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⚙️AlgorithmAdvanced

Langevin Dynamics & Score-Based Sampling

Langevin dynamics is a noisy gradient-ascent method that moves particles toward high probability regions while adding Gaussian noise to ensure proper exploration.

#langevin dynamics#mala#ula+12
⚙️AlgorithmAdvanced

Natural Gradient Method

Natural gradient scales the ordinary gradient by the inverse Fisher information matrix to account for the geometry of probability distributions.

#natural gradient
Advanced
Filtering by:
#preconditioning
#fisher information
#empirical fisher
+12
📚TheoryIntermediate

Gradient Descent Convergence Theory

Gradient descent updates parameters by stepping opposite the gradient: x_{t+1} = x_t - \eta \nabla f(x_t).

#gradient descent#convergence rate#l-smooth+12