SGLD

class SGLD(**kwargs)

Stochastic Gradient Riemannian Langevin Dynamics.

This class implements the optimizer described in the paper Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex, available at https://papers.nips.cc/paper/4883-stochastic-gradient-riemannian-langevin-dynamics-on-the-probability-simplex.pdf.