用深度神经网络直接从模拟数据中估计参数,无需复杂推导。
ForwardFlow: Simulation only statistical inference using deep learning
- 仅用一个总结网络,通过最小化误差实现参数反推。
- 在小样本、含噪数据下仍能精确估计参数。
- 适合复杂模型中难以求解的反问题,如遗传数据拟合。
深度学习模型正被用于基于纯模拟框架的参数化统计模型分析。本文研究一种基于单个总结网络的频率学方法:训练时以模拟数据为输入,损失函数最小化学习到的总结统计量与真实参数之间的均方误差,从而解决参数估计的逆问题。提出分支结构网络,包含压缩层将数据降维为总结统计量,并通过全连接层逼近参数估计值。理论动机支持该结构设计。仿真结果表明,参数估计具备三项优良性质:小样本精确性、对数据污染的鲁棒性、算法近似能力。网络在训练中接受不同样本量、污染数据及需算法重构的数据,可自动逼近遗传数据中的EM算法。模拟仅方法在复杂建模任务中具实用优势:研究者负责生成简单数据,神经网络处理复杂逆问题。未来挑战包括提供可广泛使用的预训练模型。
原文摘要 · Abstract (English)
Deep learning models are being used for the analysis of parametric statistical models based on simulation-only frameworks. Bayesian models using normalizing flows simulate data from a prior distribution and are composed of two deep neural networks: a summary network that learns a sufficient statistic for the parameter and a normalizing flow that conditional on the summary network can approximate the posterior distribution. Here, we explore frequentist models that are based on a single summary network. During training, input of the network is a simulated data set based on a parameter and the loss function minimizes the mean-square error between learned summary and parameter. The network thereby solves the inverse problem of parameter estimation. We propose a branched network structure that contains collapsing layers that reduce a data set to summary statistics that are further mapped through fully connected layers to approximate the parameter estimate. We motivate our choice of network structure by theoretical considerations. In simulations we demonstrate three desirable properties of parameter estimates: finite sample exactness, robustness to data contamination, and algorithm approximation. These properties are achieved offering the the network varying sample size, contaminated data, and data needing algorithmic reconstruction during the training phase. In our simulations an EM-algorithm for genetic data is automatically approximated by the network. Simulation only approaches seem to offer practical advantages in complex modeling tasks where the simpler data simulation part is left to the researcher and the more complex problem of solving the inverse problem is left to the neural network. Challenging future work includes offering pre-trained models that can be used in a wide variety of applications.
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