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On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs)

NeurIPS 2021 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Structured continuous-depth models · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace SGD noise with Gaussian noise of matching covariance (NGD) (ablation)SGD batch 125 · CIFAR-10test accuracy: 89.4 -> 89.3No clear effect
add SGD noise (SGD vs full-batch GD)GD · CIFAR-10test accuracy: 75.5 -> 89.4Helped
interpolate SGD toward SDE via SVAG (l>1) in standard settings (ablation)SGD · CIFAR-10 vision taskstest accuracyNo clear effect
increase batch size to 1024 under linear scaling ruleSGD PreResNet32 · CIFAR-10test accuracyHurt

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