论文标题
强大的神经后验估计和统计模型批评
Robust Neural Posterior Estimation and Statistical Model Criticism
论文作者
论文摘要
计算机模拟已证明是一种有价值的工具,可以理解整个科学的复杂现象。但是,模拟器对建模和预测目的的实用性通常受到数据质量低的限制,以及实用的限制,以建模忠诚度。为了避免这些困难,我们认为建模者必须将模拟器视为真实数据生成过程的理想主义表示,因此应考虑地考虑模型错误指定的风险。在这项工作中,我们重新审视神经后估计(NPE),这是一种在模拟模型中启用黑框参数推断的算法,并考虑模拟对真实差距的含义。尽管最近的作品证明了这些方法的可靠性,但已经使用模拟器模型本身生成的合成数据进行了分析,因此仅解决了明确指定的情况。在本文中,我们发现错误指定的存在相反,当天然使用NPE时,导致不可靠的推断。作为一种补救措施,我们认为,与模拟器进行的原则性科学询问应结合模型批评组成部分,以促进对错误指定和强大的推理组件的可解释识别,以适合“错误但有用”的模型。我们提出了强大的神经后验估计(RNPE),这是NPE通过明确建模模拟和观察到的数据之间的差异来同时实现这两个目标的扩展。我们评估了一系列人为拼写错误的示例的方法,并发现RNPE在整个任务中的表现都很好,而天真地使用NPE导致了误导性和不稳定的后代。
Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes is often restricted by low data quality, as well as practical limits to model fidelity. In order to circumvent these difficulties, we argue that modellers must treat simulators as idealistic representations of the true data generating process, and consequently should thoughtfully consider the risk of model misspecification. In this work we revisit neural posterior estimation (NPE), a class of algorithms that enable black-box parameter inference in simulation models, and consider the implication of a simulation-to-reality gap. While recent works have demonstrated reliable performance of these methods, the analyses have been performed using synthetic data generated by the simulator model itself, and have therefore only addressed the well-specified case. In this paper, we find that the presence of misspecification, in contrast, leads to unreliable inference when NPE is used naively. As a remedy we argue that principled scientific inquiry with simulators should incorporate a model criticism component, to facilitate interpretable identification of misspecification and a robust inference component, to fit 'wrong but useful' models. We propose robust neural posterior estimation (RNPE), an extension of NPE to simultaneously achieve both these aims, through explicitly modelling the discrepancies between simulations and the observed data. We assess the approach on a range of artificially misspecified examples, and find RNPE performs well across the tasks, whereas naively using NPE leads to misleading and erratic posteriors.