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 work addresses the challenge of estimating high-dimensional committor functions by introducing Deep Adaptive Sampling on Rare Transition Paths (DASTR), which adaptively concentrates training data in transition regions using a data distribution $p_{V,q}(\boldsymbol{x}) \propto |\nabla q(\boldsymbol{x})|^2 e^{-\beta V(\boldsymbol{x})}$ and optionally a bias $V_{\text{bias}}$. A KRnet-based flow model approximates this distribution to generate effective transition-state samples, which are used to train a neural committor solver under a variational loss. To handle very high-dimensional problems, DASTR is extended to latent spaces via autoencoders, enabling sampling in latent CVs either directly or with umbrella sampling for physical validity. Numerical experiments on rugged Mueller potentials, standard Brownian motion, and alanine dipeptide demonstrate substantial accuracy and efficiency gains, with latent-variable strategies offering a practical path toward scalable, physics-aware rare-event learning.
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 to generate samples to capture the information of transitions effectively. In particular, we treat a non-negative function in the integrand of the loss functional as an unnormalized probability density function and approximate it with the deep generative model. The new samples from the deep generative model are located in the transition state region and fewer samples are located in the other region. This distribution provides effective samples for approximating the committor function and significantly improves the accuracy. We demonstrate the effectiveness of the proposed method through both simulations and realistic examples.
