Stochastic Gradient Descent as Approximate Bayesian Inference 论文
2017Journal of Machine Learning Research引用 361
Machine Learning and AlgorithmsMarkov Chains and Monte Carlo MethodsAdvanced Bandit Algorithms Research
摘要
Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show t...