1) The paper does not dig into the theory profs and show the convergence properties of the proposed algorithm.
2) The paper only shows the comparison between SG-MCMC vs RMSProp and did not conduct other comparison. It should explain more about the relation between pSGLD vs RMSProp other than just mentioning they are conterparts in two families.
2) The paper does not talk about the training speed impact with more details.
- General Discussion:
1) The paper does not dig into the theory profs and show the convergence properties of the proposed algorithm.