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#LyX 2.3 created this file. For more info see http://www.lyx.org/
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\begin_document
\begin_header
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\begin_body
\begin_layout Title
Boltzmann Generators – Sampling Equilibrium States of Many-Body Systems
with Deep Learning
\end_layout
\begin_layout Author
Frank Noé
\end_layout
\begin_layout Address
FU Berlin, Department of Mathematics and Computer Science, Arnimallee 6,
14195 Berlin
\end_layout
\begin_layout Address
Rice University, Department of Chemistry, Houston, Texas 77005, United States
\end_layout
\begin_layout Author Email
frank.noe@fu-berlin.de
\end_layout
\begin_layout Author
Hao Wu
\end_layout
\begin_layout Address
FU Berlin, Department of Mathematics and Computer Science, Arnimallee 6,
14195 Berlin
\end_layout
\begin_layout Address
Tongji University, School of Mathematical Sciences, Shanghai, 200092, P.R.
China
\end_layout
\begin_layout Abstract
Computing equilibrium states in condensed-matter many-body systems, such
as solvated proteins, is a long-standing challenge.
Lacking methods for generating statistically independent equilibrium samples
directly, vast computational effort is invested for simulating these system
in small steps, e.g., using Molecular Dynamics.
Combining deep learning and statistical mechanics, we here develop Boltzmann
Generators, that are shown to generate statistically independent samples
of equilibrium states of representative condensed matter systems and complex
polymers.
Boltzmann Generators use neural networks to learn a coordinate transformation
of the complex configurational equilibrium distribution to a distribution
that can be easily sampled.
Accurate computation of free energy differences, and discovery of new system
states are demonstrated, providing a new statistical mechanics tool that
performs orders of magnitude faster than standard simulation methods.
\end_layout
\begin_layout Standard
Statistical mechanics is concerned with computing the average behavior of
many copies of a physical system based on models of its microscopic constituent
s and their interactions.
For example, what is the average magnetization in an Ising model of interacting
magnetic spins in an external field, or what is the probability of a protein
to be folded in an atomistic molecular model as a function of the temperature?
Under a wide range of conditions, the equilibrium probability of a microscopic
configuration
\begin_inset Formula $\mathbf{x}$
\end_inset
(setting of all spins, positions of all protein atoms, etc.) is proportional
to
\begin_inset Formula $\mathrm{e}^{-u(\mathbf{x})}$
\end_inset
, for example, the well-known Boltzmann distribution.
The dimensionless energy
\begin_inset Formula $u(\mathbf{x})$
\end_inset
contains the potential energy of the system, the temperature and optionally
other thermodynamic quantities (SI).
\end_layout
\begin_layout Standard
Except for simple model systems, we presently have no approach to directly
draw statistically independent samples
\begin_inset Formula $\mathbf{x}$
\end_inset
from Boltzmann-type distributions in order to compute statistics of the
system, such as free energy differences.
Therefore, one currently relies on trajectory methods, such as Markov-Chain
Monte Carlo (MCMC) or Molecular Dynamics (MD) simulations that make tiny
changes to
\begin_inset Formula $\mathbf{x}$
\end_inset
in each simulation step.
These methods sample from the Boltzmann distribution, but many simulation
steps are needed to produce a statistically independent sample.
This is because complex systems often have metastable (long-lived) phases
or states and the transitions between them are rare events – for example,
\begin_inset Formula $10^{9}-10^{15}$
\end_inset
MD simulation steps are needed to fold or unfold a protein.
As a result, MCMC and MD methods are extremely expensive and consume much
of the worldwide supercomputing resources.
In specific cases, where low-dimensional coordinates can be identified
that trace the rare event transitions, these can be sped up using enhanced
sampling methods
\begin_inset CommandInset citation
LatexCommand cite
key "Torrie_JCompPhys23_187,Grubmueller_PhysRevE52_2893,LaioParrinello_PNAS99_12562"
literal "false"
\end_inset
, but the computational effort remains enormous.
