reSGLD
Replica exchange stochastic gradient Langevin Dynamics
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.
Non-convex Learning via Replica Exchange Stochastic Gradient MCMC
https://paperswithcode.com/paper/non-convex-learning-via-replica-exchange
Non-convex Learning via Replica Exchange Stochastic Gradient MCMC