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Variational Learning is Effective for Large Deep Networks

ICML 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Priors and functional variational uncertainty · 3 citations (OpenAlex)

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Shows that IVON, an Adam-like variational optimizer using a reparameterization-trick Hessian estimate, can train large networks (GPT-2 up to 773M, ResNet-50) from scratch at near-Adam cost while improving accuracy and uncertainty.

Problem

Variational learning is widely believed to be ineffective for large deep networks, with high cost and poor accuracy, so no variational method had been shown to train LLMs from scratch at Adam-like cost.

Approach

Adapts the Improved Variational Online Newton (Riemannian Bayesian learning rule) into an Adam-like optimizer that estimates the Hessian via a reparameterization-trick gradient-times-noise product (no per-example gradients), adds a positivity-preserving term, and removes the square root so the update is Newton-like; the posterior variance comes for free from the optimizer state.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use IVON instead of AdamWResNet-50 · ImageNetTop-1 accuracy: 75.16 ± 0.14 -> 77.46 ± 0.07Helped
Use IVON instead of AdamWResNet-50 · ImageNetECE: 0.066 ± 0.002 -> 0.022 ± 0.002Helped
Use IVON instead of AdamWGPT-2 · OpenWebTextvalidation perplexity: 18.1 to 17.9; 14.5 to 14.1; 13.0 to 12.6Helped
Use IVON instead of AdamWDeBERTAv3 · GLUEtask scores: MNLI 91.3 -> 91.6; QNLI 95.7 -> 95.7; QQP 93.1 -> 93.0; RTE 91.0 -> 91.7; SST2 96.5 -> 96.9; MRPC 91.0 -> 91.9; CoLA 74.Mixed
Use IVON instead of AdamWRoBERTa · GLUEtask scores: MNLI 87.7 -> 87.8; QNLI 92.8 -> 92.6; QQP 90.9 -> 90.8; RTE 80.9 -> 80.6; SST2 94.8 -> 95.0; MRPC 85.8 -> 87.3; CoLA 63.Mixed
Use the reparameterization-based Hessian estimator instead of squared-gradient estimation (ablation)IVON · CIFAR-10, ResNet-20accuracy: 88.81 ± 0.31 -> 92.64 ± 0.13Helped
Use the reparameterization-based Hessian estimator instead of Gauss-Newton (ablation)IVON · CIFAR-10, ResNet-20memory (MB): 645MB -> 363MBHelped
Set Hessian initialization h₀ to 0.001 instead of 0.5 (ablation)IVON · CIFAR-10, ResNet-20accuracy: 92.71 ± 00.07 -> 9.89 ± 00.24Hurt
Use a mixture of five independently trained IVON models instead of a single IVON modelIVON · CIFAR-10, ResNet-20accuracy: 92.71 ± 0.07 -> 94.37 ± 0.13Helped
Use the IVON Hessian estimate obtained during training instead of the squared-gradient estimatormasked-language model merging · IMDB, Yelp, RottenTomatoes, SST2, AmazonAvg. score: 93.9 -> 94.0No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: OpenWebText ImageNet CIFAR-10 CIFAR-100 TinyImageNet GLUE IMDB Yelp Amazon RottenTomatoes SST2

Benchmarks: OpenWebText validation perplexity ImageNet CIFAR-10 CIFAR-100 TinyImageNet SVHN OOD Flowers102 OOD GLUE model merging sentiment datasets

Metrics: accuracy validation perplexity NLL ECE Brier score AUROC FPR@95 runtime memory

Baselines: AdamW SGD AdaHessian BBB Laplace MC-Dropout SWAG VOGN Deep Ensembles

Builds on: Variational Online Newton (VON) Improved Variational Online Newton Bayesian Learning Rule VOGN AdamW

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