15,237 research outputs found
Boosting Monte Carlo simulations of spin glasses using autoregressive neural networks
The autoregressive neural networks are emerging as a powerful computational
tool to solve relevant problems in classical and quantum mechanics. One of
their appealing functionalities is that, after they have learned a probability
distribution from a dataset, they allow exact and efficient sampling of typical
system configurations. Here we employ a neural autoregressive distribution
estimator (NADE) to boost Markov chain Monte Carlo (MCMC) simulations of a
paradigmatic classical model of spin-glass theory, namely the two-dimensional
Edwards-Anderson Hamiltonian. We show that a NADE can be trained to accurately
mimic the Boltzmann distribution using unsupervised learning from system
configurations generated using standard MCMC algorithms. The trained NADE is
then employed as smart proposal distribution for the Metropolis-Hastings
algorithm. This allows us to perform efficient MCMC simulations, which provide
unbiased results even if the expectation value corresponding to the probability
distribution learned by the NADE is not exact. Notably, we implement a
sequential tempering procedure, whereby a NADE trained at a higher temperature
is iteratively employed as proposal distribution in a MCMC simulation run at a
slightly lower temperature. This allows one to efficiently simulate the
spin-glass model even in the low-temperature regime, avoiding the divergent
correlation times that plague MCMC simulations driven by local-update
algorithms. Furthermore, we show that the NADE-driven simulations quickly
sample ground-state configurations, paving the way to their future utilization
to tackle binary optimization problems.Comment: 13 pages, 14 figure
DualSMC: Tunneling Differentiable Filtering and Planning under Continuous POMDPs
A major difficulty of solving continuous POMDPs is to infer the multi-modal
distribution of the unobserved true states and to make the planning algorithm
dependent on the perceived uncertainty. We cast POMDP filtering and planning
problems as two closely related Sequential Monte Carlo (SMC) processes, one
over the real states and the other over the future optimal trajectories, and
combine the merits of these two parts in a new model named the DualSMC network.
In particular, we first introduce an adversarial particle filter that leverages
the adversarial relationship between its internal components. Based on the
filtering results, we then propose a planning algorithm that extends the
previous SMC planning approach [Piche et al., 2018] to continuous POMDPs with
an uncertainty-dependent policy. Crucially, not only can DualSMC handle complex
observations such as image input but also it remains highly interpretable. It
is shown to be effective in three continuous POMDP domains: the floor
positioning domain, the 3D light-dark navigation domain, and a modified Reacher
domain.Comment: IJCAI 202
A Bayesian approach for inferring neuronal connectivity from calcium fluorescent imaging data
Deducing the structure of neural circuits is one of the central problems of
modern neuroscience. Recently-introduced calcium fluorescent imaging methods
permit experimentalists to observe network activity in large populations of
neurons, but these techniques provide only indirect observations of neural
spike trains, with limited time resolution and signal quality. In this work we
present a Bayesian approach for inferring neural circuitry given this type of
imaging data. We model the network activity in terms of a collection of coupled
hidden Markov chains, with each chain corresponding to a single neuron in the
network and the coupling between the chains reflecting the network's
connectivity matrix. We derive a Monte Carlo Expectation--Maximization
algorithm for fitting the model parameters; to obtain the sufficient statistics
in a computationally-efficient manner, we introduce a specialized
blockwise-Gibbs algorithm for sampling from the joint activity of all observed
neurons given the observed fluorescence data. We perform large-scale
simulations of randomly connected neuronal networks with biophysically
realistic parameters and find that the proposed methods can accurately infer
the connectivity in these networks given reasonable experimental and
computational constraints. In addition, the estimation accuracy may be improved
significantly by incorporating prior knowledge about the sparseness of
connectivity in the network, via standard L penalization methods.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS303 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Small-variance asymptotics for Bayesian neural networks
Bayesian neural networks (BNNs) are a rich and flexible class of models that have several advantages over standard feedforward networks, but are typically expensive to train on large-scale data. In this thesis, we explore the use of small-variance asymptotics-an approach to yielding fast algorithms from probabilistic models-on various Bayesian neural network models. We first demonstrate how small-variance asymptotics shows precise connections between standard neural networks and BNNs; for example, particular sampling algorithms for BNNs reduce to standard backpropagation in the small-variance limit. We then explore a more complex BNN where the number of hidden units is additionally treated as a random variable in the model. While standard sampling schemes would be too slow to be practical, our asymptotic approach yields a simple method for extending standard backpropagation to the case where the number of hidden units is not fixed. We show on several data sets that the resulting algorithm has benefits over backpropagation on networks with a fixed architecture.2019-01-02T00:00:00
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