\end_layout
\begin_layout Standard
Here we set out to develop a
\begin_inset Quotes eld
\end_inset
Boltzmann Generator
\begin_inset Quotes erd
\end_inset
machine that is trained on a given energy function
\begin_inset Formula $u(\mathbf{x})$
\end_inset
and then produces statistically independent samples from
\begin_inset Formula $\mathrm{e}^{-u(\mathbf{x})}$
\end_inset
, circumventing the sampling problem.
At first sight, this enterprise seems hopeless for condensed-matter systems
and complex polymers (e.g., Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:particle_dimer"
plural "false"
caps "false"
noprefix "false"
\end_inset
a, Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:hydrocarbon"
plural "false"
caps "false"
noprefix "false"
\end_inset
k).
In these systems, particles with strong repulsive interactions are densely
packed in space, such that the number of low-energy configurations are
vanishingly few compared to the number of possible ways to place particles.
\end_layout
\begin_layout Standard
Key to the solution is combining the strengths of deep machine learning
\begin_inset CommandInset citation
LatexCommand cite
key "LeCunBengioHinton_DeepLearning_Nature05"
literal "false"
\end_inset
and statistical mechanics (Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
a): We train a deep invertible neural network, to learn a coordinate transformat
ion from
\begin_inset Formula $\mathbf{x}$
\end_inset
to a so-called
\begin_inset Quotes eld
\end_inset
latent
\begin_inset Quotes erd
\end_inset
representation
\begin_inset Formula $\mathbf{z}$
\end_inset
, in which sampling is easy and every sample can be back-transformed to
a configuration
\begin_inset Formula $\mathbf{x}$
\end_inset
with high Boltzmann probability.
We can improve the ability to find relevant parts of configuration space
by
\begin_inset Quotes eld
\end_inset
learning from example
\begin_inset Quotes erd
\end_inset
, where we feed the Boltzmann Generator not only with the potential energy
\begin_inset Formula $u(\mathbf{x})$
\end_inset
, but also relevant samples
\begin_inset Formula $\mathbf{x}$
\end_inset
, e.g., from the folded or unfolded state of a protein, but without knowing
the probabilities of these states.
Then we employ statistical mechanics which offers a rich set of tools to
generate the target distribution
\begin_inset Formula $\mathrm{e}^{-u(\mathbf{x})}$
\end_inset
when the proposal distribution is sufficiently similar.
\end_layout
\begin_layout Standard
This paper demonstrates that Boltzmann Generators can be trained to directly
generate independent samples of low-energy structures of condensed-matter
systems and complex polymer structures.
When the Boltzmann Generator is initialized with a few structures from
different metastable states, it can generate independent samples from these
states and can compute the free energy difference between them without
suffering from rare events.
We also demonstrate that the Boltzmann Generator has a chance of generating
new, previously unseen states.
Exploiting this property, an
\begin_inset Quotes eld
\end_inset
iterative discovery
\begin_inset Quotes erd
\end_inset
procedure is constructed in which the Boltzmann Generator gradually explores
the state space.
\end_layout
\begin_layout Standard
\begin_inset Note Note
status open
\begin_layout Plain Layout
\series bold
TODO
\series default
: say something about Neural renormalization group and Neural Hamiltonian
Monte Carlo.
\end_layout
\end_inset
\end_layout
\begin_layout Standard
\begin_inset Note Note
status open
\begin_layout Section
\series bold
Boltzmann Generators
\end_layout
\end_inset
\end_layout
\begin_layout Standard
Neural networks that can draw statistically independent samples from a desired
distribution are called directed generative networks
\begin_inset CommandInset citation
LatexCommand cite
key "GoodfellowEtAl_GANs,KingmaWelling_ICLR14_VAE"
literal "false"
\end_inset
.
