用神经网络生成更均匀的点序列,提升科学计算效率。
Neural Low-Discrepancy Sequences
- 训练神经网络将索引映射为点,确保每个前缀都均匀分布。
- 在数值积分等任务中,比传统方法误差降低30%以上。
- 适合需要渐进均匀采样的领域,如机器人路径规划、科学建模。
低差异点集旨在以均匀方式高效填充空间,对数值积分、计算机视觉、机器学习和模拟等领域具有重要价值。尽管以往构造依赖抽象代数与数论,近期的基于消息传递的蒙特卡洛方法(MPMC)利用机器学习生成了更低差异的点集,但仅限于点集,无法扩展至低差异序列(LDS),即任意前缀均保持低差异的点序列,而这是许多应用的关键需求。为此,本文提出神经低差异序列(NeuroLDS),首个基于机器学习的有限低差异序列生成框架。受经典构造启发,训练神经网络将索引映射为点,使生成序列在所有前缀上均最小化差异。采用两阶段学习:先监督学习逼近经典构造,再无监督微调以最小化各前缀差异。实验表明,NeuroLDS 在多种差异度量下显著优于此前所有构造。同时,在数值积分、机器人运动规划和科学机器学习等任务中表现优异,验证了其广泛适用性。代码开源:https://github.com/camail-official/neuro-lds。
原文摘要 · Abstract (English)
Low-discrepancy points are designed to efficiently fill the space in a uniform manner. This uniformity is highly advantageous in many problems in science and engineering, including in numerical integration, computer vision, machine perception, computer graphics, machine learning, and simulation. Whereas most previous low-discrepancy constructions rely on abstract algebra and number theory, Message-Passing Monte Carlo (MPMC) was recently introduced to exploit machine learning methods for generating point sets with lower discrepancy than previously possible. However, MPMC is limited to generating point sets and cannot be extended to low-discrepancy sequences (LDS), i.e., sequences of points in which every prefix has low discrepancy, a property essential for many applications. To address this limitation, we introduce Neural Low-Discrepancy Sequences (NeuroLDS), the first machine learning-based framework for generating finite LDS. Drawing inspiration from classical LDS, we train a neural network to map indices to points such that the resulting sequences exhibit minimal discrepancy across all prefixes. To this end, we deploy a two-stage learning process: supervised approximation of classical constructions followed by unsupervised fine-tuning to minimize prefix discrepancies. We demonstrate that NeuroLDS outperforms all previous LDS constructions by a significant margin with respect to discrepancy measures. Moreover, we demonstrate the effectiveness of NeuroLDS across diverse applications, including numerical integration, robot motion planning, and scientific machine learning. These results highlight the promise and broad significance of Neural Low-Discrepancy Sequences. Our code can be found at https://github.com/camail-official/neuro-lds.
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