Stochastic Gradient Hamiltonian Monte Carlo

GPTKB entity

Predicate	Object
gptkbp:instanceOf	gptkb:algorithm
gptkbp:abbreviation	SGHMC
gptkbp:application	deep learning Bayesian neural networks posterior sampling
gptkbp:basedOn	gptkb:Hamiltonian_Monte_Carlo
gptkbp:category	gptkb:sampling_algorithm
gptkbp:citation	Chen, T., Fox, E., & Guestrin, C. (2014). Stochastic Gradient Hamiltonian Monte Carlo. ICML.
gptkbp:field	gptkb:machine_learning statistics Bayesian inference
gptkbp:handles	large datasets
gptkbp:introduced	gptkb:Carlos_Guestrin gptkb:Tianqi_Chen gptkb:Emily_Fox
gptkbp:introducedIn	2014
gptkbp:openSource	gptkb:TensorFlow_Probability gptkb:Pyro PyMC3
gptkbp:publishedIn	gptkb:International_Conference_on_Machine_Learning
gptkbp:purpose	scalable Bayesian sampling
gptkbp:relatedTo	gptkb:Markov_Chain_Monte_Carlo gptkb:Stochastic_Gradient_Langevin_Dynamics
gptkbp:uses	friction term momentum variable noise term stochastic gradients
gptkbp:bfsParent	gptkb:Stochastic_Gradient_Langevin_Dynamics
gptkbp:bfsLayer	8
https://www.w3.org/2000/01/rdf-schema#label	Stochastic Gradient Hamiltonian Monte Carlo