This was a final project for Berkeley's EE126 class in Spring 2019: Final Project Writeup

This respository contains code to reproduce and analyze the results of the paper "Bayesian Learning via Stochastic Gradient Langevin Dynamics". We evaluated the performance of SGLD as an ensembling technique, performed visualizations of the class activations for the model samples from the posterior, and estimated the model uncertainty by measuring the Shannon entropy of the model predictions in different setups.

This repository uses the skeletor framework for experiment orchestration and metric analysis.

To train the models for all noise scale configurations, use: python -m sgld.train --config config.yaml sgld

To run an experiment, use: python -m sgld.analysis --mode <experiment> <experimentargs> analysis

The code to reproduce the plots from the writeup can be found in notebooks/.

Here is a cool visualization:

Each dot is a two-dimensional projection of the pre-activations for the final linear layer of the network. We project all the points from a single class using this technique, and repeat it for each model in the ensemble. Lighter color (from purple to yellow) indicates a model obtained later in training. The diamonds represent the class centroids for each model.

The PyTorch t-SNE code is a modification of Chris Moody's implementation here.