Provable Accuracy Bounds for Hybrid Dynamical Optimization and Sampling
- URL: http://arxiv.org/abs/2410.06397v1
- Date: Tue, 8 Oct 2024 22:03:41 GMT
- Title: Provable Accuracy Bounds for Hybrid Dynamical Optimization and Sampling
- Authors: Matthew X. Burns, Qingyuan Hou, Michael C. Huang,
- Abstract summary: We provide non-asymptotic convergence guarantees for hybrid LNLS by reducing to block Langevin Diffusion (BLD) algorithms.
With finite device variation, we provide explicit bounds on the 2-Wasserstein bias in terms of step duration, noise strength, and function parameters.
- Score: 1.5551894637785635
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Analog dynamical accelerators (DXs) are a growing sub-field in computer architecture research, offering order-of-magnitude gains in power efficiency and latency over traditional digital methods in several machine learning, optimization, and sampling tasks. However, limited-capacity accelerators require hybrid analog/digital algorithms to solve real-world problems, commonly using large-neighborhood local search (LNLS) frameworks. Unlike fully digital algorithms, hybrid LNLS has no non-asymptotic convergence guarantees and no principled hyperparameter selection schemes, particularly limiting cross-device training and inference. In this work, we provide non-asymptotic convergence guarantees for hybrid LNLS by reducing to block Langevin Diffusion (BLD) algorithms. Adapting tools from classical sampling theory, we prove exponential KL-divergence convergence for randomized and cyclic block selection strategies using ideal DXs. With finite device variation, we provide explicit bounds on the 2-Wasserstein bias in terms of step duration, noise strength, and function parameters. Our BLD model provides a key link between established theory and novel computing platforms, and our theoretical results provide a closed-form expression linking device variation, algorithm hyperparameters, and performance.
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