arXiv:2508.10684cs.LGmath.OC2025-08NeurIPS被引 21

提出新型离散采样框架,高效生成高维多峰分布样本

MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Control

  • 基于随机最优控制构建路径对齐学习目标
  • 在高维、多模态分布上实现精准采样且性能显著优于基线
  • 适合需要高效采样的统计物理与组合优化场景

我们研究从离散状态空间中学习神经采样器的问题,其中目标概率质量函数 $π/propto ext{e}^{-U}$ 仅知归一化常数之外,这在统计物理、机器学习、组合优化等领域至关重要。针对状态空间基数大且分布多模的挑战,我们提出掩码扩散神经采样器(MDNS),通过一系列学习目标对齐两条路径测度,理论基础为连续时间马尔可夫链的随机最优控制。在具有不同统计特性的多种分布上,通过大量实验验证了MDNS的高效性与可扩展性,即使在极高维问题下仍能准确采样,且大幅优于其他基于学习的基线方法。全面的消融与扩展研究进一步证明了该框架的有效性与潜力。代码已公开于 https://github.com/yuchen-zhu-zyc/MDNS。

原文摘要 · Abstract (English)

We study the problem of learning a neural sampler to generate samples from discrete state spaces where the target probability mass function $π\propto\mathrm{e}^{-U}$ is known up to a normalizing constant, which is an important task in fields such as statistical physics, machine learning, combinatorial optimization, etc. To better address this challenging task when the state space has a large cardinality and the distribution is multi-modal, we propose $\textbf{M}$asked $\textbf{D}$iffusion $\textbf{N}$eural $\textbf{S}$ampler ($\textbf{MDNS}$), a novel framework for training discrete neural samplers by aligning two path measures through a family of learning objectives, theoretically grounded in the stochastic optimal control of the continuous-time Markov chains. We validate the efficiency and scalability of MDNS through extensive experiments on various distributions with distinct statistical properties, where MDNS learns to accurately sample from the target distributions despite the extremely high problem dimensions and outperforms other learning-based baselines by a large margin. A comprehensive study of ablations and extensions is also provided to demonstrate the efficacy and potential of the proposed framework. Our code is available at https://github.com/yuchen-zhu-zyc/MDNS.

离散采样扩散模型马尔可夫链优化

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