SGLB: Stochastic Gradient Langevin Boosting
Aleksei Ustimenko 1 Liudmila Prokhorenkova 1 2 3
Abstract Langevin dynamics (SGLD), which is a powerful iterative
optimization algorithm (Raginsky et al., 2017). It turns
This paper introduces Stochastic Gradient
out that gradient boosting can be easily modified to a glob-
Langevin Boosting (SGLB) — a powerful and
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