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Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space

NeurIPS 2022 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Hamiltonian Monte Carlo · 21 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use CRHMC (constrained Riemannian HMC) instead of CHRRuniform polytope sampling on metabolic network Recon3 · Recon3sampling time per effective sample: 29211 -> 31.114Helped
use CRHMC instead of CHRR on small modelsuniform polytope sampling · cardiac_mit (n=220)sampling time per effective sample: 0.0059 -> 0.0100Hurt
use CRHMC instead of CHRR and CDHR on bio and LP modelsuniform polytope sampling · COBRA and NETLIB benchmarkssampling time per effective sample: up to 4 orders of magnitudeHelped
use CRHMC instead of coordinate hit-and-rununiform polytope sampling · COBRA and NETLIB benchmarkssteps per effective sample (mixing rate): up to 6 orders of magnitudeHelped
use CRHMC on very large instances (hypercube, simplex, Birkhoff)CRHMC · structured polytopes up to 0.5M dimensionscalabilityHelped

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