arXiv:2508.20614stat.MLcs.LG2025-08被引 5

用自一致性损失提升模型比较的准确性,尤其在模型错配时效果显著。

Improving the Accuracy of Amortized Model Comparison with Self-Consistency

  • 在无标签真实数据上加入自一致性损失,增强神经代理模型的鲁棒性。
  • 开放世界下,即使模型严重错配,自一致性训练仍可显著提升估计精度。
  • 适合需要快速准确比较多个模型的研究者,尤其在真实数据场景中。

近似贝叶斯模型比较(Amortized Bayesian Model Comparison, BMC)通过基于模拟的神经代理训练实现模型的快速概率排序。然而,当模拟模型存在偏差时,神经代理的准确性会下降,而这正是模型比较最需要的场景。我们评估了四种不同的近似BMC方法,并在传统模拟训练基础上,对未标记的真实数据引入自一致性(SC)损失,以改善分布偏移下的模型比较估计。通过一个人工案例和两个真实世界案例,我们将带有和不带SC训练的近似BMC估计器与解析解或桥接采样基准进行对比。在封闭世界(数据由候选模型之一生成)中,使用分类器的方法即便无SC训练也表现尚可,但受益最少。在开放世界(所有模型均错配)下,只要具备解析似然或代理似然在真实参数后验附近局部准确,即使模型严重错配,加入SC训练也能显著提升估计性能。文章最后给出近似BMC的实践建议和未来研究方向。

原文摘要 · Abstract (English)

Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the very case where model comparison is most needed. We evaluate four different amortized BMC methods. We supplement traditional simulation-based training of these methods with a \emph{self-consistency} (SC) loss on unlabeled real data to improve BMC estimates under distribution shifts. Using one artificial and two real-world case studies, we compare amortized BMC estimators with and without SC against analytic or bridge sampling benchmarks. In the \emph{closed-world} case (data is generated by one of the candidate models), BMC estimators using classifiers work acceptably well even without SC training. However, these methods also benefit the least from SC training. In the \emph{open-world} scenario (all models misspecified), SC training strongly improves BMC estimators when having access to analytic likelihoods, or when surrogate likelihoods are locally accurate near the true parameter posterior, even for severely misspecified models. We conclude with practical recommendations for amortized BMC and suggestions for future research.

模型比较贝叶斯推断自一致性神经代理

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