Error estimates between SGD with momentum and underdamped Langevin diffusion
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866916449001406464 |
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| author | Guillin, Arnaud Wang, Yu Xu, Lihu Yang, Haoran |
| author_facet | Guillin, Arnaud Wang, Yu Xu, Lihu Yang, Haoran |
| contents | Stochastic gradient descent with momentum is a popular variant of stochastic gradient descent, which has recently been reported to have a close relationship with the underdamped Langevin diffusion. In this paper, we establish a quantitative error estimate between them in the 1-Wasserstein and total variation distances. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_17297 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Error estimates between SGD with momentum and underdamped Langevin diffusion Guillin, Arnaud Wang, Yu Xu, Lihu Yang, Haoran Machine Learning Probability Stochastic gradient descent with momentum is a popular variant of stochastic gradient descent, which has recently been reported to have a close relationship with the underdamped Langevin diffusion. In this paper, we establish a quantitative error estimate between them in the 1-Wasserstein and total variation distances. |
| title | Error estimates between SGD with momentum and underdamped Langevin diffusion |
| topic | Machine Learning Probability |
| url | https://arxiv.org/abs/2410.17297 |