不依赖梯度的采样框架,统一处理连续、离散与混合变量系统。
A Generative Sampler for distributions with possible discrete parameter based on Reversibility
- 基于时间可逆性约束,用马尔可夫轨迹的正反分布差异指导采样。
- 在连续、离散和混合系统上均准确复现热力学量与模式切换行为。
- 仅需能量评估和接受率,无需目标梯度或连续松弛,适合复杂系统建模。
从复杂的未归一化分布中学习采样是计算物理与机器学习中的基本挑战。尽管基于得分和变分的方法在连续域取得成功,但将其推广到离散或混合变量系统仍因梯度定义不清或估计器方差过高而困难。我们提出一种统一的目标梯度自由生成采样框架,适用于多种状态空间。基于细致平衡蕴含稳态随机过程时间可逆性的事实,我们将此对称性作为统计约束。具体地,利用预设的物理转移核(如Metropolis-Hastings),最小化前向与后向马尔可夫轨迹联合分布之间的最大均值差异(MMD)。关键在于,该训练过程仅依赖于通过接受率的能量评估,无需目标得分函数或连续松弛。我们在三个不同基准上验证了方法的通用性:(1) 连续多模高斯混合;(2) 高维离散Ising模型;(3) 离散索引与连续动力学耦合的复杂混合系统。实验表明,该框架在所有情况下均准确再现热力学可观测量并捕捉模式切换行为,提供了一种物理基础坚实且普适的平衡采样替代方案。
原文摘要 · Abstract (English)
Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to discrete or mixed-variable systems remains difficult due to ill-defined gradients or high variance in estimators. We propose a unified, target-gradient-free generative sampling framework applicable across diverse state spaces. Building on the fact that detailed balance implies the time-reversibility of the equilibrium stochastic process, we enforce this symmetry as a statistical constraint. Specifically, using a prescribed physical transition kernel (such as Metropolis-Hastings), we minimize the Maximum Mean Discrepancy (MMD) between the joint distributions of forward and backward Markov trajectories. Crucially, this training procedure relies solely on energy evaluations via acceptance ratios, circumventing the need for target score functions or continuous relaxations. We demonstrate the versatility of our method on three distinct benchmarks: (1) a continuous multi-modal Gaussian mixture, (2) the discrete high-dimensional Ising model, and (3) a challenging hybrid system coupling discrete indices with continuous dynamics. Experiments show that our framework accurately reproduces thermodynamic observables and captures mode-switching behavior across all regimes, offering a physically grounded and universally applicable alternative for equilibrium sampling.
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