Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, Tokyo, Japan; Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, Tokyo, Japan; Center for Advanced Intelligence Project, RIKEN, Tokyo, Japan
Yuri Kinoshita, Taiji Suzuki
stochastic gradient Langevin dynamics;variance reduction;log-Sobolev;SGLD;SVRG-LD;SARAH
Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization