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Interacting Contour Stochastic Gradient Langevin Dynamics

ICLR 2022 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Average the random-field updates across parallel chains instead of adapting each chain independentlyCSGLD · Mushroom contextual banditcumulative regretHelped
Use interacting chains and the scalable random-field functionCSGLD · Multimodal distribution simulationmode-weight approximationHelped
Use interacting contour sampling instead of SGDMNIST digits 0–4 · MNIST mode explorationmode explorationHelped
Use interacting contour sampling instead of SGLDMNIST digits 0–4 · MNIST mode explorationmode explorationHelped
Use ICSGHMC×P4 instead of reSGHMC×P4CIFAR100 uncertainty estimation · CIFAR100 test, ResNet20 and ResNet32ACC (%): 76.15$\pm$0.16 -> 76.34$\pm$0.15; 78.57$\pm$0.07 -> 78.72$\pm$0.16Helped
Use ICSGHMC×P4 instead of M-SGD×P4CIFAR100 uncertainty estimation · SVHN, ResNet20 and ResNet32Brier (‰): 2.58$\pm$0.08 -> 2.54$\pm$0.14; 2.77$\pm$0.15 -> 2.76$\pm$0.15Mixed
Use ICSGHMC×P4 instead of M-SGD×P4CIFAR100 uncertainty estimation · SVHN, ResNet56 and WRN-16-8Brier (‰): 2.86$\pm$0.08 -> 2.88$\pm$0.09; 1.77$\pm$0.06 -> 1.83$\pm$0.06Hurt
Use interacting chains rather than a single chain with equivalent computational budgetCSGLD · Theoretical stochastic-approximation analysisasymptotic varianceHelped
Use single-chain CSGLD×T4 instead of pSGLD×P4Mushroom contextual bandit · Mushroom contextual banditcumulative regretHurt
Use cycSWAG×T4 instead of ICSGHMC×P4CIFAR100 uncertainty estimation · CIFAR100 test, WRN-16-8NLL: 6359$\pm$14 -> 6338$\pm$36Hurt

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