193 citations · 476 across the 39 of their papers we have counts for
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Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradient
Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1
We introduce a new Langevin dynamics based algorithm, called e-THO POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear…
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function
Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1
We consider non-convex stochastic optimization problems where the objective functions have super-linearly growing and discontinuous stochastic gradients. In such a setting, we prov…
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization
Ömer Deniz Akyildiz, Sotirios Sabanis
We provide a nonasymptotic analysis of the convergence of the stochastic gradient Hamiltonian Monte Carlo (SGHMC) to a target measure in Wasserstein-2 distance without assuming log…