arXiv:2601.09848stat.MLcs.LG2026-01被引 1

用加速方法提升粒子采样速度与收敛性,适用于复杂分布建模。

Accelerated Regularized Wasserstein Proximal Sampling Algorithms

  • 采用二阶得分微分方程实现粒子加速,结合正则化Wasserstein近似方法
  • 在高斯分布下,渐近混合速率优于动能Langevin算法,加速效果显著
  • 适合低维多峰分布、病态条件问题及非对数凹贝叶斯神经网络任务

我们通过演化有限粒子群来从吉布斯分布中采样,使用特定得分估计器而非布朗运动。为加速粒子演化,引入类似Nesterov加速的二阶得分型常微分方程。相比传统核密度得分估计,采用近期提出的正则化Wasserstein近似方法,形成加速正则化Wasserstein近似(ARWP)算法。针对高斯初始与目标分布,系统分析了连续与离散时间下的非渐近及渐近混合速率,运用欧氏加速和加速信息梯度技术。相较于动能Langevin采样算法,该方法在渐近时间区间表现出更高收缩率。在多模高斯混合、病态Rosenbrock分布等低维实验中,ARWP展现结构清晰、收敛稳定的粒子分布,具有更快的离散时间混合速度和更优尾部探索能力。此外,在某些非对数凹贝叶斯神经网络任务中,其粒子表现出更好的泛化性能。

原文摘要 · Abstract (English)

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to Nesterov acceleration. In contrast to traditional kernel density score estimation, we use the recently proposed regularized Wasserstein proximal method, yielding the Accelerated Regularized Wasserstein Proximal method (ARWP). We provide a detailed analysis of continuous- and discrete-time non-asymptotic and asymptotic mixing rates for Gaussian initial and target distributions, using techniques from Euclidean acceleration and accelerated information gradients. Compared with the kinetic Langevin sampling algorithm, the proposed algorithm exhibits a higher contraction rate in the asymptotic time regime. Numerical experiments are conducted across various low-dimensional experiments, including multi-modal Gaussian mixtures and ill-conditioned Rosenbrock distributions. ARWP exhibits structured and convergent particles, accelerated discrete-time mixing, and faster tail exploration than the non-accelerated regularized Wasserstein proximal method and kinetic Langevin methods. Additionally, ARWP particles exhibit better generalization properties for some non-log-concave Bayesian neural network tasks.

采样算法Wasserstein加速方法粒子系统

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