Self-Avoiding Random Dynamics on Integer Complex Systems

DOI10.1145/2414416.2414790MaRDI QIDQ4635213zbMATH OpenOpenAlexFDO

Authors Firas Hamze, Ziyu Wang, Nando De Freitas

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.5379

zbMATH Keywords

Markov chain Monte Carlo methodsGibbs samplingMonte Carlo methodsalgorithm configurationIsing modelsBayesian optimizationSwendsen-Wang algorithmBoltzmann machinesadaptive MCMC methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved by constructing self-avoiding walks (SAWs) in the state space. As a consequence, many bits are flipped in a single MCMC step. We name the algorithm SARDONICS, an acronym for Self-Avoiding Random Dynamics on Integer Complex Systems. The algorithm has several free parameters, but we show that Bayesian optimization can be used to automatically tune them. SARDONICS performs remarkably well in a broad number of sampling tasks: toroidal ferromagnetic and frustrated Ising models, 3D Ising models, restricted Boltzmann machines and chimera graphs arising in the design of quantum computers.

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