C. Takahashi

Muneki Yasuda, Chako Takahashi

The evaluation of the free energy of a stochastic model is considered a significant issue in various fields of physics and machine learning. However, the exact free energy evaluation is computationally infeasible because the free energy expression includes an intractable partition function. Annealed importance sampling (AIS) is a type of importance sampling based on the Markov chain Monte Carlo method that is similar to a simulated annealing and can effectively approximate the free energy. This study proposes an AIS-based approach, which is referred to as marginalized AIS (mAIS). The statistical efficiency of mAIS is investigated in detail based on theoretical and numerical perspectives. Based on the investigation, it is proved that mAIS is more effective than AIS under a certain condition.

Muneki Yasuda, Ryosuke Maeno, Chako Takahashi

In feed-forward neural networks, dataset-free weight-initialization methods such as LeCun, Xavier (or Glorot), and He initializations have been developed. These methods randomly determine the initial values of weight parameters based on specific distributions (e.g., Gaussian or uniform distributions) without using training datasets. To the best of the authors' knowledge, such a dataset-free weight-initialization method is yet to be developed for restricted Boltzmann machines (RBMs), which are probabilistic neural networks consisting of two layers. In this study, we derive a dataset-free weight-initialization method for Bernoulli--Bernoulli RBMs based on statistical mechanical analysis. In the proposed weight-initialization method, the weight parameters are drawn from a Gaussian distribution with zero mean. The standard deviation of the Gaussian distribution is optimized based on our hypothesis that a standard deviation providing a larger layer correlation (LC) between the two layers improves the learning efficiency. The expression of the LC is derived based on a statistical mechanical analysis. The optimal value of the standard deviation corresponds to the maximum point of the LC. The proposed weight-initialization method is identical to Xavier initialization in a specific case (i.e., when the sizes of the two layers are the same, the random variables of the layers are $\{-1,1\}$-binary, and all bias parameters are zero). The validity of the proposed weight-initialization method is demonstrated in numerical experiments using a toy and real-world datasets.