arXiv:2411.05899cs.LG2024-11NeurIPS被引 7

用流式方法实现离散空间贝叶斯推断,无需重训练模型。

Streaming Bayes GFlowNets

论文配图:Streaming Bayes GFlowNets
图 1 · 摘自论文原文
  • 基于GFlowNets构建可增量更新的贝叶斯推断框架
  • 在连续数据流中保持高效采样,速度远超反复重训练
  • 适合需实时更新的离散参数推断任务,如偏好学习

贝叶斯规则天然支持流式推理,在新数据到达时无需从头计算后验分布。理论上,只需将当前后验作为下一阶段的先验即可。但实践中需解决两个问题:一是在每一步近似不可解析的后验;二是妥善封装结果以支持后验传播。连续空间中变分推断(VI)因可扩展性和可处理性而适用;但在离散空间中,现有最优VI导致解析不可解的近似,不适用于流式场景。为此,本文提出流式贝叶斯GFlowNets(SB-GFlowNets),利用近期提出的GFlowNets——一种用于离散组合对象的强大可摊销采样器。具体地,初始后验由标准GFlowNet近似,后续仅需新观测数据即可更新。在线性偏好学习与系统发育推断的案例研究中,验证了SB-GFlowNets在未归一化后验流式采样中的有效性。实验表明,其显著快于反复从头训练GFlowNet以获取全后验采样。

原文摘要 · Abstract (English)

Bayes' rule naturally allows for inference refinement in a streaming fashion, without the need to recompute posteriors from scratch whenever new data arrives. In principle, Bayesian streaming is straightforward: we update our prior with the available data and use the resulting posterior as a prior when processing the next data chunk. In practice, however, this recipe entails i) approximating an intractable posterior at each time step; and ii) encapsulating results appropriately to allow for posterior propagation. For continuous state spaces, variational inference (VI) is particularly convenient due to its scalability and the tractability of variational posteriors. For discrete state spaces, however, state-of-the-art VI results in analytically intractable approximations that are ill-suited for streaming settings. To enable streaming Bayesian inference over discrete parameter spaces, we propose streaming Bayes GFlowNets (abbreviated as SB-GFlowNets) by leveraging the recently proposed GFlowNets -- a powerful class of amortized samplers for discrete compositional objects. Notably, SB-GFlowNet approximates the initial posterior using a standard GFlowNet and subsequently updates it using a tailored procedure that requires only the newly observed data. Our case studies in linear preference learning and phylogenetic inference showcase the effectiveness of SB-GFlowNets in sampling from an unnormalized posterior in a streaming setting. As expected, we also observe that SB-GFlowNets is significantly faster than repeatedly training a GFlowNet from scratch to sample from the full posterior.

贝叶斯推断流式学习GFlowNets

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