mlsanityData to 7 Oct 2026

Scaling Hamiltonian Monte Carlo Inference for Bayesian Neural Networks with Symmetric Splitting

arXiv 2010.06772 ↗First posted 14 Oct 2020stat.ML cs.LGcited by 54

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Abstract (arXiv)

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and little work has explored suitable approaches that aim to preserve the entire Hamiltonian. In our work, we introduce a new symmetric integration scheme for split HMC that does not rely on stochastic gradients. We show that our new formulation is more efficient than previous approaches and is easy to implement with a single GPU. As a result, we are able to perform full HMC over common deep learning architectures using entire data sets. In addition, when we compare with stochastic gradient MCMC, we show that our method achieves better performance in both accuracy and uncertainty quantification. Our approach demonstrates HMC as a feasible option when considering inference schemes for large-scale machine learning problems.

Key facts. Cited by 54 papers in the map (data through 7 Oct 2026). First posted on arXiv 14 Oct 2020.

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Citing papers per year: 2021: 10; 2022: 5; 2023: 14; 2024: 15; 2025: 7; 2026: 3.

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  11. 2021Revisiting Bayesian Autoencoders with MCMCcited by 10
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  13. 2021Revisiting the Effects of Stochasticity for Hamiltonian Samplerscited by 3
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