arXiv:2602.20758cs.LG2026-02

将MCMC算法深度展开,构建可解释、自适应的高效生成模型。

Deep unfolding of MCMC kernels: scalable, modular & explainable GANs for high-dimensional posterior sampling

  • 用深度展开技术将朗之万MCMC映射为模块化神经网络
  • 在高维后验采样中实现高精度与低计算开销
  • 适合需要可解释性与物理一致性建模的科研场景

马尔可夫链蒙特卡洛(MCMC)方法是贝叶斯计算的基础,但在高维场景下计算成本高昂。推前生成模型(如生成对抗网络、变分自编码器、归一化流)虽计算高效,但缺乏贝叶斯定理的模块化特性,对似然函数变化泛化能力差。本文提出一种新型GAN架构设计:将朗之万MCMC算法进行深度展开,将固定步长迭代算法映射为模块化神经网络,获得兼具灵活性与可解释性的结构。关键参数可在推理时指定,对似然参数变化具有鲁棒性。采用监督正则化Wasserstein GAN框架端到端训练。通过大量贝叶斯成像实验验证,该方法在保持经典MCMC物理一致性、可调性和可解释性的同时,实现了高采样精度与优异计算效率。

原文摘要 · Abstract (English)

Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs), variational auto-encoders and normalising flows offer a computationally efficient alternative for posterior sampling. However, push-forward models are opaque as they lack the modularity of Bayes Theorem, leading to poor generalisation with respect to changes in the likelihood function. In this work, we introduce a novel approach to GAN architecture design by applying deep unfolding to Langevin MCMC algorithms. This paradigm maps fixed-step iterative algorithms onto modular neural networks, yielding architectures that are both flexible and amenable to interpretation. Crucially, our design allows key model parameters to be specified at inference time, offering robustness to changes in the likelihood parameters. We train these unfolded samplers end-to-end using a supervised regularized Wasserstein GAN framework for posterior sampling. Through extensive Bayesian imaging experiments, we demonstrate that our proposed approach achieves high sampling accuracy and excellent computational efficiency, while retaining the physics consistency, adaptability and interpretability of classical MCMC strategies.

生成模型贝叶斯推断可解释性MCMC

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