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Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning

ICLR 2020 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 112 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace decreasing stepsizes with a cyclical scheduleSG-MCMC on CIFAR-10 and CIFAR-100 · CIFAR-10 and CIFAR-100test error (%): 5.20±0.06 -> 4.29±0.06; 23.23±0.01 -> 20.55±0.06Helped
replace decreasing stepsizes with a cyclical scheduleSGHMC on CIFAR-10 and CIFAR-100 · CIFAR-10 and CIFAR-100test error (%): 4.93±0.1 -> 4.27±0.03; 22.60±0.17 -> 20.50±0.11Helped
use cyclical rather than decreasing stepsizesSGHMC on ImageNet · ImageNet testing setNLL: 0.9308 -> 0.8882Helped
use cyclical rather than decreasing stepsizesSGLD on a 25-Gaussian mixture · 25-Gaussian mixture, non-parallelmode coverage: 1.8±0.13 -> 6.7±0.52Helped
use cyclical rather than decreasing stepsizesparallel SGLD on a 25-Gaussian mixture · 25-Gaussian mixture, parallelmode coverage: 18±0.47 -> 24.4±0.22Helped
use cyclical rather than decreasing stepsizesSGHMC for Bayesian logistic regression · Australianeffective sample size: 1317 -> 4707Helped
use cyclical rather than decreasing stepsizesSGHMC for Bayesian logistic regression · Germaneffective sample size: 2007 -> 2436Helped
use cyclical rather than decreasing stepsizesSGHMC for Bayesian logistic regression · Hearteffective sample size: 5000 -> 5000No clear effect
use cyclical rather than decreasing stepsizes in parallel chainsSGLD · CIFAR-10 and CIFAR-100test error (%): 4.15 -> 4.09; 20.29 -> 19.37Helped
use cyclical rather than decreasing stepsizes in parallel chainsSGHMC · CIFAR-10 and CIFAR-100test error (%): 4.09 -> 3.95; 19.72 -> 19.19Helped
use cyclical single-chain sampling instead of decreasing parallel samplingSGLD · CIFAR-10 and CIFAR-100test error (%): 5.11 -> 4.29; 21.16 -> 20.55Mixed
use cyclical single-chain sampling instead of decreasing parallel samplingSGHMC · CIFAR-10 and CIFAR-100test error (%): 4.52 -> 4.27; 20.82 -> 20.50Mixed

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