Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

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Publications associées (30)

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While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we first show that th ...

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This work studies the learning process over social networks under partial and random information sharing. In traditional social learning models, agents exchange full belief information with each other while trying to infer the true state of nature. We stud ...

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High-order geometric integrators for the variational Gaussian wavepacket dynamics and application to vibronic spectra at finite temperature

Roya Moghaddasi Fereidani

EPFL2024