# Large-scale empirical tuning and comparison of default optimizers for variational inference

arXiv: https://arxiv.org/abs/2606.07841 · HTML: https://mlsanity.com/paper/2606.07841/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 71 of its 114 references that are in the map.
- First posted on arXiv 5 Jun 2026.

## Builds on (most cited first, 30 of 71)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [On the Convergence of Adam and Beyond](https://mlsanity.com/paper/1904.09237/) (2019)
- [Importance Weighted Autoencoders](https://mlsanity.com/paper/1509.00519/) (2015)
- [Symbolic Discovery of Optimization Algorithms](https://mlsanity.com/paper/2302.06675/) (2023)
- [Shampoo: Preconditioned Stochastic Tensor Optimization](https://mlsanity.com/paper/1802.09568/) (2018)
- [SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives](https://mlsanity.com/paper/1407.0202/) (2014)
- [Black Box Variational Inference](https://mlsanity.com/paper/1401.0118/) (2013)
- [Monte Carlo Gradient Estimation in Machine Learning](https://mlsanity.com/paper/1906.10652/) (2019)
- [Expectation Propagation for approximate Bayesian inference](https://mlsanity.com/paper/1301.2294/) (2013)
- [Automatic Differentiation Variational Inference](https://mlsanity.com/paper/1603.00788/) (2016)
- [The Power of Interpolation: Understanding the Effectiveness of SGD in Modern Over-parametrized Learning](https://mlsanity.com/paper/1712.06559/) (2017)
- [Stochastic Polyak Step-size for SGD: An Adaptive Learning Rate for Fast Convergence](https://mlsanity.com/paper/2002.10542/) (2020)
- [Painless Stochastic Gradient: Interpolation, Line-Search, and Convergence Rates](https://mlsanity.com/paper/1905.09997/) (2019)
- [Descending through a Crowded Valley - Benchmarking Deep Learning Optimizers](https://mlsanity.com/paper/2007.01547/) (2020)
- [Online Learning Rate Adaptation with Hypergradient Descent](https://mlsanity.com/paper/1703.04782/) (2017)
- [Learning-Rate-Free Learning by D-Adaptation](https://mlsanity.com/paper/2301.07733/) (2023)
- [R'enyi Divergence Variational Inference](https://mlsanity.com/paper/1602.02311/) (2016)
- [The Bayesian Learning Rule](https://mlsanity.com/paper/2107.04562/) (2021)
- [Sticking the Landing: Simple, Lower-Variance Gradient Estimators for Variational Inference](https://mlsanity.com/paper/1703.09194/) (2017)
- [Rank-normalization, folding, and localization: An improved widehatR for assessing convergence of MCMC](https://mlsanity.com/paper/1903.08008/) (2019)
- [Hierarchical Variational Models](https://mlsanity.com/paper/1511.02386/) (2015)
- [Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chains](https://mlsanity.com/paper/1707.06386/) (2017)
- [Variational inference via Wasserstein gradient flows](https://mlsanity.com/paper/2205.15902/) (2022)
- [DoG is SGD's Best Friend: A Parameter-Free Dynamic Step Size Schedule](https://mlsanity.com/paper/2302.12022/) (2023)
- [Importance Weighting and Variational Inference](https://mlsanity.com/paper/1808.09034/) (2018)

## Abstract (arXiv)

Black-box variational inference (BBVI) is a methodology for posterior approximation that relies on stochastic optimization. In practice, the stochastic optimizers underpinning BBVI generally require extensive problem-specific tuning, which undermines its promise as a truly "black box" inference algorithm. However, over the past decade, many new adaptive stochastic optimization algorithms have been developed that reduce or remove entirely the need for tuning. In this work, we investigate this new collection of adaptive methods in the context of BBVI, with the goal of establishing the current state of the art in tuning-free optimization-based inference. In particular, we present a large-scale empirical evaluation of 56 stochastic gradient-based optimization algorithms applied to 1092 Bayesian inference optimization problems, involving over 550,000 individual optimization runs and 15 core-years of compute. The optimization algorithms we evaluate are chosen to represent a wide spectrum of recent approaches and the benchmark problems are chosen to span a range of difficulty, with posterior target dimension 1-10^4, condition number 1-10^8, and a range of variational families. Our results show that no single method dominates, but running a selection of 5 algorithms suffices to reliably get close to the best-possible observed performance. We thus provide a strong baseline for applications where expert tuning is not possible and for comparison when developing new stochastic optimization algorithms.