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cs.LG2024
Langevin Dynamics: A Unified Perspective on Optimization via Lyapunov Potentials
August Y. Chen, Ayush Sekhari, Karthik Sridharan
We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at…
cs.LG2024
Online Learning with Unknown Constraints
Karthik Sridharan, Seung Won Wilson Yoo
We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize r…