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为 Moreau--Yosida 未调整 Langevin 采样建立新界限

研究人员为 Moreau--Yosida 未调整 Langevin 算法 (MYULA) 建立了近乎线性的精度界限。该分析提供了一个明确的步长条件,在该条件下,相对于 Moreau 平滑目标的不变测度偏差被限制在 \(\\widetilde O(h)\\)。这项工作结合了 Moreau 近似偏差和 Wasserstein 收缩,确定 \(\\widetilde O(\\varepsilon^{-1})\\) 次迭代足以实现 N 次迭代定律所需的精度。利用基于泊松的估计将二阶平稳残差转换为 Wasserstein 界限,直接限制了平稳误差,而无需第三阶导数或 Lipschitz Hessian。 AI

影响 为采样算法建立了理论界限,有可能提高机器学习模型训练的效率。

排序理由 这是一篇详细介绍采样算法理论进展的研究论文。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv cs.LG 阅读 →

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为 Moreau--Yosida 未调整 Langevin 采样建立新界限

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这是一篇详细介绍采样算法理论进展的研究论文。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yuchen Xin, Zhihua Zhang ·

    Near-Linear Accuracy Bounds for Moreau--Yosida Unadjusted Langevin Sampling

    arXiv:2609.40193v1 Announce Type: new Abstract: We establish near-linear accuracy bounds for the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA). The target is $\pi\propto e^{-f-g}$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with Lipschitz gradient and …