SVRG and Beyond via Posterior Correction
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Abstract (arXiv)
Stochastic Variance Reduced Gradient (SVRG) and its variants aim to speed-up training by using gradient corrections. Originally proposed over a decade ago, these methods have never been connected to any Bayesian method at a fundamental level. Here, we fill this gap and derive surprising new connections of SVRG to a recently proposed Bayesian method called `posterior correction'. Our main contribution is to show that SVRG can be recovered as a special case of posterior-correction over isotropic-Gaussian posteriors. Novel extensions of SVRG are automatically obtained by using more flexible exponential-family posteriors. We derive two new such extensions by using Gaussian families: a Newton-like variant with novel Hessian corrections, and an Adam-like extension that scales to large problems. Our work is the first to connect SVRG to Bayes and use it to speed-up training.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 42 of its 54 references that are in the map. First posted on arXiv 1 Dec 2025.
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