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SGD +momentum + noise "=" SGHMC #18

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emiled16 opened this issue Apr 5, 2021 · 0 comments

emiled16 commented Apr 5, 2021

Hello,
I was going through your paper and through the paper of SGHMC and I understand that :

SGD + noise equates to SGLD
SGD + momentum + noise equates to SGHMC
However, I don't understand what Adam + noise which is what you used in your code equates to? in the paper you said that you were going to use SGHMC. Is it reasonable to assume that Adam + noise is also equivalent to SGHMC? if so, can you please say why?

Thanks

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