Accelerated Adaptive Markov Chain for Partition Function Computation

author: Stefano Ermon, Department of Computer Science, Cornell University
published: Sept. 6, 2012,   recorded: December 2011,   views: 3006
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Description

We propose a novel Adaptive Markov Chain Monte Carlo algorithm to compute the partition function. In particular, we show how to accelerate a flat histogram sampling technique by significantly reducing the number of "null moves" in the chain, while maintaining asymptotic convergence properties. Our experiments show that our method converges quickly to highly accurate solutions on a range of benchmark instances, outperforming other state-of-the-art methods such as IJGP, TRW, and Gibbs sampling both in run-time and accuracy. We also show how obtaining a so-called density of states distribution allows for efficient weight learning in Markov Logic theories.

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Download slides icon Download slides: nips2011_ermon_computation_01.pdf (458.7 KB)

Download article icon Download article: nips2011_1485.pdf (805.2 KB)


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