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Multiparametric Boltzmann tuning: on the crossroad of probability and convex optimisation
Orateur : Sergey Dovgal (IMB)
Résumé
Suppose that you want to randomly sample a complicated item from a probability space, defined by a context-free grammar with given fixed proportions of terminal letters. This problem is doable if the number of letters is small, but turns out to be #P-complete when the number of letters is unbounded (this is harder than NP-hard in the current hierarchy). In fact, both enumeration and sampling problems are computationally intractable in such a setting. However, by slightly deforming the target probability distribution to the so-called multiparametric Boltzmann distribution, you may get much faster sampling algorithms, provided that there is a tuning oracle for finding the good target weights. In this talk, I will guide you through the concept of multiparametric Boltzmann samplers and will show how we constructed a tuning oracle having a polynomial time-space complexity using a convex optimisation procedure. If time permits, we shall also discuss * the complexity of the exact-sampling algorithm by reduction to #2-sat * the notion of self-concordant barriers leading to a fine complexity estimate of the tuning procedure * numerous applications of Boltzmann samplers in combinatorics and beyond * the link between Boltzmann tuning and maximum likelihood estimation * the software package "Paganini" implementing our tuning concept.
This is a joint work with Maciej Bendkowski and Olivier Bodini, accepted to publication in CPC in April 2021
The preprint is available at: https://arxiv.org/abs/2002.12771 Our software is on github: https://github.com/maciej-bendkowski/paganini Tutorial: https://paganini.readthedocs.io/en/latest/tutorial.html
