Abstract:We consider the sampling problem, where the aim is to draw samples from a distribution whose density is known only up to a normalization constant. Recent breakthroughs in generative modeling to approximate a high-dimensional data distribution have sparked significant interest in developing neural network-based methods for this challenging problem. However, neural samplers typically incur heavy computational overhead due to simulating trajectories during training. This motivates the pursuit of simulation-free training procedures of neural samplers. In this work, we propose an elegant modification to previous methods, which allows simulation-free training with the help of a time-dependent normalizing flow. However, it ultimately suffers from severe mode collapse. On closer inspection, we find that nearly all successful neural samplers rely on Langevin preconditioning to avoid mode collapsing. We systematically analyze several popular methods with various objective functions and demonstrate that, in the absence of Langevin preconditioning, most of them fail to adequately cover even a simple target. Finally, we draw attention to a strong baseline by combining the state-of-the-art MCMC method, Parallel Tempering (PT), with an additional generative model to shed light on future explorations of neural samplers.
Abstract:Developing an efficient sampler capable of generating independent and identically distributed (IID) samples from a Boltzmann distribution is a crucial challenge in scientific research, e.g. molecular dynamics. In this work, we intend to learn neural samplers given energy functions instead of data sampled from the Boltzmann distribution. By learning the energies of the noised data, we propose a diffusion-based sampler, ENERGY-BASED DENOISING ENERGY MATCHING, which theoretically has lower variance and more complexity compared to related works. Furthermore, a novel bootstrapping technique is applied to EnDEM to balance between bias and variance. We evaluate EnDEM and BEnDEM on a 2-dimensional 40 Gaussian Mixture Model (GMM) and a 4-particle double-welling potential (DW-4). The experimental results demonstrate that BEnDEM can achieve state-of-the-art performance while being more robust.