Accelerated Adaptive Markov Chain for Partition Function Computation

Part of Advances in Neural Information Processing Systems 24 (NIPS 2011)

Bibtex Metadata Paper SpotlightSlide


Stefano Ermon, Carla P. Gomes, Ashish Sabharwal, Bart Selman


We propose a novel Adaptive Markov Chain Monte Carlo algorithm to compute the partition function. In particular, we show how to accelerate a flat histogram sampling technique by significantly reducing the number of ``null moves'' in the chain, while maintaining asymptotic convergence properties. Our experiments show that our method converges quickly to highly accurate solutions on a range of benchmark instances, outperforming other state-of-the-art methods such as IJGP, TRW, and Gibbs sampling both in run-time and accuracy. We also show how obtaining a so-called density of states distribution allows for efficient weight learning in Markov Logic theories.