Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053)
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scientific article; zbMATH DE number 7625927
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English | Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration |
scientific article; zbMATH DE number 7625927 |
Statements
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (English)
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1 December 2022
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Langevin dynamics
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stochastic gradient methods
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momentum-based acceleration
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nonconvex optimization
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empirical risk minimization
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Gibbs sampling
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