Stochastic Optimization

Publications

. Local Optimality and Generalization Guarantees for the Langevin Algorithm via Empirical Metastability. arXiv:1802.06439, accepted at COLT, 2018.

Preprint Project Project

. Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions. Journal of Machine Learning Research W&CP, vol.40 (COLT), 240–265, 2015.

Preprint PDF Project