用自一致性训练提升模型比较的准确性,尤其在模型错误设定时更可靠。
Improving the Accuracy of Amortized Model Comparison with Self-Consistency
- 通过自一致性训练优化参数后验估计,增强模型比较鲁棒性
- 基于参数后验的方法比直接近似模型证据更稳定,误差更低
- 适合需在真实数据上进行可靠贝叶斯模型比较的研究者
折中贝叶斯推断(ABI)通过神经网络代理快速估算后验分布,但对模型误设极为敏感:当观测数据超出训练分布范围时,代理模型表现不可预测。这在多个模型比较场景中构成挑战,尤其是存在至少一个误设模型时。近期提出的自一致性(SC)方法可缓解此问题,且无需真实标签即可应用于实测数据。本文从四种不同角度探讨了SC如何改进折中模型比较。在两个合成和两个真实案例研究中,我们发现基于近似参数后验估计边缘似然的方法始终优于直接近似模型证据或后验模型概率的方法。当似然函数可用时,SC训练显著提升鲁棒性,即使在严重模型误设下仍有效。而对于无法获得解析似然的方法,SC的增益有限且不一致。结果表明:在折中贝叶斯模型比较中,应优先使用基于参数后验的方法,并在真实数据上采用SC训练以缓解外推偏差。
原文摘要 · Abstract (English)
Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification: when observed data fall outside the training distribution (generative scope of the statistical models), neural surrogates can behave unpredictably. This makes it a challenge in a model comparison setting, where multiple statistical models are considered, of which at least some are misspecified. Recent work on self-consistency (SC) provides a promising remedy to this issue, accessible even for empirical data (without ground-truth labels). In this work, we investigate how SC can improve amortized model comparison conceptualized in four different ways. Across two synthetic and two real-world case studies, we find that approaches for model comparison that estimate marginal likelihoods through approximate parameter posteriors consistently outperform methods that directly approximate model evidence or posterior model probabilities. SC training improves robustness when the likelihood is available, even under severe model misspecification. The benefits of SC for methods without access of analytic likelihoods are more limited and inconsistent. Our results suggest practical guidance for reliable amortized Bayesian model comparison: prefer parameter posterior-based methods and augment them with SC training on empirical datasets to mitigate extrapolation bias under model misspecification.
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