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A Neural Network MCMC Sampler That Maximizes Proposal Entropy

Zengyi Li, Yubei Chen, Friedrich T. Sommer
2021 Entropy  
To optimize proposal entropy directly, we devised a neural network MCMC sampler that has a flexible and tractable proposal distribution.  ...  Here we propose to maximize proposal entropy for adapting the proposal to distributions of any shape.  ...  Here, we employed the entropy-based objective in a neural network MCMC sampler for optimizing exploration speed.  ... 
doi:10.3390/e23030269 pmid:33668743 pmcid:PMC7996279 fatcat:onabxdjgbzanheax43usnqmsjq

Sequential Likelihood-Free Inference with Neural Proposal [article]

Dongjun Kim, Kyungwoo Song, YoonYeong Kim, Yongjin Shin, Wanmo Kang, Il-Chul Moon, Weonyoung Joo
2022 arXiv   pre-print
This paper introduces a new sampling approach, called Neural Proposal (NP), of the simulation input that resolves the biased data collection as it guarantees the i.i.d. sampling.  ...  As the likelihood evaluation is inaccessible, previous papers train the amortized neural network to estimate the ground-truth posterior for the simulation of interest.  ...  Instead, Neural Proposal is a neural sampler that replaces the unnormalized proposal distribution, and we select the next batch of simulation inputs from this neural sampler.  ... 
arXiv:2010.07604v3 fatcat:yhg6tf4sgjahvdhne3gny4rlbe

Learning to Draw Samples with Amortized Stein Variational Gradient Descent [article]

Yihao Feng, Dilin Wang, Qiang Liu
2017 arXiv   pre-print
We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference.  ...  Our method is based on iteratively adjusting the neural network parameters so that the output changes along a Stein variational gradient direction (Liu & Wang, 2016) that maximally decreases the KL divergence  ...  CONCLUSION We propose a new method to train neural samplers for given distributions, together with various applications to learning to draw samples using neural samplers.  ... 
arXiv:1707.06626v2 fatcat:czlv76pwdfdwddhvwwvwanv334

Maximum Entropy Generators for Energy-Based Models [article]

Rithesh Kumar, Sherjil Ozair, Anirudh Goyal, Aaron Courville, Yoshua Bengio
2019 arXiv   pre-print
In this work, we propose learning both the energy function and an amortized approximate sampling mechanism using a neural generator network, which provides an efficient approximation of the log-likelihood  ...  The resulting objective requires maximizing entropy of the generated samples, which we perform using recently proposed nonparametric mutual information estimators.  ...  We also thank NVIDIA for donating a DGX-1 computer used for certain experiments in this work.  ... 
arXiv:1901.08508v2 fatcat:llwr2536rnexrffys2ji3jn4nu

Approximate Inference with Amortised MCMC [article]

Yingzhen Li, Richard E. Turner, Qiang Liu
2017 arXiv   pre-print
We propose a novel approximate inference algorithm that approximates a target distribution by amortising the dynamics of a user-selected MCMC sampler.  ...  produced by warping a source of randomness through a deep neural network.  ...  Bayesian neural network classification Next we apply amortised MCMC to classification using Bayesian neural networks.  ... 
arXiv:1702.08343v2 fatcat:t7igg5ix7bdgljvz7i6s6iwov4

Variationally Inferred Sampling through a Refined Bound

Víctor Gallego, David Ríos Insua
2021 Entropy  
In this work, a framework to boost the efficiency of Bayesian inference in probabilistic models is introduced by embedding a Markov chain sampler within a variational posterior approximation.  ...  Its strengths are its ease of implementation and the automatic tuning of sampler parameters, leading to a faster mixing time through automatic differentiation.  ...  First, in a refinement phase, the sampler parameters are learned in an optimization loop that maximizes the ELBO with the new posterior.  ... 
doi:10.3390/e23010123 pmid:33477766 pmcid:PMC7832329 fatcat:3g4tc6zxabdgjctqfl4wgjs47m

Towards quantum gravity with neural networks: Solving the quantum Hamilton constraint of U(1) BF theory [article]

Hanno Sahlmann, Waleed Sherif
2024 arXiv   pre-print
We show that the Neural Network Quantum State (NNQS) ansatz can be used to numerically solve the constraints efficiently and accurately.  ...  To make the problem amenable for numerical simulation we fix a graph and introduce a cutoff on the kinematical degrees of freedom, effectively considering U_q(1) BF theory at a root of unity.  ...  Therefore, the Metropolis type samplers struggle to propose different proposals which will not be rejected by the MCMC.  ... 
arXiv:2402.10622v1 fatcat:7swj5lqkl5fqhcsti5nxoblvee

Challenges in Markov chain Monte Carlo for Bayesian neural networks [article]

Theodore Papamarkou and Jacob Hinkle and M. Todd Young and David Womble
2021 arXiv   pre-print
Nevertheless, this paper shows that a non-converged Markov chain, generated via MCMC sampling from the parameter space of a neural network, can yield via Bayesian marginalization a valuable posterior predictive  ...  Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs).  ...  Lee (2003) proposes a restricted flat prior for feedforward neural networks by bounding some of the parameters and by imposing constraints that guarantee layer-wise linear independence between activations  ... 
arXiv:1910.06539v6 fatcat:a7yyjtpsxvcd5okxwclt5gm3xe

