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:8月4日16点—17点
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.