Estimating Committor Functions via Deep Adaptive Sampling on Rare Transition Paths
Yueyang Wang, Kejun Tang, Xili Wang, Xiaoliang Wan, Weiqing Ren, Chao, Yang

TL;DR
This paper introduces DASTR, a deep adaptive sampling framework utilizing generative models to efficiently generate transition state data, significantly improving neural network approximation of committor functions in high-dimensional molecular simulations.
Contribution
The paper proposes a novel deep adaptive sampling method using generative models to efficiently generate transition data for accurate committor function estimation.
Findings
DASTR improves sampling efficiency in transition regions.
Neural network approximation of committor functions is significantly enhanced.
Method demonstrates effectiveness in simulations and real-world examples.
Abstract
The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate the committor function has gained attention due to its potential for high-dimensional problems. Training neural networks to approximate the committor function needs to sample transition data from straightforward simulations of rare events, which is very inefficient. The scarcity of transition data makes it challenging to approximate the committor function. To address this problem, we propose an efficient framework to generate data points in the transition state region that helps train neural networks to approximate the committor function. We design a Deep Adaptive Sampling method for TRansition paths (DASTR), where deep generative models are employed…
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Taxonomy
TopicsStochastic processes and financial applications
MethodsSoftmax · Attention Is All You Need
