随机梯度贝叶斯最佳实验设计基于模拟的推理
Vincent D Zaballa1, Elliot E Hui1
1Department of Biomedical Engineering, University of California, Irvine, Irvine, CA, USA.
这项研究将基于模拟的推断 (SBI) 与贝叶斯最佳实验设计 (BOED) 联系起来,使复杂的,不可差异化的模型能够高效的实验设计. 新方法同时优化了实验和推断.
科学领域:
- 计算科学 计算科学
- 统计推理 统计推理
- 机器学习 机器学习
背景情况:
- 基于模拟的推理 (SBI) 方法对于复杂的科学模型至关重要,但与非可差异化的模拟器扎,限制基于梯度的优化.
- 贝叶斯最佳实验设计 (BOED) 有效地优化了资源配置,以改善推理,但其与SBI的集成受到模拟器非差异化的阻碍.
研究的目的:
- 通过开发一种方法来弥合SBI和BOED之间的差距,以克服SBI模拟器中的非差异化挑战.
- 在SBI框架内实现实验设计和摊销推断函数的同时优化.
主要方法:
- 建立了基于比率的SBI算法和使用相互信息边界的基于随机梯度的变化推理之间的理论联系.
- 利用这种联系将BOED原则扩展到SBI,为非可差异化的模型提供基于梯度的优化.
主要成果:
- 在线模型上成功展示了SBI的扩展BOED方法.
- 为有兴趣应用该方法的研究人员和从业者提供了实际实施细节.
结论:
- 开发的方法使得有效的贝叶斯最佳实验设计可以用于基于模拟的推理问题,即使使用非可区分的模拟器.
- 这项工作为优化复杂科学领域的实验开辟了新的途径,传统的基于梯度的方法无法适用.
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