论文标题

从确定分布的并行采样中进行二次加速

Quadratic Speedups in Parallel Sampling from Determinantal Distributions

论文作者

Anari, Nima, Burgess, Callum, Tian, Kevin, Vuong, Thuy-Duong

论文摘要

我们研究了与决定因素相关的分布的并行抽样的问题:对称,非对称和分区约束的确定点过程以及平面完美匹配。对于这些分布,可以通过矩阵确定因素(一个高度可行的计算)获得分区函数,又可以获得计数。 Csanky证明了它在NC中。但是,并行计数不会自动转化为并行采样,因为两者之间的经典降低本质上是顺序的。我们表明,对于上述所有分布,可以实现几乎二次的并行加速。如果在地面套件的$ k $的子集上支持分布,我们将展示如何在$ \ widetilde {o}中大致生产一个样品(k^{\ frac {1} {2} {2} + c} $ c})$与多面部的多个处理器的时间用于多个常数$ c> 0 $。在对称确定点过程和平面完美匹配的两种特殊情况下,我们的边界改善了$ \ widetilde {o}(\ sqrt k)$,我们在这些情况下展示了如何精确采样。 作为我们的主要技术贡献,我们充分表征了对减少计数减少的步骤的分批限制。我们观察到,即使在非对称确定点过程的情况下,我们也只能批准$ O(1)$ steps。但是,我们表明,对于$ \widetildeΩ(k^{\ frac {1} {2} {2} -c})$ steps $ steps $ spect可以将任何熵独立的分布组合在一起,其中包括所有提到的确定点过程的类别。近年来,熵独立性和相关概念已成为马尔可夫链分析中突破性的来源,因此我们希望我们的框架对这项工作中研究的框架有用。

We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the partition function, a.k.a. the count, can be obtained via matrix determinants, a highly parallelizable computation; Csanky proved it is in NC. However, parallel counting does not automatically translate to parallel sampling, as classic reductions between the two are inherently sequential. We show that a nearly quadratic parallel speedup over sequential sampling can be achieved for all the aforementioned distributions. If the distribution is supported on subsets of size $k$ of a ground set, we show how to approximately produce a sample in $\widetilde{O}(k^{\frac{1}{2} + c})$ time with polynomially many processors for any constant $c>0$. In the two special cases of symmetric determinantal point processes and planar perfect matchings, our bound improves to $\widetilde{O}(\sqrt k)$ and we show how to sample exactly in these cases. As our main technical contribution, we fully characterize the limits of batching for the steps of sampling-to-counting reductions. We observe that only $O(1)$ steps can be batched together if we strive for exact sampling, even in the case of nonsymmetric determinantal point processes. However, we show that for approximate sampling, $\widetildeΩ(k^{\frac{1}{2}-c})$ steps can be batched together, for any entropically independent distribution, which includes all mentioned classes of determinantal point processes. Entropic independence and related notions have been the source of breakthroughs in Markov chain analysis in recent years, so we expect our framework to prove useful for distributions beyond those studied in this work.

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