Research map / Optimization / Nonconvex and smooth optimization
Online sampling from log-concave distributions
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use variance-reduced SGLD with cached gradients and constant batch size | Online sampling · Online sampling | oracle calls per epoch: O_T(T) -> \mathrm{polylog}(T) | Helped |
| Use SGLD without variance reduction | Online sampling · Online sampling | gradient variance | Hurt |
| Reuse cached gradients and correct them with a constant-size batch | Online SAGA-LD · Online sampling | gradient variance | Helped |
| Reset the warm start to the sample at the previous power of 2 when drift exceeds the acceptance radius | Online SAGA-LD · Online sampling | cached-gradient validity | Helped |
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