stochastic gradient descent

Numerical approximation of McKean-Vlasov SDEs via Stochastic Gradient Descent

Prof. Gonçalo dos Reis, School of Mathematics, University of Edinburgh

Nov 1, 15:30 - 17:00

B1 L3 R3119

stochastic gradient descent McKean-Vlasov SDEs

We propose a novel approach of numerically approximate McKean-Vlasov SDEs that avoids the usual interacting particle approximation and Propagation of Chaos results altogether.

KAUST paper wins 2020 Computational Optimization and Applications Best Paper Award

1 min read · Tue, Oct 12 2021

stochastic gradient descent machine learning

KAUST Professor of Computer Science Peter Richtárik and his former student Nicolas Loizou, currently a postdoctoral researcher at Mila - Quebec Artificial Intelligence Institute and soon to take up an assistant professorship position at Johns Hopkins University, recently received the 2020 Computational Optimization and Applications (COAP) Best Paper Award.