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arXiv 2502.02463stat.MLcs.LG
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分布变换器:通过实时先验适应实现快速近似贝叶斯推断

Distribution Transformers: Fast Approximate Bayesian Inference With On-The-Fly Prior Adaptation

Mind Foundry Ltd(Mind Foundry有限公司)

George Whittle, Juliusz Ziomek, Jacob Rawling, Maike A. Osborne

AI总结:

本文提出分布变换器,一种能够学习任意分布到分布映射的新型架构,通过实时先验适应实现快速近似贝叶斯推断,显著降低计算时间并达到与现有方法相当或更优的对数似然性能。

摘要:

尽管贝叶斯推断为在不确定性下的推理提供了原理性框架,但其广泛应用受到精确后验计算不可行的限制,需要使用近似推断。然而,现有方法通常计算成本高,或在先验变化时需要昂贵的重新训练,限制了其在如实时传感器融合等连续推断问题中的实用性。为了解决这些挑战,我们引入了分布变换器——一种新型架构,能够学习任意分布到分布的映射。我们的方法可以训练为将先验映射到对应的后验,条件于某些数据集——从而执行近似贝叶斯推断。我们的新型架构将先验分布表示为(通用近似)高斯混合模型(GMM),并将其实变为后验的GMM表示。GMM的组成部分通过自注意力机制相互关注,并通过交叉注意力机制与数据点相互作用。我们证明分布变换器在保持先验变化的灵活性的同时,显著减少了计算时间——从分钟到毫秒——并在序列推断、量子系统参数推断以及具有超先验的高斯过程预测后验推断等任务中实现了与现有近似推断方法相当或更优的对数似然性能。

英文摘要:

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However, existing methods are often computationally expensive, or demand costly retraining when priors change, limiting their utility, particularly in sequential inference problems such as real-time sensor fusion. To address these challenges, we introduce the Distribution Transformer -- a novel architecture that can learn arbitrary distribution-to-distribution mappings. Our method can be trained to map a prior to the corresponding posterior, conditioned on some dataset -- thus performing approximate Bayesian inference. Our novel architecture represents a prior distribution as a (universally-approximating) Gaussian Mixture Model (GMM), and transforms it into a GMM representation of the posterior. The components of the GMM attend to each other via self-attention, and to the datapoints via cross-attention. We demonstrate that Distribution Transformers both maintain flexibility to vary the prior, and significantly reduces computation times-from minutes to milliseconds-while achieving log-likelihood performance on par with or superior to existing approximate inference methods across tasks such as sequential inference, quantum system parameter inference, and Gaussian Process predictive posterior inference with hyperpriors.

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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