Gaëtan Serré

Stein Boltzmann Sampling: A Variational Approach for Global Optimization

In this paper, we present a deterministic particle-based method for global optimization of continuous Sobolev functions, called *Stein Boltzmann Sampling* (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the *Stein Variational Gradient Descent* (SVGD…