most citedNon-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function

1 citations · 1 across the 3 of their papers we have counts for

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3 papers

math.OC2022

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…

math.OC2021★ 1 cited

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…

econ.EM2021

A Neural Frequency-Severity Model and Its Application to Insurance Claims

Dong-Young Lim

This paper proposes a flexible and analytically tractable class of frequency and severity models for predicting insurance claims. The proposed model is able to capture nonlinear re…