36
0

On the query complexity of sampling from non-log-concave distributions

Abstract

We study the problem of sampling from a dd-dimensional distribution with density p(x)ef(x)p(x)\propto e^{-f(x)}, which does not necessarily satisfy good isoperimetric conditions.Specifically, we show that for any L,ML,M satisfying LMd5LM\ge d\ge 5, ϵ(0,132)\epsilon\in \left(0,\frac{1}{32}\right), and any algorithm with query accesses to the value of f(x)f(x) and f(x)\nabla f(x), there exists an LL-log-smooth distribution with second moment at most MM such that the algorithm requires (LMdϵ)Ω(d)\left(\frac{LM}{d\epsilon}\right)^{\Omega(d)} queries to compute a sample whose distribution is within ϵ\epsilon in total variation distance to the target distribution. We complement the lower bound with an algorithm requiring (LMdϵ)O(d)\left(\frac{LM}{d\epsilon}\right)^{\mathcal O(d)} queries, thereby characterizing the tight (up to the constant in the exponent) query complexity for sampling from the family of non-log-concave distributions.Our results are in sharp contrast with the recent work of Huang et al. (COLT'24), where an algorithm with quasi-polynomial query complexity was proposed for sampling from a non-log-concave distribution when M=poly(d)M=\mathtt{poly}(d). Their algorithm works under the stronger condition that all distributions along the trajectory of the Ornstein-Uhlenbeck process, starting from the target distribution, are O(1)\mathcal O(1)-log-smooth. We investigate this condition and prove that it is strictly stronger than requiring the target distribution to be O(1)\mathcal O(1)-log-smooth. Additionally, we study this condition in the context of mixtures of Gaussians.Finally, we place our results within the broader theme of ``sampling versus optimization'', as studied in Ma et al. (PNAS'19). We show that for a wide range of parameters, sampling is strictly easier than optimization by a super-exponential factor in the dimension dd.

View on arXiv
@article{he2025_2502.06200,
  title={ On the query complexity of sampling from non-log-concave distributions },
  author={ Yuchen He and Chihao Zhang },
  journal={arXiv preprint arXiv:2502.06200},
  year={ 2025 }
}
Comments on this paper