A Continuous-time Stochastic Gradient Descent Method for Continuous Data

7 December 2021

Kexin Jin

J. Latz

Chenguang Liu

Carola-Bibiane Schönlieb

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Papers citing "A Continuous-time Stochastic Gradient Descent Method for Continuous Data"

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Title
Stochastic gradient descent with noise of machine learning type. Part II: Continuous time analysis Stephan Wojtowytsch 84 34 0 04 Jun 2021
On the Origin of Implicit Regularization in Stochastic Gradient Descent Samuel L. Smith Benoit Dherin David Barrett Soham De MLT 47 204 0 28 Jan 2021
Fourier Neural Operator for Parametric Partial Differential Equations Zong-Yi Li Nikola B. Kovachki Kamyar Azizzadenesheli Burigede Liu K. Bhattacharya Andrew M. Stuart Anima Anandkumar AI4CE 516 2,456 0 18 Oct 2020
Analysis of Stochastic Gradient Descent in Continuous Time J. Latz 78 40 0 15 Apr 2020
The Implicit Regularization of Stochastic Gradient Flow for Least Squares Alnur Ali Yan Sun Robert Tibshirani 88 77 0 17 Mar 2020
DeepXDE: A deep learning library for solving differential equations Lu Lu Xuhui Meng Zhiping Mao George Karniadakis PINN AI4CE 101 1,549 0 10 Jul 2019
Continuous Time Analysis of Momentum Methods Nikola B. Kovachki Andrew M. Stuart 124 36 0 10 Jun 2019
Certified Adversarial Robustness via Randomized Smoothing Jeremy M. Cohen Elan Rosenfeld J. Zico Kolter AAML 173 2,052 0 08 Feb 2019
Stochastic Modified Equations and Dynamics of Stochastic Gradient Algorithms I: Mathematical Foundations Qianxiao Li Cheng Tai E. Weinan 117 150 0 05 Nov 2018
Consistency of ELBO maximization for model selection Badr-Eddine Chérief-Abdellatif 88 19 0 28 Oct 2018
DGM: A deep learning algorithm for solving partial differential equations Justin A. Sirignano K. Spiliopoulos AI4CE 99 2,067 0 24 Aug 2017
Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications A. Chambolle Matthias Joachim Ehrhardt Peter Richtárik Carola-Bibiane Schönlieb 102 187 0 15 Jun 2017
Stochastic Gradient Descent as Approximate Bayesian Inference Stephan Mandt Matthew D. Hoffman David M. Blei BDL 71 599 0 13 Apr 2017
Robust Adversarial Reinforcement Learning Lerrel Pinto James Davidson Rahul Sukthankar Abhinav Gupta OOD 114 861 0 08 Mar 2017
Stochastic Gradient Descent in Continuous Time Justin A. Sirignano K. Spiliopoulos 67 57 0 17 Nov 2016
A Variational Analysis of Stochastic Gradient Algorithms Stephan Mandt Matthew D. Hoffman David M. Blei 68 161 0 08 Feb 2016
Stochastic modified equations and adaptive stochastic gradient algorithms Qianxiao Li Cheng Tai E. Weinan 73 285 0 19 Nov 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 2.1K 150,433 0 22 Dec 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 139 1,830 0 01 Jul 2014
Exact Simulation of Multidimensional Reflected Brownian Motion Jose H. Blanchet Karthyek Murthy 51 10 0 26 May 2014