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Stochastic Gradient MCMC with Stale Gradients
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use stale gradients computed asynchronously by multiple workers instead of current gradients | S²G-MCMC · SG-MCMC posterior estimation | estimation variance | Helped |
| Increase the number of workers in the single-server architecture | S²G-MCMC · Adult a9a | estimation variance | Helped |
| Increase the number of workers in the single-server architecture | S²G-MCMC · MNIST | test loss convergence | Helped |
| Increase the number of workers beyond 4 | S²G-MCMC · CIFAR-10 | final test loss | Hurt |
| Increase the number of servers | S²G-MCMC · Bayesian logistic regression (a9a) | test loss convergence | No clear effect |
| Increase the number of servers | S²G-MCMC · MNIST | test loss convergence | Helped |
| Increase the number of servers | S²G-MCMC · CIFAR-10 | test loss convergence | Helped |
| Increase gradient staleness while setting iterations to L = L₀ × τ | Distributed SGLD · Synthetic Gaussian model | MSE | No clear effect |
| Use multiple independent chains | S²G-MCMC · Posterior estimation | bias | No clear effect |
| Use multiple independent chains | S²G-MCMC · Posterior estimation | MSE | Helped |
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