Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization

Ying Zhang, Ömer Deniz Akyildiz, Theodoros Damoulas +1

In this paper, we are concerned with a non-asymptotic analysis of sampling algorithms used in nonconvex optimization. In particular, we obtain non-asymptotic estimates in Wasserste…