HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC
Experiments on logistic regression, probabilistic matrix factorization, and Bayesian neural networks show that HyperMC improves posterior approximation or predictive calibration relative to MAMBA, grid search, and heuristic baselines, while Robust HyperMC yields more stable and reproducible tuning results.