sampling | Langevin dynamics | momentum-based acceleration | nonconvex optimization | stochastic gradient methods | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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