no code implementations • 20 Nov 2019 • Soma Yokoi, Issei Sato
The current interpretation of stochastic gradient descent (SGD) as a stochastic process lacks generality in that its numerical scheme restricts continuous-time dynamics as well as the loss function and the distribution of gradient noise.
no code implementations • 7 Mar 2019 • Soma Yokoi, Takuma Otsuka, Issei Sato
Although SGLD is designed for unbounded random variables, many practical models incorporate variables with boundaries such as non-negative ones or those in a finite interval.
