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Non-convex Learning via Replica Exchange Stochastic Gradient MCMC

ICML 2020 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 19 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adaptive replica exchange SGHMC instead of SGHMCBayesian GAN · CIFAR10 semi-supervised, 2000–5000 labelsaccuracy: 74.72$\pm$0.39 -> 77.73$\pm$0.31; 77.96$\pm$0.32 -> 80.85$\pm$0.23; 79.06$\pm$0.29 -> 81.61$\pm$0.24; 81.74$\pm$0.36 -> Helped
Use adaptive replica exchange SGHMC instead of SGHMCBayesian GAN · CIFAR100 semi-supervised, 2000–5000 labelsaccuracy: 50.76$\pm$0.71 -> 55.53$\pm$ 0.64; 53.07$\pm$0.71 -> 57.09$\pm$ 0.77; 57.05$\pm$0.59 -> 62.23$\pm$ 0.69; 59.34$\pm$0.64 Helped
Use adaptive replica exchange SGHMC instead of SGHMCBayesian GAN · SVHN semi-supervised, 2000–3000 labelsaccuracy: 88.75$\pm$0.44 -> 91.59$\pm$0.38; 91.32$\pm$0.41 -> 94.03$\pm$0.36Helped
Use reSGHMC rather than SGHMCResNet-20, ResNet-32, ResNet-56, WRN-16-8, and WRN-28-10 · CIFAR10 testaccuracy: 94.22$\pm$0.12 -> 94.62$\pm$0.18; 95.18$\pm$0.06 -> 95.35$\pm$0.08; 95.95$\pm$0.10 -> 96.12$\pm$0.06; 96.73$\pm$0.08 -> Helped
Use reSGHMC rather than SGHMCResNet-20, ResNet-32, ResNet-56, WRN-16-8, and WRN-28-10 · CIFAR100 testaccuracy: 72.49$\pm$0.18 -> 74.14$\pm$0.22; 75.14$\pm$0.28 -> 76.55$\pm$0.30; 79.04$\pm$0.30 -> 80.14$\pm$0.34; 82.07$\pm$0.22 -> Helped
Increase batch size from 256 to 1024 (ablation)ResNet-20 reSGHMC · CIFAR10 testaccuracy: 94.62$\pm$0.18 -> 95.01$\pm$0.16Helped
Increase batch size from 256 to 1024 (ablation)ResNet-20 reSGHMC · CIFAR100 testaccuracy: 74.14$\pm$0.21 -> 75.11$\pm$0.26Helped
Increase correction factor F from 2 to 4 or infinity (ablation)reSGLD on the third Gaussian mixture with heavy-tailed energy noise · Gaussian mixture U3approximation error: 0.4%; 7.1%; 46%Hurt
Use correction factor F=2 rather than F=1 (ablation)reSGLD on the third Gaussian mixture with heavy-tailed energy noise · Gaussian mixture U3approximation to ground truth: 0.4%Helped
Remove the swap correction (ablation)reSGLD on the first Gaussian mixture · Gaussian mixture U1distributional approximationHurt
Use adaptive variance correction under heavy-tailed energy noise rather than naive reSGLDreSGLD on the second Gaussian mixture · Gaussian mixture U2approximation to ground truthHelped

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