用低成本模拟辅助高成本模拟,大幅减少计算量。
Multifidelity Simulation-based Inference for Computationally Expensive Simulators
- 融合高低精度模拟,通过迁移学习提升参数推断效率。
- 在神经网络后验估计中,高精度模拟次数减少100倍。
- 适合需要高效贝叶斯推断的科学建模与神经科学任务。
在众多科学领域中,随机模型是理解观测数据机制的重要工具。高保真度模型虽更准确,但其参数推断因模拟成本高昂而困难。本文提出一种多保真度神经后验估计方法,利用廉价的低保真模拟来加速高保真模拟的参数推断。该方法适用于非摊销和摊销两类神经后验估计,并引入基于预测不确定性的序列选择策略,自适应地挑选高保真模拟参数。在经典基准测试与神经科学任务中,相比现有方法,本方法将高保真模拟次数减少达两个数量级,且性能相当。该方法为在计算昂贵的模拟器上实现高效贝叶斯推断开辟了新路径。
原文摘要 · Abstract (English)
Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high accuracy) to the phenomena under study being often preferable. However, inferring parameters of high-fidelity models via simulation-based inference is challenging, especially when the simulator is computationally expensive. We introduce a multifidelity approach to neural posterior estimation that uses transfer learning to leverage inexpensive low-fidelity simulations to efficiently infer parameters of high-fidelity simulators. Our method applies the multifidelity scheme to both amortized and non-amortized neural posterior estimation. We further improve simulation efficiency by introducing a sequential variant that uses an acquisition function targeting the predictive uncertainty of the density estimator to adaptively select high-fidelity parameters. On established benchmark and neuroscience tasks, our approaches require up to two orders of magnitude fewer high-fidelity simulations than current methods, while showing comparable performance. Overall, our approaches open new opportunities to perform efficient Bayesian inference on computationally expensive simulators.
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