Research map / Probabilistic and scientific modeling / Variational and generative sampling
Mixed Hamiltonian Monte Carlo for Mixed Discrete and Continuous Variables
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Evolve discrete and continuous variables in tandem with frequent discrete proposals | M-HMC · 24D GMM | MRESS | Helped |
| Evolve discrete and continuous variables in tandem with frequent discrete proposals | M-HMC · Variable selection in BLR | MRESS | Helped |
| Evolve discrete and continuous variables in tandem with frequent discrete proposals | M-HMC · AP CTM, 17 documents where samplers agree | MRESS: 57.32 times larger than Gibbs; 8.76 times larger than NwG; 8.65 times larger than HwG | Helped |
| Use M-HMC rather than DHMC's one-dimensional discrete-state embedding | mixed-support sampling · 1D GMM with reordered component means | sampling coverage: M-HMC works well with 10^6 samples; DHMC failed even after 10^7 samples | Helped |
| Increase the number of discrete updates L while holding travel time T fixed (ablation) | M-HMC · Variable selection in BLR | MRESS | Helped |
| Increase L beyond a suitable trajectory length (ablation) | M-HMC · Variable selection in BLR | MRESS | Mixed |
| Set n_D=1 rather than batching more discrete sites per update, holding n_D L constant (ablation) | M-HMC · Variable selection in BLR | MRESS | Helped |
| Use naive MH updates inside HMC instead of the M-HMC correction | mixed HMC on 1D GMM · 1D GMM | sampling accuracy | Hurt |
| Use a non-identity mass matrix for the continuous kinetic energy | M-HMC · AP CTM | sampling performance | Helped |
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