受大脑多系统协作启发,提出高效贝叶斯采样新算法。
Neural-Inspired Posterior Approximation (NIPA)
- 模拟大脑三类控制机制:基于模型、无模型和情景记忆
- 在贝叶斯深度学习中实现精准不确定性量化
- 适合需要高效推理的大规模机器学习任务
人类通过多个相互作用的神经系统高效学习环境,包括基于模型(目标导向)规划、无模型(习惯性)反应和基于情景记忆的学习。基于模型机制利用环境内部模型计算前瞻行动价值,支持灵活但计算成本高的规划;无模型机制缓存价值估计并构建启发式规则,实现快速高效的习惯性反应;记忆机制则允许从单个经验中快速适应。本文旨在揭示这种生物效率的计算原理,并将其转化为可扩展贝叶斯推断的采样算法,通过有效探索后验分布实现高效采样。具体而言,所提算法包含三个模块:基于模型模块使用目标分布进行引导但计算缓慢的采样;无模型模块利用历史样本学习参数空间模式,无需直接评估昂贵的目标分布即可实现快速反射式采样;情景控制模块通过回忆特定过往事件(即样本)支持快速采样。实验表明该方法提升了贝叶斯方法性能,推动其在大规模统计机器学习中的应用,尤其在贝叶斯深度学习中实现合理且严谨的不确定性量化。
原文摘要 · Abstract (English)
Humans learn efficiently from their environment by engaging multiple interacting neural systems that support distinct yet complementary forms of control, including model-based (goal-directed) planning, model-free (habitual) responding, and episodic memory-based learning. Model-based mechanisms compute prospective action values using an internal model of the environment, supporting flexible but computationally costly planning; model-free mechanisms cache value estimates and build heuristics that enable fast, efficient habitual responding; and memory-based mechanisms allow rapid adaptation from individual experience. In this work, we aim to elucidate the computational principles underlying this biological efficiency and translate them into a sampling algorithm for scalable Bayesian inference through effective exploration of the posterior distribution. More specifically, our proposed algorithm comprises three components: a model-based module that uses the target distribution for guided but computationally slow sampling; a model-free module that uses previous samples to learn patterns in the parameter space, enabling fast, reflexive sampling without directly evaluating the expensive target distribution; and an episodic-control module that supports rapid sampling by recalling specific past events (i.e., samples). We show that this approach advances Bayesian methods and facilitates their application to large-scale statistical machine learning problems. In particular, we apply our proposed framework to Bayesian deep learning, with an emphasis on proper and principled uncertainty quantification.
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