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Add sigma to SGHMC and SGNHT #90

Merged
merged 2 commits into from
Jun 5, 2024
Merged

Add sigma to SGHMC and SGNHT #90

merged 2 commits into from
Jun 5, 2024

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SamDuffield
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Adds a sigma parameter for the momenta target distribution of SGHMC and SGNHT. This is needed to get an equivalence with SGD+momenta when setting temperature=0 as SGD+momenta has three tuning parameters (lr, momentum, dampening) assuming no weight decay.

@SamDuffield SamDuffield marked this pull request as draft May 15, 2024 19:46
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@KaelanDt KaelanDt left a comment

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LGTM! Just curious, does the addition of sigma make the tests past more smoothly (ie lower tol)?

@SamDuffield SamDuffield marked this pull request as ready for review June 5, 2024 14:27
@SamDuffield SamDuffield merged commit 6152010 into main Jun 5, 2024
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@SamDuffield SamDuffield deleted the momenta-var branch June 5, 2024 14:27
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2 participants