Gradient-based Discrete Sampling with Automatic Cyclical SchedulingPatrick Pynadath, Riddhiman Bhattacharya, Arun Hariharan et al.
Discrete distributions, particularly in high-dimensional deep models, are often highly multimodal due to inherent discontinuities. While gradient-based discrete sampling has proven effective, it is susceptible to becoming trapped in local modes due to the gradient information. To tackle this challenge, we propose an automatic cyclical scheduling, designed for efficient and accurate sampling in multimodal discrete distributions. Our method contains three key components: (1) a cyclical step size schedule where large steps discover new modes and small steps exploit each mode; (2) a cyclical balancing schedule, ensuring "balanced" proposals for given step sizes and high efficiency of the Markov chain; and (3) an automatic tuning scheme for adjusting the hyperparameters in the cyclical schedules, allowing adaptability across diverse datasets with minimal tuning. We prove the non-asymptotic convergence and inference guarantee for our method in general discrete distributions. Extensive experiments demonstrate the superiority of our method in sampling complex multimodal discrete distributions.
Entropy-Guided Sampling of Flat Modes in Discrete SpacesPinaki Mohanty, Riddhiman Bhattacharya, Ruqi Zhang
Sampling from flat modes in discrete spaces is a crucial yet underexplored problem. Flat modes represent robust solutions and have broad applications in combinatorial optimization and discrete generative modeling. However, existing sampling algorithms often overlook the mode volume and struggle to capture flat modes effectively. To address this limitation, we propose \emph{Entropic Discrete Langevin Proposal} (EDLP), which incorporates local entropy into the sampling process through a continuous auxiliary variable under a joint distribution. The local entropy term guides the discrete sampler toward flat modes with a small overhead. We provide non-asymptotic convergence guarantees for EDLP in locally log-concave discrete distributions. Empirically, our method consistently outperforms traditional approaches across tasks that require sampling from flat basins, including Bernoulli distribution, restricted Boltzmann machines, combinatorial optimization, and binary neural networks.
1.9MLDec 14, 2021
Non-Asymptotic Analysis of Online Multiplicative Stochastic Gradient DescentRiddhiman Bhattacharya, Tiefeng Jiang
Past research has indicated that the covariance of the Stochastic Gradient Descent (SGD) error done via minibatching plays a critical role in determining its regularization and escape from low potential points. Motivated by some new research in this area, we prove universality results by showing that noise classes that have the same mean and covariance structure of SGD via minibatching have similar properties. We mainly consider the Multiplicative Stochastic Gradient Descent (M-SGD) algorithm as introduced in previous work, which has a much more general noise class than the SGD algorithm done via minibatching. We establish non asymptotic bounds for the M-SGD algorithm in the Wasserstein distance. We also show that the M-SGD error is approximately a scaled Gaussian distribution with mean $0$ at any fixed point of the M-SGD algorithm.