ZhuYouheng / MALA-on-random-feature-model

An implementation of MALA(Metropolis adjusted Langevin algorithm), GD, SGD, SGLD(Stochastic Gradient Langevin Dynamics), ULA(Unadjusted Langevin algorithm) on the RFM(Random Feature Model)

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

MALA-on-random-feature-model

An implementation of MALA(Metropolis adjusted Langevin algorithm), GD, SGD, SGLD(Stochastic Gradient Langevin Dynamics), ULA(Unadjusted Langevin algorithm) on the RFM(Random Feature Model)

About

An implementation of MALA(Metropolis adjusted Langevin algorithm), GD, SGD, SGLD(Stochastic Gradient Langevin Dynamics), ULA(Unadjusted Langevin algorithm) on the RFM(Random Feature Model)


Languages

Language:Jupyter Notebook 100.0%