Apr 2020 - Mar 2021

Math-Fi seminar on 3 Dec.

2020.12.03 Thu up
  • Date: 3 Dec. (Thu.)
  • Place: On the Web
  • Time: 18:00 - 19:30 
  • Speaker: Josef Teichmann (ETH Zurich)
  • Title: Training algorithms and generalized Langevin dynamics
  • Abstract: 
We investigate generalized Langevin dynamics in the sense of Baudoin-Hairer-Teichmann and its convergence to a Gibbs measure of a loss function. We derive a pathwise decay formula for entropy as in Karatzas-Schachermayer-Tschiderer and obtain in this generalized context similar results to Hu-Ren-Siska-Szpruch, which are applied to training neural networks in machine learning.
(joint work with Robert Crowell, Christa Cuchiero, Yuuki Ida and Yuri Imamura)

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