Time-independent generalization bounds for SGLD in non-convex settings

We establish generalization error bounds for stochastic gradient Langevin dynamics (SGLD) with constant learning rate under the assumptions of dissipativity and smoothness, a setting that has received increased attention in the sampling/optimization literature. Unlike existing bounds for SGLD in non...

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Bibliographic Details
Main Authors: Farghly, T, Rebeschini, P
Format: Conference item
Language:English
Published: Neural Information Processing Systems Foundation 2021