Jun 10 – 15, 2018
Tsinghua Sanya International Mathematics Forum
Asia/Shanghai timezone

Toward reduction of autocorrelation in HMC by machine learning

Jun 14, 2018, 2:00 PM
45m
Tsinghua Sanya International Mathematics Forum

Tsinghua Sanya International Mathematics Forum

Sanya, Hainan, China

Speaker

Akinori Tanaka (Riken)

Description

Recent development of machine learning (ML), especially deep learning is remarkable. It has been applied to image recognition, image generation and so on with very good precision. From a mathematical point of view, images are just real matrices, so it would be a natural idea to replace this matrices with the configurations of the physical system created by numerical simulation and see what happens. In this talk, I will review our attempt to reduce autocorrelation of Hamiltonian Monte Carlo (HMC) algorithm. In addition, I would like to discuss a possibility of using recent sophisticated generative models like VAE, GAN to improve HMC. (work in collaboration with A. Tomiya, arXiv:1712.03893)

Presentation materials