כתבה
arXiv cs.LG ·
Nesterov acceleration in optimizing over probability measures
תקציר מקורי באנגליתarXiv:2607.23008v1 Announce Type: cross Abstract: Optimization over probability measures has become an increasingly important paradigm in modern machine learning, scientific computing, and uncertainty quantification. Motivated by Nesterov's accelerated gradient method in Euclidean space, we develop Heavy-ball and Nesterov acceleration methods over the probability measure space $\mathcal{P}_2$ and establish non-asymptotic convergence guarantees that match their Euclidean counterparts. In particular, we derive convergence rates with respect to both the number of iterations and the number of particles used to represent the underlying probability distributions. Extending accelerated optimization from Euclidean space to probability measures is challenging. The natural notion of momentum require
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arxiv.org
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