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  • title: Efficient displacement convex optimization with particle gradient descent
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            Efficient displacement convex optimization with particle gradient descent
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            Efficient displacement convex optimization with particle gradient descent

            Jul 24, 2023

            Speakers

            HD

            Hadi Daneshmand

            Speaker · 0 followers

            JDL

            Jason D. Lee

            Speaker · 0 followers

            CJ

            Chi Jin

            Speaker · 1 follower

            About

            Particle gradient descent is widely used to optimize functions of probability measures. Mean-field analyses tend the number of particles to infinity, thereby providing insights on the density of particles. In a mean-field regime, the particles globally optimize displacement convex functions. We investigate the consequence of this convergence for a finite number of particles. To achieve an ϵ-optimal solution, we prove that O(1/ϵ^2) particles and O(d/ϵ^4) time are sufficient for Lipschitz displace…

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            ICML 2023

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