论文标题
与神经建议无顺序的无可能推断
Sequential Likelihood-Free Inference with Neural Proposal
论文作者
论文摘要
没有可能评估的贝叶斯推论或无可能推断,它一直是模拟研究中的关键研究主题,用于获得现实世界中数据集上的定量验证模拟模型。由于可能的评估是无法访问的,因此以前的论文训练摊销的神经网络,以估计仿真的地面真相后验。培训网络并以连续方式累积数据集可以通过数量级来节省总模拟预算。在数据累积阶段,在总仿真预算的一部分中选择了新的仿真输入,以积累收集的数据集。由于模拟输入的集合几乎没有混合,因此该新累积的数据会退化,并且该退化的数据收集过程破坏了后推断。本文介绍了一种新的抽样方法,称为神经建议(NP),该方法可以解决偏见的数据收集,以保证I.I.D.采样。实验显示了采样器的性能提高,尤其是对于多模式后期的模拟。
Bayesian inference without the likelihood evaluation, or likelihood-free inference, has been a key research topic in simulation studies for gaining quantitatively validated simulation models on real-world datasets. As the likelihood evaluation is inaccessible, previous papers train the amortized neural network to estimate the ground-truth posterior for the simulation of interest. Training the network and accumulating the dataset alternatively in a sequential manner could save the total simulation budget by orders of magnitude. In the data accumulation phase, the new simulation inputs are chosen within a portion of the total simulation budget to accumulate upon the collected dataset. This newly accumulated data degenerates because the set of simulation inputs is hardly mixed, and this degenerated data collection process ruins the posterior inference. This paper introduces a new sampling approach, called Neural Proposal (NP), of the simulation input that resolves the biased data collection as it guarantees the i.i.d. sampling. The experiments show the improved performance of our sampler, especially for the simulations with multi-modal posteriors.