Could some one tell me ... ?
ray%cs.su.oz.au@CARNEGIE.BITNET
ray%cs.su.oz.au at CARNEGIE.BITNET
Mon Sep 23 07:13:11 EDT 1991
I'll try to give a brief, intuitive, answer. For what might be a more
formal and satisfying answer, try:
van Laarhoven, P and Aarts, E "Simulated Annealing: Theory and Applications"
Reidel Publishing (and Kluwer), 1987.
Aarts, E, and Korst, J "Simulated Annealing and Boltzmann Machines",
Wiley, 1989.
> 1.What is the reason that the states of the k th unit Sk = 1 with
> probability
> 1
> Pk = -------------------
> 1+exp(-delta Ek/T)
>
> where delta Ek is the energy gap between the 1 and 0 states of the
> k th unit, T is a parameter which acts like the temperature
Its really only normal simulated annealing, in a slightly different form.
Suppose we explicitly used traditional simulated annealing instead to
determine the state of a unit. The energy of the s=0 state is E0=0, and the
energy of the s=1 state is E1=Ek. Suppose also, for simplicity, that Ek>0.
Now, since we must be in one state or the other:
P(s=0,n) + P(s=1,n) = 1
Where s=x indicates the state of the unit, and n is the iteration number.
At thermal equilibrium:
P(s=0,n) = P(s=0,n-1)
P(s=1,n) = P(s=1,n-1)
So we will drop the second component to the function, and simply write P(s=0)
and P(s=1).
You can only transfer from s=0 to s=1, and vice versa. Let the probabilty of
those transitions (given that you are already in the initial state) be
designated P(0->1) and P(1->0) respectively. Since Ek>0, if we find ourself
in the s=1 state, we will always immediately drop back to the s=0 state i.e.
P(1->0) = 1
If we're in the s=0 state, then:
P(0->1) = exp(-Ek/T)
i.e. the normal simulated annealing function. At equilibrium, P(s=1) equals
the probability of being in state s=0 at the previous iteration , and then
making a successful transition to s=1 i.e.:
P(s=1) = P(s=0) * P(0->1)
= (1 - P(s=1)) * exp(-delta Ek/T)
Rearranging the above equation gives - I think! - the Pk expression normally
used for the Boltzmann Machine.
> 2.Why this local decision rule ensures that in thermal equilibrium the
> relative probability of two global states is determined by their
> energy difference,and follows a Boltzmann distribution:
>
> Pa
> ---- = exp(-(Ea - Eb))/T
> Pb
>
> where Pa is the probability of being in the a th global state and
> Ea is the energy of that state.
It follows from noting that exp(x) * exp(y) = exp(x+y). Or, putting it
another way P(A->B)*P(B->C) = P(A->C).
> and how do we know that whether the system reaches thermal equilibrium
> or not?
There are formal ways of showing it. In practise, they're no help. The
answer is "Run the machine for a very long time." In a lot of cases, "a
very long time" is approximately equal to infinity, and this accounts for the
mediocre performance of the Boltzmann Machine.
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