Doob's Lagrangian: A Sample-Efficient Variational Approach to Transition Path Sampling

Fuente: arXiv
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Autori principali: Du, Yuanqi, Plainer, Michael, Brekelmans, Rob, Duan, Chenru, Noé, Frank, Gomes, Carla P., Aspuru-Guzik, Alán, Neklyudov, Kirill
Natura: Preprint
Pubblicazione: 2024
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author Du, Yuanqi
Plainer, Michael
Brekelmans, Rob
Duan, Chenru
Noé, Frank
Gomes, Carla P.
Aspuru-Guzik, Alán
Neklyudov, Kirill
author_facet Du, Yuanqi
Plainer, Michael
Brekelmans, Rob
Duan, Chenru
Noé, Frank
Gomes, Carla P.
Aspuru-Guzik, Alán
Neklyudov, Kirill
contents Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system of interest follows a Brownian motion with known drift, the question of conditioning the process to reach a given endpoint or desired rare event is definitively answered by Doob's h-transform. However, the naive estimation of this transform is infeasible, as it requires simulating sufficiently many forward trajectories to estimate rare event probabilities. In this work, we propose a variational formulation of Doob's h-transform as an optimization problem over trajectories between a given initial point and the desired ending point. To solve this optimization, we propose a simulation-free training objective with a model parameterization that imposes the desired boundary conditions by design. Our approach significantly reduces the search space over trajectories and avoids expensive trajectory simulation and inefficient importance sampling estimators which are required in existing methods. We demonstrate the ability of our method to find feasible transition paths on real-world molecular simulation and protein folding tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2410_07974
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Doob's Lagrangian: A Sample-Efficient Variational Approach to Transition Path Sampling
Du, Yuanqi
Plainer, Michael
Brekelmans, Rob
Duan, Chenru
Noé, Frank
Gomes, Carla P.
Aspuru-Guzik, Alán
Neklyudov, Kirill
Machine Learning
Artificial Intelligence
Biological Physics
Chemical Physics
Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system of interest follows a Brownian motion with known drift, the question of conditioning the process to reach a given endpoint or desired rare event is definitively answered by Doob's h-transform. However, the naive estimation of this transform is infeasible, as it requires simulating sufficiently many forward trajectories to estimate rare event probabilities. In this work, we propose a variational formulation of Doob's h-transform as an optimization problem over trajectories between a given initial point and the desired ending point. To solve this optimization, we propose a simulation-free training objective with a model parameterization that imposes the desired boundary conditions by design. Our approach significantly reduces the search space over trajectories and avoids expensive trajectory simulation and inefficient importance sampling estimators which are required in existing methods. We demonstrate the ability of our method to find feasible transition paths on real-world molecular simulation and protein folding tasks.
title Doob's Lagrangian: A Sample-Efficient Variational Approach to Transition Path Sampling
topic Machine Learning
Artificial Intelligence
Biological Physics
Chemical Physics
url https://arxiv.org/abs/2410.07974