Sampling Approximately Low-Rank Ising Models: MCMC meets Variational Methods

• URL: http://arxiv.org/abs/2202.08907v1
• Date: Thu, 17 Feb 2022 21:43:50 GMT
• Title: Sampling Approximately Low-Rank Ising Models: MCMC meets Variational Methods
• Authors: Frederic Koehler and Holden Lee and Andrej Risteski
• Abstract summary: We consider quadratic definite Ising models on the hypercube with a general interaction $J$. Our general result implies the first time sampling algorithms for low-rank Ising models.
• Score: 35.24886589614034
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We consider Ising models on the hypercube with a general interaction matrix $J$, and give a polynomial time sampling algorithm when all but $O(1)$ eigenvalues of $J$ lie in an interval of length one, a situation which occurs in many models of interest. This was previously known for the Glauber dynamics when *all* eigenvalues fit in an interval of length one; however, a single outlier can force the Glauber dynamics to mix torpidly. Our general result implies the first polynomial time sampling algorithms for low-rank Ising models such as Hopfield networks with a fixed number of patterns and Bayesian clustering models with low-dimensional contexts, and greatly improves the polynomial time sampling regime for the antiferromagnetic/ferromagnetic Ising model with inconsistent field on expander graphs. It also improves on previous approximation algorithm results based on the naive mean-field approximation in variational methods and statistical physics. Our approach is based on a new fusion of ideas from the MCMC and variational inference worlds. As part of our algorithm, we define a new nonconvex variational problem which allows us to sample from an exponential reweighting of a distribution by a negative definite quadratic form, and show how to make this procedure provably efficient using stochastic gradient descent. On top of this, we construct a new simulated tempering chain (on an extended state space arising from the Hubbard-Stratonovich transform) which overcomes the obstacle posed by large positive eigenvalues, and combine it with the SGD-based sampler to solve the full problem.

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