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arXiv 2101.04653stat.MLcs.LG
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基于仿真的推理基准测试

Benchmarking Simulation-Based Inference

University of Tübingen(图宾根大学);Technical University of Munich(慕尼黑工业大学);Helmholtz Centre Geesthacht(亥姆霍兹盖斯特哈赫特研究中心);Research Center caesar(凯撒研究中心);Max Planck Institute for Intelligent Systems, Tübingen(马克斯·普朗克智能系统研究所(图宾根))

Jan-Matthis Lueckmann, Jan Boelts, David S. Greenberg, Pedro J. Gonçalves, Jakob H. Macke

摘要:

概率建模的最新进展导致了大量的基于模拟的推理算法,不需要数值评估的可能性。然而,一个公共的基准与适当的性能指标,这种“无可能性”的算法一直缺乏。这使得很难比较算法并确定它们的优缺点。我们着手填补这一空白:我们提供了一个基准与推理任务和合适的性能指标,与算法的初步选择,包括最近的方法,采用神经网络和经典的近似贝叶斯计算方法。我们发现,性能指标的选择是至关重要的,即使是国家的最先进的算法有很大的改进空间,和序贯估计提高采样效率。基于神经网络的方法通常表现出更好的性能,但没有一致的最佳算法。我们提供了实用的建议,并强调了基准测试诊断问题和改进算法的潜力。结果可以在配套网站上进行交互式探索。所有代码都是开源的,因此可以贡献更多的基准任务和推理算法。

英文摘要:

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for such 'likelihood-free' algorithms has been lacking. This has made it difficult to compare algorithms and identify their strengths and weaknesses. We set out to fill this gap: We provide a benchmark with inference tasks and suitable performance metrics, with an initial selection of algorithms including recent approaches employing neural networks and classical Approximate Bayesian Computation methods. We found that the choice of performance metric is critical, that even state-of-the-art algorithms have substantial room for improvement, and that sequential estimation improves sample efficiency. Neural network-based approaches generally exhibit better performance, but there is no uniformly best algorithm. We provide practical advice and highlight the potential of the benchmark to diagnose problems and improve algorithms. The results can be explored interactively on a companion website. All code is open source, making it possible to contribute further benchmark tasks and inference algorithms.

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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