ALINE统一优化数据采集与贝叶斯推断,实现快速精准决策。
ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition

- 用强化学习训练变压器模型,自估计信息增益指导采样。
- 在回归、实验设计和心理测量任务中均实现高效准确推断。
- 可定向优化特定参数或预测目标,适合动态决策场景。
许多关键应用,如自主科学发现和个性化医疗,需要系统既能战略性地获取最有信息量的数据,又能基于这些数据即时完成推断。尽管贝叶斯推断的摊销方法和实验设计方法提供了部分解决方案,但在需要即时获取新数据并进行推断的通用复杂任务中,二者均非最优。为此,我们提出联合摊销贝叶斯推断与主动数据采集的框架ALINE。ALINE采用基于强化学习训练的变压器架构,其奖励函数由自身集成的推断组件提供的自估计信息增益决定。这使它能在查询高信息量数据点的同时,持续优化预测结果。此外,ALINE可选择性地将查询策略聚焦于特定模型参数子集或指定预测任务,以优化后验估计、数据预测或两者结合。在基于回归的主动学习、经典贝叶斯实验设计基准以及具有选择性参数的心理测量模型上的实证结果表明,ALINE实现了即时且精确的推断,同时高效选取了有信息量的数据点。
原文摘要 · Abstract (English)
Many critical applications, from autonomous scientific discovery to personalized medicine, demand systems that can both strategically acquire the most informative data and instantaneously perform inference based upon it. While amortized methods for Bayesian inference and experimental design offer part of the solution, neither approach is optimal in the most general and challenging task, where new data needs to be collected for instant inference. To tackle this issue, we introduce the Amortized Active Learning and Inference Engine (ALINE), a unified framework for amortized Bayesian inference and active data acquisition. ALINE leverages a transformer architecture trained via reinforcement learning with a reward based on self-estimated information gain provided by its own integrated inference component. This allows it to strategically query informative data points while simultaneously refining its predictions. Moreover, ALINE can selectively direct its querying strategy towards specific subsets of model parameters or designated predictive tasks, optimizing for posterior estimation, data prediction, or a mixture thereof. Empirical results on regression-based active learning, classical Bayesian experimental design benchmarks, and a psychometric model with selectively targeted parameters demonstrate that ALINE delivers both instant and accurate inference along with efficient selection of informative points.
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