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High-Order Stochastic Gradient Thermostats for Bayesian Learning of Deep Models

AAAI 2016 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 19 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace the Euler integrator with the symmetric splitting integrator (ablation)mSGNHT · ICML LDA testtest perplexity: 960.56 -> 939.67Helped
Replace the Euler integrator with the symmetric splitting integrator (ablation)mSGNHT · a9a logistic regression testtest accuracy: 84.72% -> 84.95%Helped
Replace the Euler integrator with the symmetric splitting integrator (ablation)mSGNHT · MNIST 400-400 ReLU testaccuracy: 98.20 -> 98.25Helped
Replace the Euler integrator with the symmetric splitting integrator (ablation)mSGNHT · MNIST 3-layer sigmoid FNN testaccuracy: 96.86% -> 97.36%Helped
Replace the Euler integrator with the symmetric splitting integrator (ablation)mSGNHT · MNIST deep FNNtest accuracyHelped
Use the symmetric splitting integrator rather than Euler (ablation)mSGNHT · Wikipedia DPFApredictive perplexityHelped
Use the symmetric splitting integrator rather than Euler (ablation)mSGNHT · Double-well potentialKL divergenceHelped
Use a larger stepsize (ablation)mSGNHT-E · Double-well potentialparameter distribution accuracyHurt
Decrease the stepsize by half during training (ablation)mSGNHT-E · MNIST 4-layer FNNtraining stabilityHelped
Use a larger stepsize (ablation)mSGNHT-S · MNIST 2-layer FNNconvergence speedHelped
Replace mSGNHT with SGHMCBayesian sampling · ICML LDA testtest perplexity: 939.67 -> 1004.73Hurt
Replace mSGNHT-S with Gibbs samplingBayesian sampling · ICML LDA testtest perplexity: 939.67 -> 907.84Helped

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