reSGLD
Replica exchange stochastic gradient Langevin Dynamics
2000년 도입 · 논문 3편에서 사용
reSGLD proposes to simulate a high-temperature particle for exploration and a low-temperature particle for exploitation and allows them to swap simultaneously. Moreover, a correction term is included to avoid biases.
출처: Non-convex Learning via Replica Exchange Stochastic Gradient MCMC
소개 논문: Non-convex Learning via Replica Exchange Stochastic Gradient MCMC
Markov Chain Monte Carlo · General