Consensus-based High Dimensional Global Non-convex Optimization in Machine Learning

报告人:金石教授 上海交通大学

报告时间:8416—17

报告地点:腾讯会议87141591553 无密码

 

摘要:We introduce a stochastic interacting particle consensus system for global optimization of high dimensional non-convex functions. This algorithm does not use gradient of the function thus is suitable for non-smooth functions. We prove that under dimensionindependent conditions on the parameters and initial data the algorithms converge to the neighborhood of the global minimum almost surely.

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