用主动学习提升模拟推断的样本效率,降低计算成本。
Active Sequential Posterior Estimation for Sample-Efficient Simulation-Based Inference
- 在推断循环中引入主动学习,动态选择最有价值的参数样本
- 在真实交通网络上以更少样本达到更高精度,优于主流方法
- 适用于高维复杂模拟器,特别适合资源密集型场景
计算机模拟长期以来为理解复杂现实过程提供了重要可能。尽管现代计算能力强大,但在模拟模型下系统性地进行推断仍具挑战性,催生了基于模拟的推断(SBI)这一类机器学习驱动的技术,用于处理具有随机模拟器的逆问题。然而,许多现有方法需要大量模拟样本,在高维场景下难以扩展,使得在资源密集型模拟器上进行推断变得不可行。为此,本文提出主动序列神经后验估计(ASNPE),将主动学习机制融入推断流程,评估不同参数候选对概率模型的效用。该获取策略可轻松集成到现有后验估计流程中,实现更高的样本效率且计算开销低。我们在交通需求校准这一典型高维逆问题中验证了该方法的有效性,该任务通常依赖计算成本高昂的交通模拟器。实验表明,该方法在大规模真实交通网络上优于调优后的基准和最先进的后验估计方法,并在一系列SBI基准环境上展现出对非主动方法的优势。
原文摘要 · Abstract (English)
Computer simulations have long presented the exciting possibility of scientific insight into complex real-world processes. Despite the power of modern computing, however, it remains challenging to systematically perform inference under simulation models. This has led to the rise of simulation-based inference (SBI), a class of machine learning-enabled techniques for approaching inverse problems with stochastic simulators. Many such methods, however, require large numbers of simulation samples and face difficulty scaling to high-dimensional settings, often making inference prohibitive under resource-intensive simulators. To mitigate these drawbacks, we introduce active sequential neural posterior estimation (ASNPE). ASNPE brings an active learning scheme into the inference loop to estimate the utility of simulation parameter candidates to the underlying probabilistic model. The proposed acquisition scheme is easily integrated into existing posterior estimation pipelines, allowing for improved sample efficiency with low computational overhead. We further demonstrate the effectiveness of the proposed method in the travel demand calibration setting, a high-dimensional inverse problem commonly requiring computationally expensive traffic simulators. Our method outperforms well-tuned benchmarks and state-of-the-art posterior estimation methods on a large-scale real-world traffic network, as well as demonstrates a performance advantage over non-active counterparts on a suite of SBI benchmark environments.
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