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Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time

ICLR 2023 · Learning theory and algorithms › Sample complexity · approach: Private and query-efficient algorithms · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace constant integration time with Chebyshev integration timeIdeal HMC · Gaussian, covariance diag(1, 100)Mean ESS: $7692.00382 \pm 207.19628$ -> $10399.00811 \pm 347.25021$Helped
Permute the Chebyshev integration times (ablation)Ideal HMC · Gaussian, covariance diag(1, 100)Mean ESS: $10197.09964 \pm 276.94894$ -> $10399.00811 \pm 347.25021$Helped
Replace constant integration time with Chebyshev integration timeHMC · GaussianMean ESS: $1852.79 \pm 132.95$ -> $4948.46 \pm 144.03$Helped
Replace constant integration time with Chebyshev integration timeHMC · Mixture of two GaussiansMean ESS: $632.70 \pm 22.78$ -> $2064.42 \pm 67.44$Helped
Replace constant integration time with Chebyshev integration timeBayesian logistic regression HMC · HeartMean ESS: $242.44 \pm 14.61$ -> $1424.21 \pm 54.03$Helped
Replace constant integration time with Chebyshev integration timeBayesian logistic regression HMC · Breast CancerMean ESS: $99.48 \pm 10.10$ -> $886.24 \pm 38.92$Helped
Replace constant integration time with Chebyshev integration timeBayesian logistic regression HMC · DiabetesMean ESS: $57.11 \pm 9.52$ -> $546.80 \pm 37.40$Helped
Replace constant integration time with Chebyshev integration timeHMC · Hard distribution $f_{0.05}$Mean ESS: $2796.41 \pm 56.89$ -> $6457.21 \pm 110.05$Helped

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