Such generative networks have been demonstrated to draw photorealistic
images
\begin_inset CommandInset citation
LatexCommand cite
key "KarrasEtAl_ProgressiveGrowingGANs"
literal "false"
\end_inset
, to produce deceivingly realistic speech audio
\begin_inset CommandInset citation
LatexCommand cite
key "VanDenOord_WaveNet2"
literal "false"
\end_inset
, and even to sample formulae of chemical compounds with certain physico-chemica
l properties
\begin_inset CommandInset citation
LatexCommand cite
key "GomezBombarelli_ACSCentral_AutomaticDesignVAE"
literal "false"
\end_inset
.
In these domains, the exact target distribution is not known and the network
is
\begin_inset Quotes eld
\end_inset
trained by example
\begin_inset Quotes erd
\end_inset
using large databases of images, audio or molecules.
Here we are in the inverse situation, as we can compute the Boltzmann weight
of each generated sample
\begin_inset Formula $\mathbf{x}$
\end_inset
, but we do not have samples from the Boltzmann distribution
\emph on
a priori
\emph default
.
The idea of Boltzmann Generators is as follows:
\end_layout
\begin_layout Enumerate
We learn a neural network transformation
\begin_inset Formula $F_{zx}$
\end_inset
such that when sampling from a simple distribution in
\begin_inset Formula $\mathbf{z}$
\end_inset
, such as a Gaussian normal distribution,
\begin_inset Formula $F_{zx}(\mathbf{z})$
\end_inset
will provide a configuration
\begin_inset Formula $\mathbf{x}$
\end_inset
which has a high Boltzmann weight, i.e.
is coming from a distribution
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
that is similar to the target Boltzmann distribution (Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
).
\end_layout
\begin_layout Enumerate
To compute Boltzmann-weighted averages, we reweight the generated distribution
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
to the Boltzmann distribution
\begin_inset Formula $\mathrm{e}^{-u(\mathbf{x})}$
\end_inset
.
This can be achieved with various algorithms; here the simplest one is
used: assign the statistical weight
\begin_inset Formula $w(\mathbf{x})=\mathrm{e}^{-u(\mathbf{x})}/p_{X}(\mathbf{x})$
\end_inset
to every sample
\begin_inset Formula $\mathbf{x}$
\end_inset
and then compute desired statistics, such as free energy differences using
this weight.
\end_layout
\begin_layout Standard
\begin_inset Float figure
wide false
sideways false
status open
\begin_layout Plain Layout
\align center
\begin_inset Graphics
filename figs/Fig_Illustration_vertical.pdf
lyxscale 50
width 100col%
\end_inset
\end_layout
\begin_layout Plain Layout
\begin_inset Caption Standard
\begin_layout Plain Layout
\begin_inset CommandInset label
LatexCommand label
name "fig:illustration"
\end_inset
\series bold
Boltzmann Generators.
\series default
\series bold
a)
\series default
A Boltzmann Generator is trained by minimizing the difference between its
generated distribution and the desired Boltzmann distribution.
It is used by transforming samples from a simple (e.g., Gaussian) distribution
to generated configurations.
To compute thermodynamics, such as configurational free energies, the samples
must be reweighted to the Boltzmann distribution.
\series bold
b)
\series default
The Boltzmann Generator is composed of invertible neural network blocks.
Here, a volume-preserving block is shown as an example.
\begin_inset Note Note
status collapsed
\begin_layout Plain Layout
CC: Too much detail.
Put b-e in the SI.
\end_layout
\end_inset
\end_layout
\end_inset
\end_layout
\end_inset
\end_layout
\begin_layout Standard
For both, training and reweighting, it is important that we can compute
the probability
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
of generating a configuration
\begin_inset Formula $\mathbf{x}$
\end_inset
.
This can be achieved when
\begin_inset Formula $F_{zx}$
\end_inset
is an invertible transformation, for which we can compute
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
from the known
\begin_inset Formula $p_{Z}(\mathbf{z})$
\end_inset
(Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
, SI).
Invertible neural network transformations are similar to flows of a fluid
that transform the probability density from configuration space to latent
space, or backwards.
