Essential barrier height and a probabilistic approach in characterizing potential landscape
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2023
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| _version_ | 1866911101701062656 |
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| author | Li, Yao Tao, Molei Wang, Shirou |
| author_facet | Li, Yao Tao, Molei Wang, Shirou |
| contents | This paper proposes a probabilistic approach to investigate the shape of landscapes of multi-dimensional potential functions. Under a suitable coupling scheme, two copies of the overdamped Langevin dynamics associated with the potential function are coupled, and the coupling times are collected. Assuming a set of intuitive yet technically challenging conditions on the coupling scheme, it is shown that the tail distributions of the coupling times exhibit qualitatively different dependencies on the noise magnitude for single-well versus multi-well potential functions. More specifically, for convex single-well potentials, the negative tail exponent of the coupling time distribution is uniformly bounded away from zero by the convexity parameter and is independent of the noise magnitude. In contrast, for multi-well potentials, the negative tail exponent decreases exponentially as the noise vanishes, with the decay rate governed by the essential barrier height, a quantity introduced in this paper to characterize the non-convex nature of the potential function. Numerical investigations are conducted for a variety of examples, including the Rosenbrock function, interacting particle systems, and loss functions arising in artificial neural networks. These examples not only illustrate the theoretical results in various contexts but also provide crucial numerical validation of the conjectured assumptions, which are essential to the theoretical analysis yet lie beyond the reach of standard technical tools. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_01447 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Essential barrier height and a probabilistic approach in characterizing potential landscape Li, Yao Tao, Molei Wang, Shirou Dynamical Systems 37H10, 60H10, 60J22, 60J60 This paper proposes a probabilistic approach to investigate the shape of landscapes of multi-dimensional potential functions. Under a suitable coupling scheme, two copies of the overdamped Langevin dynamics associated with the potential function are coupled, and the coupling times are collected. Assuming a set of intuitive yet technically challenging conditions on the coupling scheme, it is shown that the tail distributions of the coupling times exhibit qualitatively different dependencies on the noise magnitude for single-well versus multi-well potential functions. More specifically, for convex single-well potentials, the negative tail exponent of the coupling time distribution is uniformly bounded away from zero by the convexity parameter and is independent of the noise magnitude. In contrast, for multi-well potentials, the negative tail exponent decreases exponentially as the noise vanishes, with the decay rate governed by the essential barrier height, a quantity introduced in this paper to characterize the non-convex nature of the potential function. Numerical investigations are conducted for a variety of examples, including the Rosenbrock function, interacting particle systems, and loss functions arising in artificial neural networks. These examples not only illustrate the theoretical results in various contexts but also provide crucial numerical validation of the conjectured assumptions, which are essential to the theoretical analysis yet lie beyond the reach of standard technical tools. |
| title | Essential barrier height and a probabilistic approach in characterizing potential landscape |
| topic | Dynamical Systems 37H10, 60H10, 60J22, 60J60 |
| url | https://arxiv.org/abs/2301.01447 |