Gibbs Sampling the Posterior of Neural Networks

In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be sampled using an efficient Gibbs sampler. The Gibbs sampler attains similar performances as the state-of-the-art Monte Carlo Markov chain methods, such as the Hamiltonian Monte Carlo or the Metropolis adjusted Langevin algorithm, both on real and synthetic data. By framing our analysis in the teacher-student setting, we introduce a thermalization criterion that allows us to detect when an algorithm, when run on data with synthetic labels, fails to sample from the posterior. The criterion is based on the fact that in the teacher-student setting we can initialize an algorithm directly at equilibrium.

The planted XY model: thermodynamics and inference

In this paper we study a fully connected planted spin glass named the planted XY model. Motivation for studying this system comes both from the spin glass field and the one of statistical inference where it models the angular synchronization problem. We derive the replica symmetric (RS) phase diagram in the temperature, ferromagnetic bias plane using the approximate message passing (AMP) algorithm and its state evolution (SE). While the RS predictions are exact on the Nishimori line (i.e. when the temperature is matched to the ferromagnetic bias), they become inaccurate when the parameters are mismatched, giving rise to a spin glass phase where AMP is not able to converge. To overcome the defects of the RS approximation we carry out a one-step replica symmetry breaking (1RSB) analysis based on the approximate survey propagation (ASP) algorithm. Exploiting the state evolution of ASP, we count the number of metastable states in the measure, derive the 1RSB free entropy and find the behavior of the Parisi parameter throughout the spin glass phase.