arXiv:2411.17337cs.LG2024-11被引 58

让复杂模拟器的参数反推更简单,无需似然函数也能高效推理。

sbi reloaded: a toolkit for simulation-based inference workflows

  • 用神经网络替代似然函数,实现无需梯度的贝叶斯推断。
  • 支持多观察值快速推理,一次训练可复用多次,大幅节省计算资源。
  • 适合科研与工程中黑箱模拟器的参数校准,尤其适合无解析似然场景。

科学家和工程师常使用模拟器来建模实际观测现象。然而,调整模拟器参数使其输出匹配真实数据是一项重大挑战。仿真基础推断(SBI)通过贝叶斯方法解决该问题,可在不需似然函数评估的情况下识别与观测数据一致且符合先验知识的参数。与传统贝叶斯推断不同,SBI仅需模型生成的模拟数据,无需对模拟器求梯度,支持大规模并行模拟,并能对多个观测值进行无需额外模拟或训练的推理,实现推理过程的“摊销”。近年来,我们开发并维护了基于PyTorch的sbi工具包,实现了基于神经网络的多种先进SBI算法,涵盖广泛推断方法、神经网络架构、采样策略及诊断工具。sbi提供经过充分测试的默认设置,同时支持全流程自定义。整体上,sbi使科研与工程人员能够将前沿SBI方法应用于黑箱模拟器,为模拟结果与实证数据的精准对齐开辟新路径。

原文摘要 · Abstract (English)

Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, identifying parameters that match observed data and align with prior knowledge. Unlike traditional Bayesian inference, SBI only needs access to simulations from the model and does not require evaluations of the likelihood function. In addition, SBI algorithms do not require gradients through the simulator, allow for massive parallelization of simulations, and can perform inference for different observations without further simulations or training, thereby amortizing inference. Over the past years, we have developed, maintained, and extended sbi, a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks. The sbi toolkit implements a wide range of inference methods, neural network architectures, sampling methods, and diagnostic tools. In addition, it provides well-tested default settings, but also offers flexibility to fully customize every step of the simulation-based inference workflow. Taken together, the sbi toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators, opening up new possibilities for aligning simulations with empirically observed data.

仿真推断贝叶斯方法黑箱模拟PyTorch工具

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