Related papers: Variational Optimization of Annealing Schedules
Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…
Probabilistic models in physics often require from the evaluation of normalized Boltzmann factors, which in turn implies the computation of the partition function Z. Getting the exact value of Z, though, becomes a forbiddingly expensive…
Probabilistic models based on Restricted Boltzmann Machines (RBMs) imply the evaluation of normalized Boltzmann factors, which in turn require from the evaluation of the partition function Z. The exact evaluation of Z, though, becomes a…
Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…
Annealed Importance Sampling (AIS) synthesizes weighted samples from an intractable distribution given its unnormalized density function. This algorithm relies on a sequence of interpolating distributions bridging the target to an initial…
Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…
More than twenty years after its introduction, Annealed Importance Sampling (AIS) remains one of the most effective methods for marginal likelihood estimation. It relies on a sequence of distributions interpolating between a tractable…
Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation, but are not fully differentiable due to the use of Metropolis-Hastings correction steps. Differentiability is a…
A simulated annealing based algorithm is presented for the determination of optimal ship routes through the minimization of a cost function. This cost function is a weighted sum of the time of voyage and the voyage comfort (safety is taken…
Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…
A crucial step in the race towards quantum advantage is optimizing quantum annealing using ad-hoc annealing schedules. Motivated by recent progress in the field, we propose to employ long-short term memory (LSTM) neural networks to automate…
We consider the problem of online interval scheduling on a single machine, where intervals arrive online in an order chosen by an adversary, and the algorithm must output a set of non-conflicting intervals. Traditionally in scheduling…
Annealed importance sampling (AIS) is the gold standard for estimating partition functions or marginal likelihoods, corresponding to importance sampling over a path of distributions between a tractable base and an unnormalized target. While…
We propose and analyze the use of Bayesian optimization techniques to design quantum annealing schedules with minimal user and resource requirements. We showcase our scheme with results for two paradigmatic spin models. We find that…
We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…
Classical and quantum annealing are two heuristic optimization methods that search for an optimal solution by slowly decreasing thermal or quantum fluctuations. Optimizing annealing schedules is important both for performance and fair…
This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…
A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…
Interval scheduling is a basic problem in the theory of algorithms and a classical task in combinatorial optimization. We develop a set of techniques for partitioning and grouping jobs based on their starting and ending times, that enable…
Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…