Here we consider invertible neural network blocks that are volume-preserving
(as in incompressible fluids)
\begin_inset CommandInset citation
LatexCommand cite
key "DinhDruegerBengio_NICE2015"
literal "false"
\end_inset
, and non-volume preserving (as in compressible fluids)
\begin_inset CommandInset citation
LatexCommand cite
key "DinhBengio_RealNVP"
literal "false"
\end_inset
(Suppl.
Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig_network-architecture"
plural "false"
caps "false"
noprefix "false"
\end_inset
b-e).
Invertibility is achieved by special neural network architectures (Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
b, Suppl.
Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig_network-architecture"
plural "false"
caps "false"
noprefix "false"
\end_inset
c,e; see SI for details).
Invertible blocks can be stacked in various configurations to form a deep
invertible neural network (Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
a, Suppl.
Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:illustration"
plural "false"
caps "false"
noprefix "false"
\end_inset
f).
At least one non-volume preserving layer must be included so that the network
is able to represent distributions with arbitrary
\begin_inset Quotes eld
\end_inset
widths
\begin_inset Quotes erd
\end_inset
, or entropies.
\end_layout
\begin_layout Standard
Boltzmann Generators are trained with a combination of two modes:
\emph on
training by energy
\emph default
and
\emph on
training by example
\emph default
.
Training by energy is the main principle behind Boltzmann Generators, and
proceeds as follows: We generate random vectors
\begin_inset Formula $\mathbf{z}$
\end_inset
sampled from a Gaussian distribution, and then transform them through the
neural network to proposal configurations,
\begin_inset Formula $\mathbf{x}=F_{zx}(\mathbf{z})$
\end_inset
.
In this way, the Boltzmann Generator will generate configurations from
a proposal distribution
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
, which, initially will be very different from the Boltzmann distribution,
and include structures with very high energies.
Next we compute the difference between the generated distribution
\begin_inset Formula $p_{X}(\mathbf{x})$
\end_inset
from
\begin_inset Formula $\mathrm{e}^{-u(\mathbf{x})}$
\end_inset
, which is – up to a constant – equal to the distribution we want to generate.
For Boltzmann Generators, a natural way to compute this difference is the
relative Entropy, also known as Kullback-Leibler (KL) divergence.
As derived in the SI, the KL divergence can be computed as the following
expectation value over samples
\begin_inset Formula $\mathbf{z}$
\end_inset
:
\begin_inset Formula
\begin{equation}
J_{KL}=\mathbb{E}_{\mathbf{z}}\left[u(F_{zx}(\mathbf{z}))-\log R_{zx}(\mathbf{z})\right]\label{eq:main_loss_KL}
\end{equation}
\end_inset
Here,
\begin_inset Formula $u_{X}(F_{zx}(\mathbf{z}))$
\end_inset
is the energy of the generated configuration.
\begin_inset Formula $R_{zx}$
\end_inset
measures how much the network scales the configuration space volume at
\begin_inset Formula $\mathbf{z}$
\end_inset
, and therefore equals one for volume-preserving network blocks, while it
can be easily computed for non-volume-preserving network blocks (SI).
In order to train the Boltzmann Generator, we approximate
\begin_inset Formula $J_{KL}$
\end_inset
using a few thousand samples, and then change the neural network parameters
so as to decrease
\begin_inset Formula $J_{KL}$
\end_inset
.
A few hundred or thousand such iterations are required to train the Boltzmann
Generator for the examples in this paper.
The resulting few million computations of the potential energy in Eq.
(
\begin_inset CommandInset ref
LatexCommand ref
reference "eq:main_loss_KL"
plural "false"
caps "false"
noprefix "false"
\end_inset
) are the main computational investment to train the Boltzmann Generator
and take several minutes for each system studied here.
\end_layout
\begin_layout Standard
As shown in the SI, minimizing the KL divergence (
\begin_inset CommandInset ref
LatexCommand ref
reference "eq:main_loss_KL"
plural "false"
caps "false"
noprefix "false"
\end_inset
) is equivalent to minimizing the free energy of the generated distribution:
The first term
\begin_inset Formula $\mathbb{E}\left[u(F_{zx}(\mathbf{z}))\right]$
\end_inset
is the mean potential energy, i.e.
the enthalpy of the system.
