Towards reduction of autocorrelation in HMC by machine learning

12/11/2017
by   Akinori Tanaka, et al.
0

In this paper we propose new algorithm to reduce autocorrelation in Markov chain Monte-Carlo algorithms for euclidean field theories on the lattice. Our proposing algorithm is the Hybrid Monte-Carlo algorithm (HMC) with restricted Boltzmann machine. We examine the validity of the algorithm by employing the phi-fourth theory in three dimension. We observe reduction of the autocorrelation both in symmetric and broken phase as well. Our proposing algorithm provides consistent central values of expectation values of the action density and one-point Green's function with ones from the original HMC in both the symmetric phase and broken phase within the statistical error. On the other hand, two-point Green's functions have slight difference between one calculated by the HMC and one by our proposing algorithm in the symmetric phase. Furthermore, near the criticality, the distribution of the one-point Green's function differs from the one from HMC. We discuss the origin of discrepancies and its improvement.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/26/2019

Flow-based generative models for Markov chain Monte Carlo in lattice field theory

A Markov chain update scheme using a machine-learned flow-based generati...
research
10/10/2016

Accelerate Monte Carlo Simulations with Restricted Boltzmann Machines

Despite their exceptional flexibility and popularity, the Monte Carlo me...
research
05/13/2022

On the use of a local R-hat to improve MCMC convergence diagnostic

Diagnosing convergence of Markov chain Monte Carlo is crucial and remain...
research
07/28/2023

Stochastic automatic differentiation for Monte Carlo processes

Monte Carlo methods represent a cornerstone of computer science. They al...
research
03/03/2020

Towards Novel Insights in Lattice Field Theory with Explainable Machine Learning

Machine learning has the potential to aid our understanding of phase str...
research
08/07/2019

Constrained Hybrid Monte Carlo algorithms for gauge-Higgs models

We present the construction of Hybrid Monte Carlo (HMC) algorithms for c...
research
08/18/2023

Neural-network quantum state study of the long-range antiferromagnetic Ising chain

We investigate quantum phase transitions in the transverse field Ising c...

Please sign up or login with your details

Forgot password? Click here to reset