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In particular we could add the SGNHT algorithm (paper, code).
And perhaps also SGHMC and SGHNT algorithms that use the BAOAB integrator rather than Euler-Maruyama, comprehensive info in Leimkuhler and Matthews textbook (p271 and p350)
In all cases we should be carefully implement with a temperature parameter that accepts the value 0 and to only evaluate the gradient once per iteration.
The text was updated successfully, but these errors were encountered:
In particular we could add the SGNHT algorithm (paper, code).
And perhaps also SGHMC and SGHNT algorithms that use the BAOAB integrator rather than Euler-Maruyama, comprehensive info in Leimkuhler and Matthews textbook (p271 and p350)
In all cases we should be carefully implement with a temperature parameter that accepts the value 0 and to only evaluate the gradient once per iteration.
The text was updated successfully, but these errors were encountered: