Columbia Business School, Columbia University, New York City, NY 10027, USA; Department of Industrial Engineering & Management Science, Northwestern University, Evanston, IL 60201, USA; Department of Computer Science, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA
Yi Chen, Jinglin Chen, Jing Dong, Jian Peng, Zhaoran Wang
ACCELERATING NONCONVEX LEARNING VIA REPLICA EXCHANGE LANGEVIN DIFFUSION