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Gradient-based Discrete Sampling with Automatic Cyclical Scheduling

NeurIPS 2024 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 1 citations (OpenAlex)

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Proposes Automatic Cyclical Sampler (ACS), a gradient-based discrete MCMC sampler with cyclical step-size and balancing-parameter schedules, auto-tuned by acceptance-rate targeting, with non-asymptotic convergence guarantees.

Problem

Gradient-based discrete samplers get trapped in local modes when sampling highly multimodal discrete distributions such as RBMs, energy-based models, and LLM-based text infilling.

Approach

Parameterize a gradient-informed proposal by step size alpha and balancing parameter beta, cycle both on a schedule (large steps explore, small steps exploit), pick beta per alpha to maximize acceptance, and auto-tune alpha_max/alpha_min to a target acceptance rate.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ACS instead of DMALA or GWG for EBM learningDeep convolutional EBM · Static MNIST, Dynamic MNIST, Omniglot, CaltechAIS log likelihoodHelped
Use ACS instead of DMALARoBERTa text infilling · Grimm and SST2perplexityHurt
Use ACS instead of DMALARoBERTa text infilling · Grimm and SST2CoLAHelped
Use ACS instead of DMALARoBERTa text infilling · Grimm and SST2Self-BLEUHelped
Use ACS instead of DMALARoBERTa text infilling · Grimm and SST2unique n-gramHelped
Vary steps per cycle (ablation)ACS RBM sampling · MNIST, kMNIST, eMNIST, Omniglot, and Caltechlog MMDMixed
Vary maximum balancing parameter (ablation)ACS RBM sampling · MNIST, kMNIST, eMNIST, Omniglot, and Caltechlog MMDMixed
Vary the tested ACS hyperparameter settings (ablation)ACS RBM sampling · Multiple RBM datasetslog MMDMixed

Surprising findings

Limitations

Experimental setup

Datasets: MNIST Omniglot Caltech Silhouettes Grimm SST2 kMNIST eMNIST

Benchmarks: RBM sampling MMD vs Block Gibbs deep EBM sampling convergence EBM learning AIS log-likelihood on MNIST/Omniglot/Caltech text infilling diversity and perplexity

Metrics: maximum mean discrepancy AIS log-likelihood perplexity CoLA self-BLEU unique n-gram

Baselines: Gibbs-with-Gradient (GWG) Any-scale balanced sampler (AB) DMALA Block Gibbs random walk sampler

Builds on: Gibbs-with-Gradient any-scale balanced sampler DMALA cyclical step size schedule for continuous SGMCMC persistent contrastive divergence

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