arXiv:2410.19105stat.MLcs.AI2024-10被引 6

用条件扩散模型提升神经后验估计的稳定性和精度

Conditional diffusions for amortized neural posterior estimation

  • 采用条件扩散模型结合高容量摘要网络进行后验估计
  • 在多个基准任务中实现更优准确率和更快训练速度
  • 适合需要高效可靠贝叶斯推断的研究者

神经后验估计(NPE)是一种基于模拟的贝叶斯推断方法,已在复杂后验分布近似中取得显著成功。现有NPE方法多依赖归一化流,通过组合多个简单可逆变换来逼近分布,但这类模型存在训练不稳定、表达能力与计算成本间权衡尖锐等问题。本文展示条件扩散模型结合高容量摘要网络在摊销式NPE中的有效性。条件扩散缓解了流模型的多项挑战。实验结果表明,在多种多样化的NPE基准问题上,扩散模型展现出更好的训练稳定性、更高的精度和更快的训练速度,即使使用更简单、更浅层的模型亦然。我们进一步验证这些优势在不同摘要网络架构下均持续存在。代码已公开于 https://github.com/TianyuCodings/cDiff。

原文摘要 · Abstract (English)

Neural posterior estimation (NPE), a simulation-based computational approach for Bayesian inference, has shown great success in approximating complex posterior distributions. Existing NPE methods typically rely on normalizing flows, which approximate a distribution by composing many simple, invertible transformations. But flow-based models, while state of the art for NPE, are known to suffer from several limitations, including training instability and sharp trade-offs between representational power and computational cost. In this work, we demonstrate the effectiveness of conditional diffusions coupled with high-capacity summary networks for amortized NPE. Conditional diffusions address many of the challenges faced by flow-based methods. Our results show that, across a highly varied suite of benchmarking problems for NPE architectures, diffusions offer improved stability, superior accuracy, and faster training times, even with simpler, shallower models. Building on prior work on diffusions for NPE, we show that these gains persist across a variety of different summary network architectures. Code is available at https://github.com/TianyuCodings/cDiff.

扩散模型贝叶斯推断后验估计

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。