Mean field initialization of the Annealed Importance Sampling algorithm for an efficient evaluation of the Partition Function of Restricted Boltzmann Machines

Abstract

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 task as the system size increases. This problem is also present in probabilistic learning models such as the Restricted Boltzmann Machine (RBM), where the situation is even worse as the exact learning rules implies the computation of Z at each iteration. A possible way to tackle this problem is to use the Annealed Importance Sampling (AIS) algorithm, which provides a tool to stochastically estimate the partition function of the system. So far, the standard application of the AIS algorithm starts from the uniform probability distribution and uses a large number of Monte Carlo steps to obtain reliable estimations of Z following an annealing process. In this work we show that both the quality of the estimation and the cost of the computation can be significantly improved by using a properly selected mean-field starting probability distribution. We perform a systematic analysis of AIS in both small- and large-sized problems, and compare the results to exact values in problems where these are known. As a result of our systematic analysis, we propose two successful strategies that work well in all the problems analyzed. We conclude that these are good starting points to estimate the partition function with AIS with a relatively low computational cost.