shifwang / STAT241_Final_Project

For STAT241A final project on stochastic gradient descent
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introduction : literative review #1

Closed wilsoncai1992 closed 7 years ago

wilsoncai1992 commented 7 years ago

compare with gibbs/ Metropolis hastings SGD as sampling method

Q: how is SGD better than existing methods? find mode at same time as sampling?

shifwang commented 7 years ago

Good question! Right now I think it is safer to just say SGD is a new way to do sampling. Whether it is better shall be examined using some simulations, yet I have not run at this point...

wilsoncai1992 commented 7 years ago

Thanks for the timely reply! I am now just jogging down ideas here to help me writing.

wilsoncai1992 commented 7 years ago

Don't need immediate answer on any of these

shifwang commented 7 years ago

Sure, thanks! Keep in touch!