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FelixBenning / optimization-review

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Multi-level Monte Carlo #5

Open FelixBenning opened 2 years ago

FelixBenning commented 2 years ago

Estimate Bias of larger steps (learning rate)
cf. Simon (Heidelberg) work?

FelixBenning commented 2 years ago

https://arxiv.org/pdf/1912.08130.pdf