论文标题

基于仿真推理的非均衡模型的最大似然学习

Maximum Likelihood Learning of Unnormalized Models for Simulation-Based Inference

论文作者

Glaser, Pierre, Arbel, Michael, Hromadka, Samo, Doucet, Arnaud, Gretton, Arthur

论文摘要

我们引入了两种基于模拟推理(SBI)的合成可能性方法,以在可用的高保真模拟器可用时从实验观察中进行摊销或靶向推理。这两种方法都使用模拟器生成的合成数据学习了可能性的条件模型(EBM),该模型基于从建议分布绘制的参数进行条件。然后可以在获得后估计之前将学习的可能性与任何估计值结合在一起,可以使用MCMC从中绘制样品。我们的方法独特地结合了基于灵活的能量模型和KL损失的最小化:这与其他合成可能性方法相反,该方法依赖于归一化的流量或最小化基于得分的目标;选择已知陷阱的选择。我们证明了这两种方法在一系列合成数据集上的属性,并将它们应用于螃蟹中幽门网络的神经科学模型,在此,我们的方法在模拟预算的一小部分中优于先前的艺术。

We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a conditional energy-based model (EBM) of the likelihood using synthetic data generated by the simulator, conditioned on parameters drawn from a proposal distribution. The learned likelihood can then be combined with any prior to obtain a posterior estimate, from which samples can be drawn using MCMC. Our methods uniquely combine a flexible Energy-Based Model and the minimization of a KL loss: this is in contrast to other synthetic likelihood methods, which either rely on normalizing flows, or minimize score-based objectives; choices that come with known pitfalls. We demonstrate the properties of both methods on a range of synthetic datasets, and apply them to a neuroscience model of the pyloric network in the crab, where our method outperforms prior art for a fraction of the simulation budget.

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