35 citations · 127 across the 11 of their papers we have counts for
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math.OC2019★ 11 cited
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★ 6 cited
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…