Machine Learning in Madrid
When: Lunes 28 de septiembre, 12h
Who: Peio Ibarrondo (UAM)
Title: Stochastic Gradient Descent and Fokker Planck equation
Abstract: In this talk, one of the main learning processes of Machine Learning will be studied, namely, Stochastic Gradient Descent. After a stochastic approximation of the learning iteration, it will be shown that SGD performs variational inference by analysing the associated Fokker-Planck equation.