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Record W4402427239 · doi:10.48550/arxiv.2408.06894

Exploring the generalizability of the optimal 0.234 acceptance rate in random-walk Metropolis and parallel tempering algorithms

2024· preprint· en· W4402427239 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenuearXiv (Cornell University) · 2024
Typepreprint
Languageen
FieldBiochemistry, Genetics and Molecular Biology
TopicDNA and Biological Computing
Canadian institutionsnot available
FundersGovernment of CanadaCanadian Institute for Advanced Research
KeywordsGeneralizability theoryRandom walkParallel temperingComputer scienceAlgorithmMathematicsArtificial intelligenceStatisticsMarkov chain Monte Carlo

Abstract

fetched live from OpenAlex

For random-walk Metropolis (RWM) and parallel tempering (PT) algorithms, an asymptotic acceptance rate of around 0.234 is known to be optimal in certain high-dimensional limits. However, its practical relevance is uncertain due to restrictive derivation conditions. We synthesise previous theoretical advances in extending the 0.234 acceptance rate to more general settings, and demonstrate its applicability with a comprehensive empirical simulation study on examples examining how acceptance rates affect Expected Squared Jumping Distance (ESJD). Our experiments show the optimality of the 0.234 acceptance rate for RWM is surprisingly robust even in lower dimensions across various non-spherically symmetric proposal distributions, multimodal target distributions that may not have an i.i.d. product density, and curved Rosenbrock target distributions with nonlinear correlation structure. Parallel tempering experiments also show that the idealized 0.234 spacing of inverse temperatures may be approximately optimal for low dimensions and non i.i.d. product target densities, and that constructing an inverse temperature ladder with spacings given by a swap acceptance of 0.234 is a viable strategy.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.323
Threshold uncertainty score0.570

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.003
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.107
GPT teacher head0.211
Teacher spread0.104 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it