AdaGeo: Adaptive geometric learning for optimization and sampling

Gradient-based optimization and Markov Chain Monte Carlo sampling can be found at the heart of a multitude of machine learning methods. In high-dimensional settings, well-known issues such as slow-mixing, non-convexity and correlations can hinder the algorithms’ efficiency. In order to overcome thes...

Full description

Bibliographic Details
Main Authors: Abbati, G, Tosi, A, Osborne, M, Flaxman, S
Format: Conference item
Published: Proceedings of Machine Learning Research 2018