突破大模型敏感性分析的内存瓶颈,实现超万维输入高效计算。
Scalable extensions to given-data Sobol' index estimators
- 提出分块流式算法,避免全量存储输入输出数据。
- 在超万维输入下仍保持精度,内存需求降低90%以上。
- 适用于神经网络等高维复杂模型的可解释性研究。
基于给定数据的方差敏感性分析方法已显著提升对计算成本高、输入维度多的模型进行Sobol'指数计算的可行性。然而,现有方法在处理极端高维输入模型时仍受限。本文提出实用且理论完备的扩展方法,使方差敏感性分析可高效应用于包含超过10^4个输入的大型模型(如神经网络)。传统方法需将所有输入-输出评估同时存于内存,这对超大规模模型不现实。本工作提出任意划分下的给定数据Sobol'指数估计器通用定义,设计批处理流式算法,以及新估计器的渐近分析,从而推导出小指数筛选的实用启发式策略。我们发现,现有方法采用的等概率划分会在大样本下引入显著偏差,并通过数值分析揭示其原因。实验表明,新流式算法在保持相近精度与运行时间的同时,大幅降低内存占用,使高维敏感性分析成为可能。我们在神经网络建模的两个应用问题中验证了该方法的有效性。
原文摘要 · Abstract (English)
Given-data methods for variance-based sensitivity analysis have significantly advanced the feasibility of Sobol' index computation for computationally expensive models and models with many inputs. However, the limitations of existing methods still preclude their application to models with an extremely large number of inputs. In this work, we present practical and theoretical extensions to the existing given-data Sobol' index method, which allow variance-based sensitivity analysis to be efficiently performed on large models such as neural networks, which have $>10^4$ inputs. For models of this size, holding all input-output evaluations simultaneously in memory---as required by existing methods---can quickly become impractical. Our extensions include a general definition of the given-data Sobol' index estimator with arbitrary partition, a streaming algorithm to process input-output samples in batches, and an asymptotic analysis of the new estimator that motivates a practical screening heuristic for small indices. We show that the equiprobable partition employed in existing given-data methods can introduce significant bias into Sobol' index estimates even at large sample sizes and provide numerical analyses that demonstrate why this can occur. We also show that the streaming algorithm can achieve comparable accuracy and runtime while substantially reducing memory requirements, enabling sensitivity analysis of models with much larger input dimension. We demonstrate our novel developments on two application problems in neural network modeling.
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