Efficient Informed Proposals for Discrete Distributions via Newton’s Series Approximation

Abstract

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete distribution, which often does not exist or does not provide effective guidance. In this paper, we develop a gradient-like proposal for any discrete distribution without this strong requirement. Built upon a locally-balanced proposal, our method efficiently approximates the discrete likelihood ratio via Newton’s series expansion to enable a large and efficient exploration in discrete spaces. We show that our method can also be viewed as a multilinear extension, thus inheriting the desired properties. We prove that our method has a guaranteed convergence rate with or without the Metropolis-Hastings step. Furthermore, our method outperforms a number of popular alternatives in several different experiments, including the facility location problem, extractive text summarization, and image retrieval.