Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization

Pan Xu, Jinghui Chen, Difan Zou, Quanquan Gu. Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 3126-3137, 2018. [doi]

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