arXiv:2607.13943cs.DScs.LG2026-07被引 2

改进了多面体采样中Dikin随机游走的混合时间上限。

Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes

  • 采用缩放的Lee-Sidford度量,提升采样效率。
  • 从热启动出发,混合时间缩短至d²·²⁵步。
  • 首次实现高阶分析,适用于优化与统计采样场景。

受结构化凸优化内点法启发,Kannan和Narayanan于2009年提出在多面体上进行均匀采样的Dikin随机游走。该方法具有仿射不变性,其收敛速度由定义局部提议的障碍几何决定。他们证明使用对数障碍时,d维多面体(含m个线性不等式)的混合时间为md步。2017年,Chen等人利用Lewis权障碍将界改进为d²·⁵,并猜想正确混合时间应为d²。本文在此基础上进一步推进:对于多面体上的指数采样,使用缩放的Lee-Sidford度量,证明从热启动开始只需d²·²⁵步即可完成混合。这亦通过已知退火框架改善了冷启动复杂度。核心技术在于提升Lee-Sidford度量的平均自协调性,从而在马尔可夫链接受概率上获得更高收益。不同于以往受限于二阶控制的技术瓶颈,本文发展出系统性的高阶分析方法,结合选择性高阶展开递归瓶颈项、移动正交基计算莱斯权重的高阶导数,以及基于多重随机积分的威纳-混沌分解来控制产生的高斯多项式。

原文摘要 · Abstract (English)

Inspired by interior-point methods (IPM) for structured convex optimization, Kannan and Narayanan introduced the Dikin walk for sampling uniformly from polytopes in 2009. As in IPMs, the Dikin walk is affine-invariant, and its convergence is governed by the barrier geometry used to define its local proposal. They showed that the Dikin walk with the logarithmic barrier for a polytope in $\mathbb{R}^{d}$ with $m$ linear inequalities mixes in $md$ iterations. In 2017, Chen, Dwivedi, Wainwright, and Yu improved this to $d^{2.5}$ using a Lewis-weight barrier, and conjectured that the correct mixing time should be $d^{2}$. We make progress toward this conjecture by improving the previous $d^{2.5}$-mixing bound. For exponential sampling over a polytope, we prove that the Dikin walk with a scaled Lee--Sidford metric mixes from a warm start in $d^{2.25}$ iterations. This also yields an improved cold-start complexity via a known annealing framework. The main technical ingredient is improved average self-concordance of the Lee--Sidford metric, which gives high acceptance probability for the Metropolis filter along a random Dikin proposal. While previous analyses were effectively limited to second-order control due to technical difficulties, we develop a principled higher-order analysis. The proof combines a selective higher-order expansion of recursive bottleneck terms, a moving orthonormal-frame calculus for higher derivatives of the Lewis weights, and Wiener-chaos decompositions via multiple stochastic integrals to control the resulting Gaussian polynomials.

采样算法多面体随机游走高阶分析

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