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Interacting Contour Stochastic Gradient Langevin Dynamics
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Average the random-field updates across parallel chains instead of adapting each chain independently | CSGLD · Mushroom contextual bandit | cumulative regret | Helped |
| Use interacting chains and the scalable random-field function | CSGLD · Multimodal distribution simulation | mode-weight approximation | Helped |
| Use interacting contour sampling instead of SGD | MNIST digits 0–4 · MNIST mode exploration | mode exploration | Helped |
| Use interacting contour sampling instead of SGLD | MNIST digits 0–4 · MNIST mode exploration | mode exploration | Helped |
| Use ICSGHMC×P4 instead of reSGHMC×P4 | CIFAR100 uncertainty estimation · CIFAR100 test, ResNet20 and ResNet32 | ACC (%): 76.15$\pm$0.16 -> 76.34$\pm$0.15; 78.57$\pm$0.07 -> 78.72$\pm$0.16 | Helped |
| Use ICSGHMC×P4 instead of M-SGD×P4 | CIFAR100 uncertainty estimation · SVHN, ResNet20 and ResNet32 | Brier (‰): 2.58$\pm$0.08 -> 2.54$\pm$0.14; 2.77$\pm$0.15 -> 2.76$\pm$0.15 | Mixed |
| Use ICSGHMC×P4 instead of M-SGD×P4 | CIFAR100 uncertainty estimation · SVHN, ResNet56 and WRN-16-8 | Brier (‰): 2.86$\pm$0.08 -> 2.88$\pm$0.09; 1.77$\pm$0.06 -> 1.83$\pm$0.06 | Hurt |
| Use interacting chains rather than a single chain with equivalent computational budget | CSGLD · Theoretical stochastic-approximation analysis | asymptotic variance | Helped |
| Use single-chain CSGLD×T4 instead of pSGLD×P4 | Mushroom contextual bandit · Mushroom contextual bandit | cumulative regret | Hurt |
| Use cycSWAG×T4 instead of ICSGHMC×P4 | CIFAR100 uncertainty estimation · CIFAR100 test, WRN-16-8 | NLL: 6359$\pm$14 -> 6338$\pm$36 | Hurt |
Closest papers by meaning
- A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions (NeurIPS 2020 · similarity 0.93)
- Accelerating the diffusion-based ensemble sampling by non-reversible dynamics (ICML 2020 · similarity 0.89)
- Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics (ICML 2024 · similarity 0.87)
- Faster Sampling via Stochastic Gradient Proximal Sampler (ICML 2024 · similarity 0.87)
- Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics (ICLR 2025 · similarity 0.86)
- Sequential Controlled Langevin Diffusions (ICLR 2025 · similarity 0.86)
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