论文标题

Gatsbi:基于模拟推理的生成对抗训练

GATSBI: Generative Adversarial Training for Simulation-Based Inference

论文作者

Ramesh, Poornima, Lueckmann, Jan-Matthis, Boelts, Jan, Tejero-Cantero, Álvaro, Greenberg, David S., Gonçalves, Pedro J., Macke, Jakob H.

论文摘要

基于仿真的推理(SBI)是指我们可以生成样品但不能计算可能性的随机模型上的统计推断。像SBI算法一样,生成对抗网络(GAN)不需要明确的可能性。我们研究了SBI和GAN之间的关系,并引入了Gatsbi,这是SBI的对抗性方法。 Gatsbi在对抗性环境中重新制定了变异目标,以学习隐式后验分布。用Gatsbi推断在观测值之间摊销,在高维后空间中起作用,并支持隐式先验。我们在两个SBI基准问题和两个高维模拟器上评估了Gatsbi。在浅水体表面的波传播模型上,我们表明,即使在高维度中,Gatsbi也可以返回经过良好的后验估计值。在相机光学元件的模型上,它会在具有隐式之前的高维后验,并且比最新的SBI方法更好。我们还展示了如何扩展Gatsbi以执行顺序的后验估计以关注单个观察结果。总体而言,Gatsbi为利用GAN的进步开辟了机会,以对基于高维模拟的模型进行贝叶斯推断。

Simulation-based inference (SBI) refers to statistical inference on stochastic models for which we can generate samples, but not compute likelihoods. Like SBI algorithms, generative adversarial networks (GANs) do not require explicit likelihoods. We study the relationship between SBI and GANs, and introduce GATSBI, an adversarial approach to SBI. GATSBI reformulates the variational objective in an adversarial setting to learn implicit posterior distributions. Inference with GATSBI is amortised across observations, works in high-dimensional posterior spaces and supports implicit priors. We evaluate GATSBI on two SBI benchmark problems and on two high-dimensional simulators. On a model for wave propagation on the surface of a shallow water body, we show that GATSBI can return well-calibrated posterior estimates even in high dimensions. On a model of camera optics, it infers a high-dimensional posterior given an implicit prior, and performs better than a state-of-the-art SBI approach. We also show how GATSBI can be extended to perform sequential posterior estimation to focus on individual observations. Overall, GATSBI opens up opportunities for leveraging advances in GANs to perform Bayesian inference on high-dimensional simulation-based models.

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