Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with
Variance Reduction and its Application to Optimization

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Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization

Neural Information Processing Systems (NeurIPS), 2022

30 March 2022

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Papers citing "Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization"

13 / 13 papers shown

Title
Flatness-Aware Stochastic Gradient Langevin Dynamics Stefano Bruno Youngsik Hwang Jaehyeon An Sotirios Sabanis Dong-Young Lim 140 0 0 02 Oct 2025
Beyond Propagation of Chaos: A Stochastic Algorithm for Mean Field OptimizationAnnual Conference Computational Learning Theory (COLT), 2025 Chandan Tankala Dheeraj M. Nagaraj Anant Raj 173 1 0 17 Mar 2025
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio ManagementAAAI Conference on Artificial Intelligence (AAAI), 2025 Yi-Hu Feng Tianlin Li Tian Xie 306 1 0 26 Feb 2025
On Divergence Measures for Training GFlowNetsNeural Information Processing Systems (NeurIPS), 2024 Tiago da Silva Eliezer de Souza da Silva Diego Mesquita BDL 353 4 0 12 Oct 2024
Continuous-time Riemannian SGD and SVRG Flows on Wasserstein Probabilistic Space Mingyang Yi Bohan Wang 257 0 0 24 Jan 2024
Time-Independent Information-Theoretic Generalization Bounds for SGLDNeural Information Processing Systems (NeurIPS), 2023 Futoshi Futami Masahiro Fujisawa 313 10 0 02 Nov 2023
Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reduction Taiji Suzuki Denny Wu Atsushi Nitanda 171 20 0 12 Jun 2023
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic ApproximationNeural Information Processing Systems (NeurIPS), 2023 Aniket Das Dheeraj M. Nagaraj 360 8 0 27 May 2023
Subsampling Error in Stochastic Gradient Langevin DiffusionsInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2023 Kexin Jin Chenguang Liu J. Latz 247 0 0 23 May 2023
Accelerating Convergence in Global Non-Convex Optimization with Reversible Diffusion Ryo Fujino 127 0 0 19 May 2023
Improved Langevin Monte Carlo for stochastic optimization via landscape modification Michael C. H. Choi Youjia Wang 91 2 0 08 Feb 2023
Algorithmic Stability of Heavy-Tailed SGD with General Loss FunctionsInternational Conference on Machine Learning (ICML), 2023 Anant Raj Lingjiong Zhu Mert Gurbuzbalaban Umut Simsekli 177 19 0 27 Jan 2023
Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster AlgorithmsAnnual Conference Computational Learning Theory (COLT), 2022 Aniket Das Dheeraj M. Nagaraj Anant Raj 344 6 0 08 Jun 2022