3 papers
math.NA2020
Convergence of Random Batch Method for interacting particles with disparate species and weights
Shi Jin, Lei Li, Jian-Guo Liu
We consider in this work the convergence of Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] for interacting particles to the case of…
math.OC2019
A consensus-based global optimization method for high dimensional machine learning problems
José A. Carrillo, Shi Jin, Lei Li +1
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017…
cs.LG2019
Uniform-in-Time Weak Error Analysis for Stochastic Gradient Descent Algorithms via Diffusion Approximation
Yuanyuan Feng, Tingran Gao, Lei Li +2
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the back…