Variationally Inferred Sampling Through a Refined Bound for Probabilistic Programs [article]

Victor Gallego, David Rios Insua
2020 arXiv   pre-print
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation.  ...  Its strength lies both in ease of implementation and automatically tuning of the sampler parameters to speed up mixing time using automatic differentiation.  ...  The initial variational distribution q 0,φ (z|x) is a Gaussian parameterized by a deep neural network (NN). Then, T iterations of a sampler Q parameterized by η are applied leading to q φ,η .  ... 
arXiv:1908.09744v4 fatcat:wsfd2feowbe2hhv6ybecyyli2m

Meta-Learning for Stochastic Gradient MCMC [article]

Wenbo Gong, Yingzhen Li, José Miguel Hernández-Lobato
2018 arXiv   pre-print
Experiments validate the proposed approach on both Bayesian fully connected neural network and Bayesian recurrent neural network tasks, showing that the learned sampler out-performs generic, hand-designed  ...  This paper presents the first meta-learning algorithm that allows automated design for the underlying continuous dynamics of an SG-MCMC sampler.  ...  Once trained, the sampler can generalize to different datasets and architectures. • Extensive evaluation of the proposed sampler on Bayesian fully connected neural networks and Bayesian recurrent neural  ... 
arXiv:1806.04522v1 fatcat:b3zfzd3kzjezvlfmykfd2kfvdy

Distributed Bayesian Learning with Stochastic Natural-gradient Expectation Propagation and the Posterior Server [article]

Leonard Hasenclever, Stefan Webb, Thibaut Lienart, Sebastian Vollmer, Balaji Lakshminarayanan, Charles Blundell, Yee Whye Teh
2017 arXiv   pre-print
We demonstrate SNEP and the posterior server on distributed Bayesian learning of logistic regression and neural networks.  ...  SNEP is a black box variational algorithm, in that it does not require any simplifying assumptions on the distribution of interest, beyond the existence of some Monte Carlo sampler for estimating the moments  ...  It is generally accepted that, in high-dimensional settings, MCMC samplers often have lower variance than naive Monte Carlo and as a result work better, with the tradeoff being that MCMC samplers need  ... 
arXiv:1512.09327v4 fatcat:mt4d7wujqbcztpb5rp7zngfzs4

Exponential Family Estimation via Adversarial Dynamics Embedding [article]

Bo Dai, Zhen Liu, Hanjun Dai, Niao He, Arthur Gretton, Le Song, Dale Schuurmans
2020 arXiv   pre-print
We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks.  ...  To represent this sampler, we introduce a novel neural architecture, dynamics embedding, that generalizes Hamiltonian Monte-Carlo (HMC).  ...  ., 2019) , where the sampler is parametrized via a neural network and learned through certain objectives.  ... 
arXiv:1904.12083v3 fatcat:ksk36lkbf5ftzirf7j4yet3rra

Generative Modeling by Inclusive Neural Random Fields with Applications in Image Generation and Anomaly Detection [article]

Yunfu Song, Zhijian Ou
2020 arXiv   pre-print
Neural random fields (NRFs), referring to a class of generative models that use neural networks to implement potential functions in random fields (a.k.a. energy-based models), are not new but receive less  ...  In this paper we propose a new approach, the inclusive-NRF approach, to learning NRFs for continuous data (e.g. images), by introducing inclusive-divergence minimized auxiliary generators and developing  ...  However, 5 Minimizing the inclusive-divergence tends to drive the generator (the proposal) to have higher entropy than the target density, which is a desirable property for proposal design in MCMC.  ... 
arXiv:1806.00271v5 fatcat:kvo3vg3ayjfcjjpmntveptk6pm

Learning Deep Generative Models with Doubly Stochastic MCMC [article]

Chao Du, Jun Zhu, Bo Zhang
2016 arXiv   pre-print
a neural adaptive importance sampler, where the proposal distribution is parameterized by a deep neural network and learnt jointly.  ...  We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space.  ...  To address that, we develop a neural adaptive importance sampler (NAIS), where the adaptive proposal is parameterized by a recognition network and the parameters are optimized by descending inclusive KL-divergence  ... 
arXiv:1506.04557v4 fatcat:nfvl5xhxzfcydgzj5h7skwcfmy

Exposing the Implicit Energy Networks behind Masked Language Models via Metropolis–Hastings [article]

Kartik Goyal, Chris Dyer, Taylor Berg-Kirkpatrick
2022 arXiv   pre-print
We theoretically and empirically justify our sampling algorithm by showing that the masked conditionals on their own do not yield a Markov chain whose stationary distribution is that of our target distribution  ...  We validate the effectiveness of the proposed parametrizations by exploring the quality of samples drawn from these energy-based models for both open-ended unconditional generation and a conditional generation  ...  Wang and Ou (2017) train text-based energy networks directly via MCMC sampling with a CNN-LSTM based energy network and a backbone of autoregressive proposal distribution, but find it to be computationally  ... 
arXiv:2106.02736v2 fatcat:yykdqxtjq5bdzjrtfecykie3ty
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