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Research map / Optimization / Nonconvex and smooth optimization

Online sampling from log-concave distributions

NeurIPS 2019 · Optimization › Nonconvex and smooth optimization · approach: Langevin sampling for nonconvex problems · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use variance-reduced SGLD with cached gradients and constant batch sizeOnline sampling · Online samplingoracle calls per epoch: O_T(T) -> \mathrm{polylog}(T)Helped
Use SGLD without variance reductionOnline sampling · Online samplinggradient varianceHurt
Reuse cached gradients and correct them with a constant-size batchOnline SAGA-LD · Online samplinggradient varianceHelped
Reset the warm start to the sample at the previous power of 2 when drift exceeds the acceptance radiusOnline SAGA-LD · Online samplingcached-gradient validityHelped

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