134 citations · 145 across the 4 of their papers we have counts for
4 papers
On the Random Batch Method for second order interacting particle systems
Shi Jin, Lei Li, Yiqun Sun
We investigate several important issues regarding the Random Batch Method (RBM) for second order interacting particle systems. We first show the uniform-in-time strong convergence…
Adaptive Gradient Methods Can Be Provably Faster than SGD after Finite Epochs
Xunpeng Huang, Hao Zhou, Runxin Xu +2
Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neu…
SPAN: A Stochastic Projected Approximate Newton Method
Xunpeng Huang, Xianfeng Liang, Zhengyang Liu +4
Second-order optimization methods have desirable convergence properties. However, the exact Newton method requires expensive computation for the Hessian and its inverse. In this pa…
Random batch methods (RBM) for interacting particle systems
Shi Jin, Lei Li, Jian-Guo Liu
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the comp…