Marvels and pitfalls of the Langevin algorithm in noisy high-dimensional inference

Marvels and pitfalls of the Langevin algorithm in noisy high-dimensional inference

Gradient-descent-based algorithms and their stochastic versions have widespread applications in machine learning and statistical inference. In this work, we carry out an analytic study of the performance of the algorithm most commonly considered in physics, the Langevin algorithm, in the context of...

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Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Sarao Mannelli, S, Biroli, G, Cammarota, C, Krzakala, F, Urbani, P, Zdeborová, L
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	American Physical Society 2020

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