论文标题

通过景观改变,改进了大都市 - 悬挂算法,并应用于模拟退火和Curie-Weiss模型

Improved Metropolis-Hastings algorithms via landscape modifcation with applications to simulated annealing and the Curie-Weiss model

论文作者

Choi, Michael C. H.

论文摘要

在本文中,我们提出了新的大都会危机,并通过修改能源景观对有限状态空间上的模拟退火算法。景观修改的核心思想取决于引入参数$ c $,其中一旦算法高于此阈值参数,就可以修改景观,以鼓励探索,而当算法以低于阈值以实现剥削目的时,使用原始景观。我们通过调查其对亚临界策略中使用Glauber动力学和外部磁场的经典Curie-Weiss模型的影响来说明景观修饰的功能和优势。这会导致景观修饰的平均场方程,并且在适当的选择$ c $的情况下,可以将自由能景观从双孔转变为单孔,而全球最小值的位置则保留在修改后的景观上。因此,在修改的景观上运行算法可以改善Curie-Weiss模型中与地面的收敛性。在模拟退火的设置中,我们证明,通过适当的选择,可以通过适当的选择,可以改善景观修饰,甚至可以在低温方向上进行全球最小值之间的平均隧道时间,并使用改进的融合保证使用改进的互惠率保证,而降低了关键高度。我们还讨论了景观修改与其他加速技术之间的联系,例如Catoni的能量转化算法,预处理,重要性采样和量子退火。本文开发的技术不仅限于模拟退火,而且广泛地适用于通过景观的变化来实现任何基于差异的离散优化算法。

In this paper, we propose new Metropolis-Hastings and simulated annealing algorithms on finite state space via modifying the energy landscape. The core idea of landscape modification rests on introducing a parameter $c$, in which the landscape is modified once the algorithm is above this threshold parameter to encourage exploration, while the original landscape is utilized when the algorithm is below the threshold for exploitation purpose. We illustrate the power and benefits of landscape modification by investigating its effect on the classical Curie-Weiss model with Glauber dynamics and external magnetic field in the subcritical regime. This leads to a landscape-modified mean-field equation, and with appropriate choice of $c$ the free energy landscape can be transformed from a double-well into a single-well, while the location of the global minimum is preserved on the modified landscape. Consequently, running algorithms on the modified landscape can improve the convergence to the ground-state in the Curie-Weiss model. In the setting of simulated annealing, we demonstrate that landscape modification can yield improved or even subexponential mean tunneling time between global minima in the low-temperature regime by appropriate choice of $c$, and give convergence guarantee using an improved logarithmic cooling schedule with reduced critical height. We also discuss connections between landscape modification and other acceleration techniques such as Catoni's energy transformation algorithm, preconditioning, importance sampling and quantum annealing. The technique developed in this paper is not only limited to simulated annealing and is broadly applicable to any difference-based discrete optimization algorithm by a change of landscape.

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