Publication | Closed Access
Stochastic Gradient Descent as Approximate Bayesian Inference
360
Citations
0
References
2017
Year
Constant SgdMarkov Decision ProcessEngineeringMachine LearningStochastic OptimizationStochastic SystemStochastic Gradient DescentStochastic CalculusStatistical InferenceComputer ScienceProbability TheoryConstant Learning RateMarkov ChainBayesian InferenceApproximate Bayesian Computation
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...