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arXiv 2210.14756cs.LGstat.ML
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基于模拟的推断中非归一化模型的最大似然学习

Maximum Likelihood Learning of Unnormalized Models for Simulation-Based Inference

University College London(伦敦大学学院);Université Grenoble Alpes(格勒诺布尔阿尔卑斯大学);CNRS(法国国家科学研究中心);Grenoble INP(格勒诺布尔理工学院);Deepmind(深度思维)

Pierre Glaser, Michael Arbel, Samo Hromadka, Arnaud Doucet, Arthur Gretton

AI总结:

本文提出两种基于条件能量基模型和KL损失最小化的合成似然方法,用于基于模拟的推断,在多个合成数据集及螃蟹幽门网络神经科学模型上以更低模拟预算取得优于现有方法的效果。

摘要:

我们针对基于模拟的推断(SBI)提出两种合成似然方法,用于在具备高保真模拟器时,从实验观测中进行摊销式或目标式推断。两种方法均学习似然的条件能量基模型(EBM),使用模拟器生成的合成数据,并以从提议分布中抽取的参数为条件。学习到的似然随后可与任意先验结合以获得后验估计,并可通过MCMC从中采样。我们的方法独特地结合了灵活的能量基模型与KL损失的最小化:这与其他合成似然方法形成对比,后者要么依赖归一化流,要么最小化基于分数的目标;这些选择存在已知缺陷。我们在一系列合成数据集上展示了两种方法的性质,并将其应用于螃蟹幽门网络的神经科学模型,在该模型中,我们的方法以一小部分模拟预算超越了现有技术。

英文摘要:

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a conditional energy-based model (EBM) of the likelihood using synthetic data generated by the simulator, conditioned on parameters drawn from a proposal distribution. The learned likelihood can then be combined with any prior to obtain a posterior estimate, from which samples can be drawn using MCMC. Our methods uniquely combine a flexible Energy-Based Model and the minimization of a KL loss: this is in contrast to other synthetic likelihood methods, which either rely on normalizing flows, or minimize score-based objectives; choices that come with known pitfalls. We demonstrate the properties of both methods on a range of synthetic datasets, and apply them to a neuroscience model of the pyloric network in the crab, where our method outperforms prior art for a fraction of the simulation budget.

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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