What is: Replica exchange stochastic gradient Langevin Dynamics?

SourceNon-convex Learning via Replica Exchange Stochastic Gradient MCMC
Year2000
Data SourcePapers with Code archive (CC BY-SA)

reSGLD proposes to simulate a high-temperature particle for exploration and a low-temperature particle for exploitation and allows them to swap simultaneously. Moreover, a correction term is included to avoid biases.