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Accelerating Convergence of Replica Exchange Stochastic Gradient MCMC via Variance Reduction

ICLR 2021 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR10, ResNet20prediction accuracy (%): 94.56$\pm$0.23 -> 94.84$\pm$0.11Helped
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR10, ResNet32prediction accuracy (%): 95.44$\pm$0.16 -> 95.62$\pm$0.09Helped
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR10, ResNet56prediction accuracy (%): 96.15$\pm$0.17 -> 96.32$\pm$0.15Helped
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR100, ResNet20prediction accuracy (%): 73.94$\pm$0.34 -> 74.83$\pm$0.18Helped
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR100, ResNet32prediction accuracy (%): 76.38$\pm$0.23 -> 77.40$\pm$0.27Helped
reduce the variance of energy estimates using control variatesreSGHMC · CIFAR100, ResNet56prediction accuracy (%): 79.86$\pm$0.26 -> 80.62$\pm$0.22Helped
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR10, ResNet20prediction accuracy (%): 94.84$\pm$0.11 -> 94.91$\pm$0.10Helped
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR10, ResNet32prediction accuracy (%): 95.62$\pm$0.09 -> 95.64$\pm$0.13No clear effect
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR10, ResNet56prediction accuracy (%): 96.32$\pm$0.15 -> 96.36$\pm$0.16No clear effect
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR100, ResNet20prediction accuracy (%): 74.83$\pm$0.18 -> 75.02$\pm$0.19Helped
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR100, ResNet32prediction accuracy (%): 77.40$\pm$0.27 -> 77.58$\pm$0.21No clear effect
add cyclic learning rates to variance-reduced replica exchange (ablation)VR-reSGHMC · CIFAR100, ResNet56prediction accuracy (%): 80.62$\pm$0.22 -> 80.50$\pm$0.25No clear effect

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