用表格基础模型实现低仿真成本的高效贝叶斯推断
Effortless, Simulation-Efficient Bayesian Inference using Tabular Foundation Models

- 直接复用预训练表格模型作为条件密度估计器
- 相同精度下仿真次数减少数十至数百倍
- 无需调参,适合科学计算中的复杂逆问题
基于仿真的推断(SBI)通过在模拟数据上训练神经网络,实现对观测数据的快速后验推断。本文提出NPE-PFN方法,利用最近的表格基础模型(如TabPFN)作为预训练的自回归条件密度估计器,实现无需训练的贝叶斯推断。该方法在基准任务和两个复杂科学逆问题中达到与现有方法相当的精度,但仿真效率显著提升,某些情况下所需仿真次数减少一个数量级。NPE-PFN无需选择或训练推理网络,也无须超参数调优,对模型误设具有更强鲁棒性,并可扩展至超出TabPFN上下文长度限制的仿真预算。该方法为无需训练、通用性强的高效推断提供了新方向。
原文摘要 · Abstract (English)
Simulation-based inference (SBI) offers a flexible and general approach to performing Bayesian inference: In SBI, a neural network is trained on synthetic data simulated from a model and used to rapidly infer posterior distributions for observed data. A key goal for SBI is to achieve accurate inference with as few simulations as possible, especially for expensive simulators. In this work, we address this challenge by repurposing recent probabilistic foundation models for tabular data: We show how tabular foundation models -- specifically TabPFN -- can be used as pre-trained autoregressive conditional density estimators for SBI. We propose Neural Posterior Estimation with Prior-data Fitted Networks (NPE-PFN) and show that it is competitive with current SBI approaches in terms of accuracy for both benchmark tasks and two complex scientific inverse problems. Crucially, it often substantially outperforms them in terms of simulation efficiency, sometimes requiring orders of magnitude fewer simulations. NPE-PFN eliminates the need for inference network selection, training, and hyperparameter tuning. We also show that it exhibits superior robustness to model misspecification and can be scaled to simulation budgets that exceed the context size limit of TabPFN. NPE-PFN provides a new direction for SBI, where training-free, general-purpose inference models offer efficient, easy-to-use, and flexible solutions for a wide range of stochastic inverse problems.
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