A Note on the Convergence of Mirrored Stein Variational Gradient Descent under $(L_0,L_1)-$Smoothness Condition
CoRR(2022)
摘要
In this note, we establish a descent lemma for the population limit Mirrored Stein Variational Gradient Method~(MSVGD). This descent lemma does not rely on the path information of MSVGD but rather on a simple assumption for the mirrored distribution $\nabla\Psi_{\#}\pi\propto\exp(-V)$. Our analysis demonstrates that MSVGD can be applied to a broader class of constrained sampling problems with non-smooth $V$. We also investigate the complexity of the population limit MSVGD in terms of dimension $d$.
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关键词
convergence,$l_0l_1-$smoothness,gradient
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