Mean Field Initialization of the Annealed Importance Sampling Algorithm for an Efficient Evaluation of the Partition
Arnau Prat Pou1, Enrique Romero2, Jordi Martí1
1Departament de Física, Universitat Politècnica de Catalunya, Barcelona Tech, Campus Nord B4-B5, E-08034 Barcelona, Spain.
Annealed Importance Sampling (AIS) estimates partition functions for complex physical models. Using a mean-field distribution significantly improves AIS accuracy and computational efficiency for magnetic systems in Restricted Boltzmann Machines (RBMs).
Area of Science:
- Statistical physics
- Machine learning
- Computational physics
Background:
- Probabilistic models in physics necessitate calculating partition functions (Z), which is computationally intensive for large systems.
- Annealed Importance Sampling (AIS) offers a stochastic method for estimating Z, particularly suitable for parallel implementation in Restricted Boltzmann Machines (RBMs).
Purpose of the Study:
- To evaluate the partition function (Z) of magnetic spin systems using AIS within RBMs.
- To enhance the efficiency and accuracy of AIS by optimizing the starting probability distribution.
Main Methods:
- Applied AIS to estimate the partition function (Z) for magnetic spin and spin-like systems mapped to RBMs.
- Investigated the impact of using a mean-field starting probability distribution compared to the standard uniform distribution.
- Conducted systematic analyses on small and large systems, comparing results with known exact values.
Main Results:
- A properly selected mean-field starting distribution significantly improves the quality of Z estimation and reduces computational cost.
- Two successful strategies for using mean-field distributions with AIS were identified and validated across various problem sizes.
- The proposed methods provide reliable Z estimations with reduced computational expense, independent of any learning process or training data.
Conclusions:
- Optimized starting distributions, specifically mean-field ones, enhance AIS performance for partition function estimation in RBMs.
- The presented strategies offer efficient and accurate methods for estimating partition functions, applicable to magnetic systems without requiring prior training data.
- This work provides practical improvements for applying AIS in computational physics and machine learning contexts.
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