1 code implementation • 22 Jan 2020 • Nicolas Brosse, Carlos Riquelme, Alice Martin, Sylvain Gelly, Éric Moulines
Uncertainty quantification for deep learning is a challenging open problem.
no code implementations • NeurIPS 2018 • Nicolas Brosse, Alain Durmus, Eric Moulines
As $N$ becomes large, we show that the SGLD algorithm has an invariant probability measure which significantly departs from the target posterior and behaves like Stochastic Gradient Descent (SGD).