Error estimates between SGD with momentum and underdamped Langevin
diffusion

Error estimates between SGD with momentum and underdamped Langevin diffusion

22 October 2024

Lihu Xu

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Papers citing "Error estimates between SGD with momentum and underdamped Langevin diffusion"

9 / 9 papers shown

Title
Understanding and Detecting Convergence for Stochastic Gradient Descent with Momentum Jerry Chee Ping Li 43 12 0 27 Aug 2020
A Dynamical Systems Perspective on Nesterov Acceleration Michael Muehlebach Michael I. Jordan 81 121 0 17 May 2019
Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning Huy N. Chau M. Rásonyi 71 10 0 25 Mar 2019
Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods Nicolas Loizou Peter Richtárik 80 203 0 27 Dec 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 109 301 0 12 Jul 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 86 521 0 13 Feb 2017
Statistical Inference for Model Parameters in Stochastic Gradient Descent Xi Chen Jason D. Lee Xin T. Tong Yichen Zhang 81 139 0 27 Oct 2016
Nesterov's Accelerated Gradient and Momentum as approximations to Regularised Update Descent Aleksandar Botev Guy Lever David Barber ODL 52 159 0 07 Jul 2016
MCMC using Hamiltonian dynamics Radford M. Neal 311 3,282 0 09 Jun 2012

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