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arXiv 2402.18337cs.LGcs.CV
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使用条件归一化流的概率贝叶斯最优实验设计

Probabilistic Bayesian optimal experimental design using conditional normalizing flows

Georgia Institute of Technology(佐治亚理工学院)

Rafael Orozco, Felix J. Herrmann, Peng Chen

AI总结:

针对高维二元贝叶斯最优实验设计的计算与非凸难题,提出联合训练条件归一化流并以Bernoulli分布概率优化设计的方法,并在高维MRI采集任务中验证。

摘要:

贝叶斯最优实验设计(OED)旨在预算约束下开展信息量最大的实验,以便在贝叶斯框架中根据实验数据将关于系统的先验知识更新为后验。此类问题在计算上具有挑战性,原因包括:(1)对某种最优性准则的昂贵且重复的评估,而该准则通常涉及对系统参数和实验数据的双重积分;(2)当系统参数和设计变量为高维时会遭遇维数灾难;(3)如果设计变量是二元的,优化将是组合性且高度非凸的,往往导致不鲁棒的设计。为使贝叶斯OED问题的求解在实际应用中高效、可扩展且鲁棒,我们提出一种新颖的联合优化方法。该方法同时执行:(1)训练可扩展的条件归一化流(CNF),以高效最大化联合学习的实验设计的期望信息增益(EIG);(2)用Bernoulli分布优化二元实验设计的概率化表述。我们在一个实际MRI数据采集问题上验证了所提方法的性能;该问题是最具挑战性的贝叶斯OED问题之一,具有高图像分辨率下的高维(320 × 320)参数、高维(640 × 386)观测,以及用于选择最具信息量观测的二元掩码设计。

英文摘要:

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such problems are computationally challenging because of (1) expensive and repeated evaluation of some optimality criterion that typically involves a double integration with respect to both the system parameters and the experimental data, (2) suffering from the curse-of-dimensionality when the system parameters and design variables are high-dimensional, (3) the optimization is combinatorial and highly non-convex if the design variables are binary, often leading to non-robust designs. To make the solution of the Bayesian OED problem efficient, scalable, and robust for practical applications, we propose a novel joint optimization approach. This approach performs simultaneous (1) training of a scalable conditional normalizing flow (CNF) to efficiently maximize the expected information gain (EIG) of a jointly learned experimental design (2) optimization of a probabilistic formulation of the binary experimental design with a Bernoulli distribution. We demonstrate the performance of our proposed method for a practical MRI data acquisition problem, one of the most challenging Bayesian OED problems that has high-dimensional (320 $\times$ 320) parameters at high image resolution, high-dimensional (640 $\times$ 386) observations, and binary mask designs to select the most informative observations.

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