How consensus-based optimization can be interpreted as a stochastic relaxation of gradient descent

We provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we...

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Bibliographic Details
Main Authors: Riedl, K, Klock, T, Geldhauser, C, Fornasier, M
Format: Conference item
Language:English
Published: OpenReview 2024

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