Stochastic Optimisation

A MantonLab Presentation

Summary

Below are the presentations from our Stochastic Optimisation study group (October to December 2020).

Files

[Slides] [Video] An Introduction to Stochastic Optimisation

[Slides] [Video] Stochastic Gradient Descent Methods

[Slides] [Video] Methods for Stochastic Optimisation: AdaGrad, RMSProp and Adam

[Slides] [Video] Convergence and the ODE Method (Parts 1 and 2)

[Slides] [Video] Stochastic Global Optimisation (prefaced by a brief Big Picture overview)

Viktoria Schram
2020-10-12