论文标题

贝叶斯流:学习具有可逆神经网络的复杂随机模型

BayesFlow: Learning complex stochastic models with invertible neural networks

论文作者

Radev, Stefan T., Mertens, Ulf K., Voss, Andreas, Ardizzone, Lynton, Köthe, Ullrich

论文摘要

在几乎所有科学的分支中,估计数学模型的参数是一个常见的问题。但是,当过程和模型描述变得越来越复杂并且没有明确的似然函数时,这个问题可能非常困难。通过这项工作,我们提出了一种基于可逆神经网络的全球摊销贝叶斯推断的新方法,我们称为贝叶斯流。该方法使用仿真来学习从观察到的数据到基础模型参数的概率映射的全局估计器。然后,以这种方式预先训练的神经网络可以在不进行其他培训或优化的情况下,推断出许多涉及同一模型家族的许多真实数据集上的完整后代。此外,我们的方法结合了一个摘要网络,该网络将观察到的数据嵌入到最大信息丰富的摘要统计数据中。从数据中学习摘要统计信息使该方法适用于建模方案,其中具有手工制作的摘要统计数据失败的标准推理技术。我们证明了贝叶斯流在人群动态,流行病学,认知科学和生态学的挑战模型上的实用性。我们认为,贝叶斯流提供了一个通用框架,用于为可以模拟数据的任何正向模型构建摊销的贝叶斯参数估计机。

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit likelihood function is not available. With this work, we propose a novel method for globally amortized Bayesian inference based on invertible neural networks which we call BayesFlow. The method uses simulation to learn a global estimator for the probabilistic mapping from observed data to underlying model parameters. A neural network pre-trained in this way can then, without additional training or optimization, infer full posteriors on arbitrary many real datasets involving the same model family. In addition, our method incorporates a summary network trained to embed the observed data into maximally informative summary statistics. Learning summary statistics from data makes the method applicable to modeling scenarios where standard inference techniques with hand-crafted summary statistics fail. We demonstrate the utility of BayesFlow on challenging intractable models from population dynamics, epidemiology, cognitive science and ecology. We argue that BayesFlow provides a general framework for building amortized Bayesian parameter estimation machines for any forward model from which data can be simulated.

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