3,471 research outputs found
A view of Estimation of Distribution Algorithms through the lens of Expectation-Maximization
We show that a large class of Estimation of Distribution Algorithms,
including, but not limited to, Covariance Matrix Adaption, can be written as a
Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of
infinite samples. Because EM sits on a rigorous statistical foundation and has
been thoroughly analyzed, this connection provides a new coherent framework
with which to reason about EDAs
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
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