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Stochastic Gradient Descent in Correlated Settings: A Study on Gaussian Processes

NeurIPS 2020 · Optimization › Implicit bias and generalization · approach: SGD noise and flat minima · 17 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
train GP hyperparameters with minibatch SGD (sgGP) instead of exact GP with PCGGP · LevyRMSE: 0.312 -> 0.265Helped
sgGP instead of exact GPGP · ProteinRMSE: 0.694 -> 0.663Helped
sgGP instead of exact GPGP · PM2.5RMSE: 0.286 -> 0.287No clear effect
sgGP instead of SVGPGP · LevyRMSE: 0.582 -> 0.265Helped
sgGP instead of exact GPGP · Proteintraining time (min): 500.33 -> 3.40Helped
sgGP instead of SVGP on 1M pointsGP · Boreholetraining time (min): 1380.86 -> 67.29Helped
larger minibatch size m (ablation)minibatch SGD for GP · simulation n=1024, full gradient normconvergence of full gradientHelped

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