提出无温度依赖的精准梯度方法,实现离散随机系统的高效训练。
Propensity Straight-Through Gradients for Discrete Stochastic Systems
- 基于反应倾向的精确条件均值求导,构建反向传播规则。
- 在多个生物模型上误差低于2%,训练速度提升2至3倍。
- 适合需要精确梯度的生物模拟与大规模随机神经网络训练。
连续时间马尔可夫链(CTMC)是建模离散随机动力学的核心工具,广泛应用于物理、生物和应用科学。然而,其与现代梯度学习的结合受限于吉尔皮斯型模拟算法中硬性类别选择的问题。本文利用仿射状态更新特性,通过微分归一化反应倾向,获得精确的一步条件均值敏感性。结合精确前向轨迹,定义了倾向性直通(PST)估计器。在轨迹层面,我们证明多步敏感性与一步敏感性的组合存在偏差,并推导出闭式表达的每步差值;该偏差在仿射下游依赖下恒为零。在所有基准测试中,PST精度与Gumbel-Softmax直通相当:可逆二聚化误差0.06%,基因振荡器误差1.7%,50任务阻遏振子套件中位误差0.17%,膜片钳离子通道记录$R^2$ = 0.988。在相同设置下,PST在振荡器上收敛快3.0倍,在离子通道上快2.1倍。在深度学习规模下,PST成功训练了一个含203,796参数的硬采样随机反应网络,在MNIST上达到98.22%分类准确率。通过直接对精确条件均值求导而非松弛样本,PST提供了无需温度或Gumbel扰动的可扩展梯度学习路径。
原文摘要 · Abstract (English)
Continuous-time Markov chains (CTMCs) provide the backbone for modeling discrete stochastic dynamics across applied, physical, and biological sciences. Their integration with modern gradient-based machine learning, however, is limited by the hard categorical event selection intrinsic to Gillespie-type simulation algorithms. We exploit the affine state update to obtain the exact one-step conditional-mean sensitivity by differentiating normalized reaction propensities. We pair this backward rule with exact forward trajectories to define the propensity straight-through (PST) estimator. At the trajectory level, we show that one-step sensitivities composed across events can depart from the exact multistep sensitivity. We derive the resulting per-step discrepancy in closed form and prove that it vanishes identically for affine downstream dependence. PST matches the accuracy of Gumbel-Softmax straight-through across all benchmarks: reversible dimerization (0.06% error), a genetic oscillator (1.7% error), a 50-task repressilator suite (0.17% median error), and patch-clamp ion-channel recordings ($R^2$ = 0.988). Under matched settings, PST converges 3.0-fold faster on the oscillator and 2.1-fold faster on the ion channel. At deep-learning scale, PST trains a 203,796-parameter stochastic reaction network with hard sampling, reaching 98.22% MNIST digit classification accuracy. By differentiating an exact conditional mean rather than a relaxed sample, PST offers a temperature- and Gumbel-free path to scalable gradient-based learning through exact stochastic trajectories.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。