Accelerated Monte Carlo simulations with restricted Boltzmann machines

Abstract

Despite their exceptional flexibility and popularity, Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and techniques from the machine learning community. We fit the unnormalized probability of the physical model to a feed-forward neural network and reinterpret the architecture as a restricted Boltzmann machine. Then, exploiting its feature detection ability, we utilize the restricted Boltzmann machine to propose efficient Monte Carlo updates to speed up the simulation of the original physical system. We implement these ideas for the Falicov-Kimball model and demonstrate an improved acceptance ratio and autocorrelation time near the phase transition point.