Biased Monte Carlo sampling in RBMs

ORAL

Abstract

RBMs are generative models capable of fitting complex dataset's probability distributions. Thanks to their simple structure, they are particularly well suited for interpretability and pattern extraction, a feature particularly appealing for scientific use. Yet, in practice, it is hard to extract good equilibrium models for structured datasets (which are the standard case in most biologically interesting datasets) due to a divergence of the Monte Carlo mixing times. In this work, we show this barrier can be easily surmounted using biased Monte Carlo methods, just as commonly done in Statistical Mechanics, to reach equilibrium in the vicinity of first order phase transitions.

*A.D. was supported by the Comunidad de Madrid and the Complutense University of Madrid (Spain)through the Atraccioon de Talento program (Ref. 2019-T1/TIC-13298). B.S. was supported by theComunidad de Madrid and the Complutense University of Madrid (Spain) through the Atraccion deTalento program (Ref. 2019-T1/TIC-12776).

Publication: -Nicolás Bereux, Aurélien Decelle, Cyril Furtlehner, Beatriz Seoane, in preparation.
-Aurélien Decelle, Cyril Furtlehner, Beatriz Seoane, accepted for NIPS (2021). Pre-print: ArXiv:2105.13889

Presenters

  • Beatriz Seoane

    • Universidad Complutense de Madrid
    • Univ Complutense

Authors

  • Beatriz Seoane

    • Universidad Complutense de Madrid
    • Univ Complutense
  • Aurélien Decelle

    • Universidad Complutense de Madrid
  • Cyril Furtlehner

    • Paris Saclay University
    • Inria, Université Paris Saclay
  • Nicolas Bereux

    • Paris Saclay University