{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/learning-rate-free-sampling-in-constrained","title":"Learning Rate Free Sampling in Constrained Domains","arxiv_id":"2305.14943","date":"2023-05-24","proceeding":null,"authors":["Louis Sharrock","Lester Mackey","Christopher Nemeth"],"abstract":"We introduce a suite of new particle-based algorithms for sampling in constrained domains which are entirely learning rate free. Our approach leverages coin betting ideas from convex optimisation, and the viewpoint of constrained sampling as a mirrored optimisation problem on the space of probability measures. Based on this viewpoint, we also introduce a unifying framework for several existing constrained sampling algorithms, including mirrored Langevin dynamics and mirrored Stein variational gradient descent. We demonstrate the performance of our algorithms on a range of numerical examples, including sampling from targets on the simplex, sampling with fairness constraints, and constrained sampling problems in post-selection inference. Our results indicate that our algorithms achieve competitive performance with existing constrained sampling methods, without the need to tune any hyperparameters.","url_abs":"https://arxiv.org/abs/2305.14943v3","url_pdf":"https://arxiv.org/pdf/2305.14943v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"learning-rate-free-sampling-in-constrained","repo_url":"https://github.com/louissharrock/constrained-coin-sampling","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"fairness","task_name":"Fairness"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2305.14943","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}