提出NeVI-Cut方法,高效准确实现不确定传播中的反馈切断。
Neural variational inference for cutting feedback during uncertainty propagation
- 用神经网络和归一化流直接利用上游采样结果,无需上游数据或模型。
- 在真实数据上比传统方法快数倍,精度显著优于参数化变分方法。
- 理论保证逼近任意切断后验,适用于模块化科学分析场景。
在许多科学应用中,需要将前期(上游)分析的不确定性传递到后续(下游)贝叶斯分析中,且不允许可逆信息流动。切断反馈方法(即cut-Bayes)通过构建切断后验分布来实现此目的。传统嵌套MCMC方法计算成本高,而现有变分推断(VI)cut-Bayes方法需两个变分近似,并依赖上游数据与模型。本文提出NeVI-Cut:一种基于神经网络的可证明准确、模块化的变分推断方法,直接使用上游分析生成的样本,无需访问上游数据或模型。这既保持了分析的模块性,又通过避免对上游模型的变分近似降低了误差。我们采用归一化流定义下游参数的条件变分族,以所有上游样本上的蒙特卡洛平均损失为优化目标,求解条件切断后验的变分解。我们提供了理论保证,证明该估计能逼近任意切断后验。结果在固定数据框架下成立,给出了实际变分解的收敛速率,量化了神经架构丰富度与目标切断后验复杂度对近似质量的影响。过程中,我们建立了条件归一化流在均匀KL散度下的新逼近率结果。模拟研究与两项真实数据分析表明,NeVI-Cut相比传统切断反馈方法有显著计算优势,且精度远超参数化变分方法。
原文摘要 · Abstract (English)
In many scientific applications, uncertainty of estimates from an earlier (upstream) analysis needs to be propagated in subsequent (downstream) Bayesian analysis, without feedback. Cutting feedback methods, also termed cut-Bayes, achieve this by constructing a cut-posterior distribution that prevents backward information flow. Cutting feedback like nested MCMC is computationally challenging while variational inference (VI) cut-Bayes methods need two variational approximations and require access to the upstream data and model. In this manuscript we propose, NeVI-Cut, a provably accurate and modular neural network-based variational inference method for cutting feedback. We directly utilize samples from the upstream analysis without requiring access to the upstream data or model. This simultaneously preserves modularity of analysis and reduces approximation errors by avoiding a variational approximation for the upstream model. We then use normalizing flows to specify the conditional variational family for the downstream parameters and estimate the conditional cut-posterior as a variational solution of Monte Carlo average loss over all the upstream samples. We provide theoretical guarantees on the NeVI-Cut estimate to approximate any cut-posterior. Our results are in a fixed-data regime and provide convergence rates of the actual variational solution, quantifying how richness of the neural architecture and the complexity of the target cut-posterior dictate the approximation quality. In the process, we establish new results on uniform Kullback-Leibler approximation rates of conditional normalizing flows. Simulation studies and two real-world analyses illustrate how NeVI-Cut achieves significant computational gains over traditional cutting feedback methods and is considerably more accurate than parametric variational cut approaches.
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