arXiv:2505.18300cs.LGstat.ML2025-05ICML被引 1

用历史记录动态调整采样目标,让图上采样更快更准

Beyond Self-Repellent Kernels: History-Driven Target Towards Efficient Nonlinear MCMC on General Graphs

  • 基于历史访问记录构造新目标分布,不改转移核
  • 在各类图上实现近零方差采样,且保持无偏性
  • 兼容可逆与不可逆方法,适合大规模图采样

我们提出一种历史驱动目标(HDT)框架,用于改进离散状态空间(如一般无向图)上的马尔可夫链蒙特卡洛(MCMC)采样。现有方法如自排斥随机游走(SRRW)通过修改转移核来优先访问少被访问的状态,虽能实现近零方差,但需计算所有邻居的转移概率,带来高计算开销,且仅适用于时齐可逆链。HDT不直接修改转移核,而是引入依赖历史访问记录的新型目标分布π[x]替代原目标μ,其中x为过去访问的经验分布。该设计仅需当前与候选状态间的局部信息,实现轻量级部署,并兼容可逆与不可逆采样器,同时保证样本无偏且方差接近零。大量实验表明其在图采样任务中持续提升性能,结合内存高效的最近最少使用(LRU)缓存,可扩展至大型一般图。

原文摘要 · Abstract (English)

We propose a history-driven target (HDT) framework in Markov Chain Monte Carlo (MCMC) to improve any random walk algorithm on discrete state spaces, such as general undirected graphs, for efficient sampling from target distribution $\boldsymbolμ$. With broad applications in network science and distributed optimization, recent innovations like the self-repellent random walk (SRRW) achieve near-zero variance by prioritizing under-sampled states through transition kernel modifications based on past visit frequencies. However, SRRW's reliance on explicit computation of transition probabilities for all neighbors at each step introduces substantial computational overhead, while its strict dependence on time-reversible Markov chains excludes advanced non-reversible MCMC methods. To overcome these limitations, instead of direct modification of transition kernel, HDT introduces a history-dependent target distribution $\boldsymbolπ[\mathbf{x}]$ to replace the original target $\boldsymbolμ$ in any graph sampler, where $\mathbf{x}$ represents the empirical measure of past visits. This design preserves lightweight implementation by requiring only local information between the current and proposed states and achieves compatibility with both reversible and non-reversible MCMC samplers, while retaining unbiased samples with target distribution $\boldsymbolμ$ and near-zero variance performance. Extensive experiments in graph sampling demonstrate consistent performance gains, and a memory-efficient Least Recently Used (LRU) cache ensures scalability to large general graphs.

MCMC图采样无偏采样高效算法

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。