Preconditioned Stochastic Gradient Langevin Dynamics (pSGLD)
- Simulation 1 provides Average Absolute Error of Sample Covariance vs AutoCorrelation Time (ACT)
- Simulation 2 provides first 600 samples from SGLD and pSGLD
Please cite our AAAI paper if it helps your research:
@inproceedings{pSGLD_AAAI2016,
title={Preconditioned stochastic gradient Langevin dynamics for deep neural networks},
author={Li, Chunyuan and Chen, Changyou and Carlson, David and Carin, Lawrence},
booktitle={AAAI},
Year = {2016}
}