71 citations · 210 across the 21 of their papers we have counts for
5 papers · 1 filter
State-Dependent Temperature Control for Langevin Diffusions
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type…
Non-Convex Optimization via Non-Reversible Stochastic Gradient Langevin Dynamics
Yuanhan Hu, Xiaoyu Wang, Xuefeng Gao +2
Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the st…
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization
Xuefeng Gao, Mert Gurbuzbalaban, Lingjiong Zhu
Langevin dynamics (LD) has been proven to be a powerful technique for optimizing a non-convex objective as an efficient algorithm to find local minima while eventually visiting a g…
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration
Xuefeng Gao, Mert Gürbüzbalaban, Lingjiong Zhu
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochast…
Bounded-Velocity Stochastic Control for Dynamic Resource Allocation
Xuefeng Gao, Yingdong Lu, Mayank Sharma +2
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications,…