Oral Session: Probabilistic Line Searches for Stochastic Optimization - Microsoft Research
Microsoft
Oral Session: Probabilistic Line Searches for Stochastic Optimization - Microsoft Research
In deterministic optimization, line searches are a standard tool ensuring stability and efficiency. Where only stochastic gradients are available, no direct equivalent has so far been formulated, because uncertain gradients do not allow for a strict sequence of decisions collapsing the search space. We construct a probabilistic line search by ...
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