Stochastic Models of Polymer Systems

Abstract

The stochastic gradient decent algorithm is the now the "algorithm of choice" for very large machine learning problems. We introduced the idea of "stochastic modified equation" to the analysis of such algorithms. This approach allows us to obtain very precise information about the behavior of the algorithm. At the same time, we were also able to formulate various acceleration techniques in precise math terms (e.g. formulate them as stochastic control problems) and obtain precise information about these acceleration methods. This approach is quite general and applies to other stochastic algorithms.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2016
Accession Number
ADA631612

Entities

People

  • Bernard Chazelle
  • Cheng Tai
  • Chu Wang
  • Qianxiao Li
  • Weinan E

Organizations

  • Princeton University

Tags

Communities of Interest

  • Autonomy
  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Agreements
  • Algorithms
  • Big Data
  • Department Of Defense
  • Education
  • Engineering
  • Equations
  • Gaussian Processes
  • Information Operations
  • Machine Learning
  • Mathematics
  • Military Research
  • Phase Transformations
  • Stochastic Control
  • Students
  • Technology Transfer

Fields of Study

  • Computer science

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.

Technology Areas

  • AI & ML
  • AI & ML - Machine Learning Algorithms