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Stochastic Quasi-Newton Langevin Monte Carlo
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use dense L-BFGS inverse-Hessian approximations with HAMCMC instead of SGLD's isotropic updates | HAMCMC · Linear Gaussian Model, D=10 and D=100 | squared posterior-mean estimation error | Helped |
| Use HAMCMC with M=3 instead of SGLD or PSGLD | Linear Gaussian Model, D=10 and D=100 · Linear Gaussian Model | squared posterior-mean estimation error | Helped |
| Use HAMCMC instead of SGRLD | Linear Gaussian Model, D=10 and D=100 · Linear Gaussian Model | squared posterior-mean estimation error versus wall-clock time | Mixed |
| Use HAMCMC instead of SGLD or PSGLD | Alpha-Stable Matrix Factorization · Speech enhancement, test set at mixture SNR 5dB | SDR | Helped |
| Use HAMCMC instead of DSGLD or distributed PSGLD | Distributed matrix factorization · MovieLens 1M test set | RMSE | Helped |
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