论文标题

朝着可靠的基于模拟的推断和平衡的神经比估计

Towards Reliable Simulation-Based Inference with Balanced Neural Ratio Estimation

论文作者

Delaunoy, Arnaud, Hermans, Joeri, Rozet, François, Wehenkel, Antoine, Louppe, Gilles

论文摘要

基于模拟的推理的现代方法依赖于深度学习替代物来实现与计算机模拟器的近似推断。在实践中,估计的后代计算忠诚度很少得到保证。例如,Hermans等。 (2021)表明,当前基于仿真的推理算法可以产生过度自信的后期,因此可能会出现虚假推断。在这项工作中,我们介绍了平衡的神经比估计(BNRE),该算法的变体旨在产生后近似值,往往更保守,从而提高了其可靠性,同时共享同样的贝叶斯最佳解决方案。我们通过执行平衡条件来实现这一目标,从而增加了小型模拟预算制度中的量化不确定性,同时仍会随着预算的增加而融合到确切的后部。我们提供的理论论点表明,BNRE倾向于产生比NRE更保守的后替代物。我们对BNRE进行了多种任务评估,并表明它在所有测试的基准和模拟预算上产生了保守的后验代替代物。最后,我们强调BNRE可以直接实施NRE,并且不会引入任何计算开销。

Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed. For example, Hermans et al. (2021) show that current simulation-based inference algorithms can produce posteriors that are overconfident, hence risking false inferences. In this work, we introduce Balanced Neural Ratio Estimation (BNRE), a variation of the NRE algorithm designed to produce posterior approximations that tend to be more conservative, hence improving their reliability, while sharing the same Bayes optimal solution. We achieve this by enforcing a balancing condition that increases the quantified uncertainty in small simulation budget regimes while still converging to the exact posterior as the budget increases. We provide theoretical arguments showing that BNRE tends to produce posterior surrogates that are more conservative than NRE's. We evaluate BNRE on a wide variety of tasks and show that it produces conservative posterior surrogates on all tested benchmarks and simulation budgets. Finally, we emphasize that BNRE is straightforward to implement over NRE and does not introduce any computational overhead.

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