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arXiv:1610.02746 · Physical review. B./Physical review. B

Accelerated Monte Carlo simulations with restricted Boltzmann machines

Li Huang, Lei Wang

Published Jan 4, 2017• 247 citations
arXivHTMLPDF

Abstract

Despite their exceptional flexibility and popularity, Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feed-forward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine to propose efficient Monte Carlo updates to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate an improved acceptance ratio and autocorrelation time near the phase transition point.

DOI
10.1103/physrevb.95.035105

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Despite their exceptional flexibility and popularity, Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feed-forward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine to propose efficient Monte Carlo updates to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate an improved acceptance ratio and autocorrelation time near the phase transition point.
Monte Carlo methods are essential across diverse scientific fields, yet their efficiency is frequently hampered by critical slowing down-a sharp increase in autocorrelation times near phase transitions. Although deep learning approaches, such as neural-network-based samplers, have been proposed to alleviate this issue, they face another serious problem: the difficulty of training the models. This difficulty partially stems from the overly general nature of original machine-learning architectures, which often ignore underlying physical symmetries and force networks to relearn them from scratch. In this paper, we demonstrate that incorporating physical priors into the model significantly enhances performance. Building upon existing strategies that integrate spin-spin interactions, we propose a framework that utilizes a prior probability distribution as a starting point for training. Our results for the Ising model, as well as for the Edwards-Anderson spin glass model, suggest that moving away from `blank slate' models in favor of physics-informed priors reduces the training burden and facilitates the simulation of larger system sizes in discrete spin models.
Machine learning is becoming widely used in analyzing the thermodynamics of many-body condensed matter systems. Restricted Boltzmann machine (RBM) aided Monte Carlo simulations have sparked interest recently, as they manage to speed up classical Monte Carlo simulations. Here we employ the convolutional restricted Boltzmann machine (CRBM) method and show that its use helps to reduce the number of parameters to be learned drastically by taking advantage of translation invariance. Furthermore, we show that it is possible to train the CRBM at smaller lattice sizes, and apply it to larger lattice sizes. To demonstrate the efficiency of CRBM we apply it to the paradigmatic Ising and Kitaev models in two dimensions.
Conventionally, the study of phases in statistical mechan- ics is performed with the help of random sampling tools. Among the most powerful are Monte Carlo simulations consisting of a stochastic importance sampling over state space and evaluation of estimators for physical quantities. The ability of modern machine learning techniques to classify, identify, or in- terpret massive data sets provides a complementary paradigm to the above approach to analyze the exponentially large number of states in statistical physics. In this report, it is demonstrated by application on Ising-type models that deep learning has potential wide applications in solving many-body statis- tical physics problems. In application of supervised learning, we showed that the feed-forward neural network can identify phases and phase transitions in the ferromagnetic Ising model and the convolutional neural network (CNN) is extremely powerful in classifying T = 0 and T = ∞ phases in the Ising gauge model; In application of unsupervised learning, we illustrated that a deep auto-encoder constructed by stacked restricted Boltzmann machines (RBM)\nis closely related to the renormalization group (RG) method well understood in modern physics and our reconstruction of Ising spin configurations in the ferromagnetic Ising model is similar to the hand-written digits reconstruction.
Machine learning is becoming widely used in analyzing the thermodynamics of many-body condensed matter systems. Restricted Boltzmann Machine (RBM) aided Monte Carlo simulations have sparked interest recently, as they manage to speed up classical Monte Carlo simulations. Here we employ the Convolutional Restricted Boltzmann Machine (CRBM) method and show that its use helps to reduce the number of parameters to be learned drastically by taking advantage of translation invariance. Furthermore, we show that it is possible to train the CRBM at smaller lattice sizes, and apply it to larger lattice sizes. To demonstrate the efficiency of CRBM we apply it to the paradigmatic Ising and Kitaev models in two-dimensions.
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of interacting many-body systems, SLMC significantly improves sampling efficiency by constructing an effective model -- via machine learning methods -- based on configurations generated by conventional Monte Carlo methods and then proposes global updates based on the effective model. This enhancement leads to a substantial reduction in autocorrelation time, especially near the critical region, where traditional methods typically suffer from critical slowing down and increased computation complexity. Moreover, SLMC maintains statistical accuracy by implementing a cumulative update scheme that rigorously satisfies the detailed balance condition. And more recent applications have extended the SLMC to convolutional neural networks with applications not only in condensed matter physics but also high-energy physics, quantum chemistry, and quantum simulations. The generic applicability and high computational efficiency make SLMC a powerful and scalable framework for quantum Monte Carlo simulations of strongly correlated electron systems, extending the reach of numerical investigations beyond the limitations of conventional techniques.
Machine learning has become increasingly popular as a computational tool in all aspects of science and the private sector, however its application as an additional computational physics tool has only recently began to gain traction. This thesis aims to study the application of supervised and unsupervised neural networks to computational classical statistical physics problems, focusing on what is learned and\nwhether it is a useful tool for these applications. Supervised neural networks are used to distinguish between the different phases of four different models, containing a second-order phase-transition (PT), infinite-order PT, and both in close proximity to one another, as well as a model without a PT but with frustration. Different iterations of the restricted Boltzmann machine (RBM), a type of unsupervised neural\nnetwork, are trained on the one- and two-dimensional Ising model. The neural network is able to differentiate between the different phases only if the PT is clearly discernible from the input configurations. It is too crude a tool to differentiate between two close subsequent PTs. It is concluded that application of neural networks to detect PTs in classical statistical physics models where an intuition for the PT exists, holds no advantage over alternative conventional computational methods. This thesis concludes that restrictions placed on the RBM, such that the RBM has translation\ninvariance, still allow the restricted RBMs to learn the magnetisation really well, while two-spin correlations are learned less well. Surprisingly, the block Gibbs sampling of the restricted RBMs is better behaved than for the unrestricted RBM, as can be explained using an analysis of the trained weight-matrix.