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fa.bianp.net
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| | | | | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ... | |
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jingnanshi.com
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| | | | | Tutorial on automatic differentiation | |
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matbesancon.xyz
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| | | What can automated gradient computations bring to mathematical optimizers, what does it take to compute? | ||