Stochastic gradient descent algorithm for stochastic optimization in solving analytic continuation problems
We propose a stochastic gradient descent based optimization algorithm to solve the analytic continuation problem in which we extract real frequency spectra from imaginary time Quantum Monte Carlo data. The procedure of analytic continuation is an ill-posed inverse problem which is usually solved by regularized optimization methods, such like the Maximum Entropy method, or stochastic optimization methods. The main contribution of this work is to improve the performance of stochastic optimization approaches by introducing a supervised stochastic gradient descent algorithm to solve a flipped inverse system which processes the random solutions obtained by a type of Fast and Efficient Stochastic Optimization Method.
- Research Organization:
- Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
- Grant/Contract Number:
- AC05-00OR22725
- OSTI ID:
- 1632071
- Journal Information:
- Foundations of Data Science, Vol. 2, Issue 1; ISSN 2639-8001
- Publisher:
- AIMSCopyright Statement
- Country of Publication:
- United States
- Language:
- English
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