Research map / Probabilistic and scientific modeling / Variational and generative sampling
Minibatch Gibbs Sampling on Large Graphical Models
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Estimate total energy with a bias-adjusted Poisson minibatch and cache the current estimate | MIN-Gibbs · Factor graphs | compute cost/iteration: $O(D \Delta) -> O(D \Psi^2)$ | Helped |
| Use a minibatched Gibbs proposal with a Metropolis-Hastings correction | MGPMH · Factor graphs | compute cost/iteration: $O(D \Delta) -> O(D L^2 + \Delta)$ | Helped |
| Combine minibatched proposals with a second minibatch energy estimate | DoubleMIN-Gibbs · Factor graphs | compute cost/iteration: $O(D \Delta) -> O(D L^2 + \Psi^2)$ | Helped |
| Increase the MIN-Gibbs minibatch size | MIN-Gibbs · Fully connected Ising model | marginal-estimate convergence | Helped |
| Increase the local minibatch size | Local Minibatch Gibbs · Fully connected Ising model | marginal-estimate convergence | Helped |
| Increase the MGPMH minibatch size | MGPMH · Fully connected Potts model | marginal-estimate convergence | Helped |
| Increase the second minibatch size | DoubleMIN-Gibbs · Fully connected Potts model | marginal-estimate convergence | Helped |
| Use an energy estimator whose error is bounded by $\delta$ | MIN-Gibbs · Factor graphs | spectral gap relative to Gibbs: $\bar \gamma \ge \exp(-6 \delta) \cdot \gamma$ | Hurt |
| Use a minibatch size satisfying $L \le \lambda$ | MGPMH · Factor graphs | spectral gap relative to Gibbs: $\bar \gamma \ge \exp\left(-L^2 / \lambda\right) \cdot \gamma$ | Hurt |
| Use a second energy estimator whose error is bounded by $\delta$ | DoubleMIN-Gibbs · Factor graphs | spectral gap relative to MGPMH: $\bar \gamma \ge \exp(-4 \delta) \cdot \gamma$ | Hurt |
Closest papers by meaning
- Poisson-Minibatching for Gibbs Sampling with Convergence Rate Guarantees (NeurIPS 2019 · similarity 0.95)
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