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arXiv 1702.01145stat.ML
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基于贝叶斯主动学习的科学实验后验估计查询

Query Efficient Posterior Estimation in Scientific Experiments via Bayesian Active Learning

Kirthevasan Kandasamy, Jeff Schneider, Barnabás Póczos

摘要:

在应用统计学研究的学科如天体统计学中,一个常见的问题是估计相关参数的后验分布。通常情况下,这种模型的可能性是通过昂贵的实验来计算的,比如宇宙的宇宙学模拟。在这些研究领域的一个紧迫的挑战是开发的方法,可以估计后几个可能性评估。在本文中,我们研究了在贝叶斯设置的可能性是昂贵的评估时,主动后验估计。用于后验估计的现有技术基于生成代表后验的样本。这种方法不考虑可能性评估方面的效率。为了提高查询效率,我们在主动回归框架中处理后验估计。我们提出了两个近视查询策略来选择在哪里评估的可能性,并使用高斯过程实现它们。通过一系列的合成和真实的例子上的实验,我们证明了我们的方法是显着更查询效率比现有的技术和后验估计的其他算法。

英文摘要:

A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments such as cosmological simulations of the universe. An urgent challenge in these research domains is to develop methods that can estimate the posterior with few likelihood evaluations. In this paper, we study active posterior estimation in a Bayesian setting when the likelihood is expensive to evaluate. Existing techniques for posterior estimation are based on generating samples representative of the posterior. Such methods do not consider efficiency in terms of likelihood evaluations. In order to be query efficient we treat posterior estimation in an active regression framework. We propose two myopic query strategies to choose where to evaluate the likelihood and implement them using Gaussian processes. Via experiments on a series of synthetic and real examples we demonstrate that our approach is significantly more query efficient than existing techniques and other heuristics for posterior estimation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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