用对比学习压缩高维数据,加速物理系统参数估计。
Embed and Emulate: Contrastive representations for simulation-based inference
- 通过对比学习构建低维数据嵌入与快速模拟器
- 在洛伦兹96系统上实现更优的非可辨识参数估计
- 适合高维复杂系统且无需训练高维模拟器
科学建模与工程应用依赖参数估计方法来拟合物理模型并校准数值模拟。当缺乏解析统计模型和可计算似然时,现代基于模拟的推断(SBI)方法首先使用数值模拟器生成参数与模拟输出的数据集,再以此近似似然并估计给定观测数据下的系统参数。现有SBI方法采用机器学习模拟器以加速数据生成与参数估计,但在高维物理系统中仍面临训练高维模拟器的成本与复杂性挑战。本文提出嵌入与模拟(E&E):一种基于对比学习的新SBI方法,能高效处理高维数据与复杂多峰后验分布。E&E学习数据的低维潜在嵌入(即摘要统计量)及对应潜空间中的快速模拟器,从而在推断阶段无需运行昂贵的模拟或高维模拟器。我们通过合成实验展示所学潜在空间的理论性质,并在高维混沌的洛伦兹96系统上,针对一个现实的不可辨识参数估计任务,验证其性能优于现有方法。
原文摘要 · Abstract (English)
Scientific modeling and engineering applications rely heavily on parameter estimation methods to fit physical models and calibrate numerical simulations using real-world measurements. In the absence of analytic statistical models with tractable likelihoods, modern simulation-based inference (SBI) methods first use a numerical simulator to generate a dataset of parameters and simulated outputs. This dataset is then used to approximate the likelihood and estimate the system parameters given observation data. Several SBI methods employ machine learning emulators to accelerate data generation and parameter estimation. However, applying these approaches to high-dimensional physical systems remains challenging due to the cost and complexity of training high-dimensional emulators. This paper introduces Embed and Emulate (E&E): a new SBI method based on contrastive learning that efficiently handles high-dimensional data and complex, multimodal parameter posteriors. E&E learns a low-dimensional latent embedding of the data (i.e., a summary statistic) and a corresponding fast emulator in the latent space, eliminating the need to run expensive simulations or a high dimensional emulator during inference. We illustrate the theoretical properties of the learned latent space through a synthetic experiment and demonstrate superior performance over existing methods in a realistic, non-identifiable parameter estimation task using the high-dimensional, chaotic Lorenz 96 system.
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