arXiv:2606.01078cs.LGstat.CO2026-06被引 2

首次为运输MCMC提供严格非平凡的谱间隙认证,提升采样可靠性。

Non-Vacuous Certification of Transport MCMC via Oscillation-Controlled Normalizing Flows

论文配图:Non-Vacuous Certification of Transport MCMC via Oscillation-Controlled Normalizing Flows
图 1 · 摘自论文原文
  • 通过振荡控制正则化训练,大幅降低流模型的利普希茨常数
  • 在D=2时认证谱间隙γ*=0.828,D=5时γ*≥7.6×10⁻⁴(95%置信)
  • 适用于高维复杂后验,尤其适合对采样可靠性要求高的场景

运输MCMC通过训练归一化流来预处理梅特罗波利斯-哈斯金斯提议,在复杂后验上表现出高经验效率;然而此前研究未能为这类采样器提供数值非平凡且严格的谱间隙界。本文首次建立了此类界限。对于香蕉族上的独立梅特罗波利斯-哈斯金斯采样,在D=2时认证了γ*=0.828(覆盖原空间),在D=5时认证了γ*≥7.6×10⁻⁴(在解析未变形高斯空间中,基于网格认证的梯度界与数值利普希茨认证下)。该框架基于三大支柱:(i) 带缩放裁剪的谱归一化将流模型利普希茨常数从10⁴⁷降至10⁴;(ii) 基于覆盖的实证振荡界替代了空洞的解析界,实现数据依赖性认证;(iii) 振荡正则化训练在不损失密度拟合的前提下使实证振荡降低60–90%,将实际认证扩展至D=20(γ*≥1.7×10⁻⁴)。在四种其他目标(高斯混合、剪切构建、尼尔漏斗、贝叶斯逻辑回归)上的测试识别出三个关键瓶颈:边界曲率、目标刚度和尾部覆盖失配。仿射与样条对比显示,更简单架构在相同NLL下可获得更紧的认证,颠覆了通常的表达力层级。

原文摘要 · Abstract (English)

Transport MCMC trains a normalizing flow to precondition Metropolis--Hastings proposals, achieving high empirical efficiency on challenging posteriors; yet no prior work produces a numerically non-vacuous, rigorous spectral-gap bound for such samplers. We establish the first such bounds. For independence MH on the banana family we certify (γ^\ast = 0.828) at (D = 2) (covering in the original space) and (γ^\ast \ge 7.6\times 10^{-4}) at (D = 5) (covering in an analytically unwarped Gaussian space with a grid-certified gradient bound under the stated numerical Lipschitz certification), both rigorous at 95% confidence. The framework rests on three pillars: (i) spectral normalization with reduced scale clips constrains the flow Lipschitz constant from (10^{47}) to (10^4); (ii) a coverage-based empirical oscillation bound replaces the vacuous analytical bound with a data-dependent certificate; and (iii) oscillation-regularised training cuts the empirical oscillation by 60--90% at no cost to density fit, extending practical certificates through (D = 20) ((γ^\ast \ge 1.7\times 10^{-4})). Tests on four further targets (Gaussian mixture, shear-building, Neal's funnel, Bayesian logistic regression) identify three precise barriers: boundary curvature, target stiffness, and tail-coverage mismatch. An affine-vs-spline comparison shows that simpler architectures yield tighter certificates at identical NLL, inverting the usual expressiveness hierarchy.

MCMC正则化流采样认证谱间隙

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