用神经算子框架提升贝叶斯推断精度与效率,兼容多种模型。
BI-EqNO: Generalized Approximate Bayesian Inference with an Equivariant Neural Operator Framework
- 基于等变神经算子构建可数据驱动训练的贝叶斯推断框架
- 在回归与序列同化任务中均优于传统方法,小样本下表现更优
- 适合需要高效、灵活贝叶斯建模的研究者,尤其关注不确定性量化
贝叶斯推断提供了一种基于新数据更新先验信念的稳健框架,但精确推断常因计算成本过高而不可行,需依赖近似方法。尽管广泛应用,这些方法在估计边缘似然时仍不准确,主要受限于高斯过程等确定性模型的刚性函数结构,以及集合卡尔曼法等随机模型在小样本下的局限性。本文提出 BI-EqNO,一种用于广义近似贝叶斯推断的等变神经算子框架,旨在提升确定性与随机方法的表现。该框架通过数据驱动训练将先验转化为条件于观测数据的后验分布,具有灵活性,支持任意离散化和不同数量观测。关键优势包括:(1)先验与后验表示间的排列等变性;(2)对观测数据的排列不变性。我们在两个场景中验证其有效性:(1)作为广义高斯过程(gGP)用于回归;(2)作为集合神经滤波器(EnNF)用于序列数据同化。结果表明,gGP 在协方差函数表征上更具灵活性,优于传统高斯过程;EnNF 在小集合设置下超越集合卡尔曼滤波器,并具备整合多个滤波器的能力,实现“超集”同化性能。本研究凸显了 BI-EqNO 的通用性与有效性,通过数据驱动训练提升贝叶斯推断性能的同时降低计算开销。
原文摘要 · Abstract (English)
Bayesian inference offers a robust framework for updating prior beliefs based on new data using Bayes' theorem, but exact inference is often computationally infeasible, necessitating approximate methods. Though widely used, these methods struggle to estimate marginal likelihoods accurately, particularly due to the rigid functional structures of deterministic models like Gaussian processes and the limitations of small sample sizes in stochastic models like the ensemble Kalman method. In this work, we introduce BI-EqNO, an equivariant neural operator framework for generalized approximate Bayesian inference, designed to enhance both deterministic and stochastic approaches. BI-EqNO transforms priors into posteriors conditioned on observation data through data-driven training. The framework is flexible, supporting diverse prior and posterior representations with arbitrary discretizations and varying numbers of observations. Crucially, BI-EqNO's architecture ensures (1) permutation equivariance between prior and posterior representations, and (2) permutation invariance with respect to observational data. We demonstrate BI-EqNO's utility through two examples: (1) as a generalized Gaussian process (gGP) for regression, and (2) as an ensemble neural filter (EnNF) for sequential data assimilation. Results show that gGP outperforms traditional Gaussian processes by offering a more flexible representation of covariance functions. Additionally, EnNF not only outperforms the ensemble Kalman filter in small-ensemble settings but also has the potential to function as a "super" ensemble filter, capable of representing and integrating multiple ensemble filters for enhanced assimilation performance. This study highlights BI-EqNO's versatility and effectiveness, improving Bayesian inference through data-driven training while reducing computational costs across various applications.
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