arXiv:2605.10566stat.MLcs.LG2026-05

提出自动构造概率线性求解器的新框架,解决传统方法实现难的问题。

Affine Tracing: A New Paradigm for Probabilistic Linear Solvers

  • 通过符号追踪自动生成非平稳仿射迭代求解器的后验分布
  • 证明任意合理仿射概率求解器均具备校准性,提升可靠性
  • 适用于需要不确定性量化且需高效实现的科学计算场景

概率线性求解器(PLS)通过返回概率分布来量化因计算资源有限导致的不确定性。传统文献将PLS分为贝叶斯型(基于投影信息更新先验)与概率迭代法(PIM),但本文证明二者实为同一类:贝叶斯PLS是非平稳仿射PIM的特例。进一步证明,任何合理的仿射PIM均具有校准性。为此,提出仿射追踪(Affine Tracing)算法框架,通过在标准仿射迭代实现中注入符号追踪,自动生成仿射计算图,进而计算后验协方差。该框架结合等式饱和技术,可对特定先验选择进行代数简化。通过自动构建概率多重网格求解器,并在高斯过程逼近任务中验证其性能。

原文摘要 · Abstract (English)

Probabilistic linear solvers (PLSs) return probability distributions that quantify uncertainty due to limited computation in the solution of linear systems. The literature has traditionally distinguished between Bayesian PLSs, which condition a prior on information obtained from projections of the linear system, and probabilistic iterative methods (PIMs), which lift classical iterative solvers to probability space. In this work we show this dichotomy to be false: Bayesian PLSs are a special case of non-stationary affine PIMs. In addition, we prove that any realistic affine PIM is calibrated. These results motivate a focus on (non-stationary) affine PIMs, but their practical adoption has been limited by the significant manual effort required to implement them. To address this, we introduce affine tracing, an algorithmic framework that automatically constructs a PIM from a standard implementation of an affine iterative method by passing symbolic tracers through the computation to build an affine computational graph. We show how this graph can be transformed to compute posterior covariances, and how equality saturation can be used to perform algebraic simplifications required for computation under specific prior choices. We demonstrate the framework by automatically generating a probabilistic multigrid solver and evaluate its performance in the context of Gaussian process approximation.

概率求解器不确定性量化自动代码生成仿射迭代

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