2024/08/17 by Kim, SeungHyun, Jung, Seohyeon, Kim, Seonghyeon +1 · 1 citation
#Artificial Intelligence (cs.AI) #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Machine Learning (cs.LG)
paper · doi:10.48550/arxiv.2408.09140
Bayesian Neural Networks(BNNs) with high-dimensional parameters pose a challenge for posterior inference due to the multi-modality of the posterior distributions. Stochastic Gradient MCMC(SGMCMC) with cyclical learning rate scheduling is a promising solution, but it requires a large number of sampling steps to explore high-dimensional multi-modal posteriors, making it computationally expensive. In this paper, we propose a meta-learning strategy to build \glssgmcmc which can efficiently explore the multi-modal target distributions. Our algorithm allows the learned SGMCMC to quickly explore the high-density region of the posterior landscape. Also, we show that this exploration property is transferrable to various tasks, even for the ones unseen during a meta-training stage. Using popular image classification benchmarks and a variety of downstream tasks, we demonstrate that our method significantly improves the sampling efficiency, achieving better performance than vanilla \glssgmcmc without incurring significant computational overhead.