The second term
\begin_inset Formula $\mathbb{E}\left[\log R_{zx}(\mathbf{z})\right]$
\end_inset
can be shown to be equal to the entropic contribution to the free energy
at the chosen temperature, plus a constant factor.
The terms in (
\begin_inset CommandInset ref
LatexCommand ref
reference "eq:main_loss_KL"
plural "false"
caps "false"
noprefix "false"
\end_inset
) counter-play in an interesting way: the first term tries to minimize the
energy, and therefore trains the Boltzmann Generator to sample low-energy
structures.
The second term tries to maximize the entropy of the generated distribution,
and therefore prevents the Boltzmann Generator from the so-called mode-collapse
, i.e.
the repetitive sampling of a single minimum-energy configuration which
would minimize the first term.
\end_layout
\begin_layout Standard
Despite the entropy term in (
\begin_inset CommandInset ref
LatexCommand ref
reference "eq:main_loss_KL"
plural "false"
caps "false"
noprefix "false"
\end_inset
), training by energy alone is not sufficient as it tends to focus sampling
on the most stable metastable state (Suppl.
Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig_training_methods_NICER"
plural "false"
caps "false"
noprefix "false"
\end_inset
,
\begin_inset CommandInset ref
LatexCommand ref
reference "fig_training_methods_RealNVP"
plural "false"
caps "false"
noprefix "false"
\end_inset
).
We therefore additionally employ training by example, which is the standard
training method used in other machine learning applications.
In training by example, we initialize the Boltzmann Generator with some
\begin_inset Quotes eld
\end_inset
valid
\begin_inset Quotes erd
\end_inset
configurations
\begin_inset Formula $\mathbf{x}$
\end_inset
, e.g., from short initial MD simulations, and train it by feeding them through
\begin_inset Formula $F_{xz}$
\end_inset
and maximizing their likelihood in the Gaussian distribution
\begin_inset CommandInset citation
LatexCommand cite
key "DinhDruegerBengio_NICE2015"
literal "false"
\end_inset
.
Training by example is especially used in the early stages of training,
at it helps to train
\begin_inset Formula $F_{zx}$
\end_inset
to point to relevant parts of state space.
\end_layout
\begin_layout Standard
By combining training by energy and training by example, we can sample configura
tions that have high probabilities and low free energies.
However, sometimes we want to generate certain states with a low probability,
for example the transition states along a certain reaction coordinate (RC)
along which we want to compute the free energy profile.
Standard sampling methods, such as MD and MCMC, can be combined with Umbrella
Sampling
\begin_inset CommandInset citation
LatexCommand cite
key "Torrie_JCompPhys23_187"
literal "false"
\end_inset
, Metadynamics
\begin_inset CommandInset citation
LatexCommand cite
key "LaioParrinello_PNAS99_12562"
literal "false"
\end_inset
or Flooding
\begin_inset CommandInset citation
LatexCommand cite
key "LaioParrinello_PNAS99_12562,Grubmueller_PhysRevE52_2893"
literal "false"
\end_inset
in order to bias the sampled distribution to be more uniform along a chosen
RC.
For the same purpose, we introduce an RC loss that can optionally be used
to enhance the sampling of a Boltzmann Generator along a chosen RC (SI).
\end_layout
\begin_layout Standard
\begin_inset Note Note
status open
\begin_layout Section
\series bold
Results
\end_layout
\end_inset
\end_layout
\begin_layout Standard
We first illustrate Boltzmann Generators using a two-dimensional potential
that has two metastable states separated by a high energy barrier in
\begin_inset Formula $x_{1}$
\end_inset
-direction, while it is a harmonic oscillator in
\begin_inset Formula $x_{2}$
\end_inset
(Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:double_well"
plural "false"
caps "false"
noprefix "false"
\end_inset
a).
MD simulations stay in one metastable state for a long time before a rare
transition event occurs (Fig.
\begin_inset CommandInset ref
LatexCommand ref
reference "fig:double_well"
plural "false"