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Comparing the inferences of diverse candidate models is an essential part of model checking and escaping local optima. To enable efficient comparison, we introduce an amortized variational inference framework that can perform fast and reliable posterior estimation across models of the same architecture. Our Any Parameter Encoder (APE) extends the encoder neural network common in amortized inference to take both a data feature vector and a model parameter vector as input. APE thus reduces posterior inference across unseen data and models to a single forward pass. In experiments comparing candidate topic models for synthetic data and product reviews, our Any Parameter Encoder yields comparable posteriors to more expensive methods in far less time, especially when the encoder architecture is designed in model-aware fashion.
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ASPIRE: iterative amortized posterior inference for Bayesian inverse problems
Abstract Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances in machine learning and variational inference (VI) have lowered this computational barrier by leveraging data-driven learning. Two VI paradigms have emerged that represent different tradeoffs: amortized and non-amortized. Amortized VI can produce fast results but due to generalizing to many observed datasets it produces suboptimal inference results. Non-amortized VI is slower at inference but finds better posterior approximations since it is specialized towards a single observed dataset. Current amortized VI techniques run into a sub-optimality wall that cannot be improved without more expressive neural networks or extra training data. We present a solution that enables iterative improvement of amortized posteriors that uses the same networks architectures and training data. The benefits of our method requires extra computations but these remain frugal since they are based on physics-hybrid methods and summary statistics. Importantly, these computations remain mostly offline thus our method maintains cheap and reusable online evaluation while bridging the optimality gap between these two paradigms. We denote our proposed methodASPIRE-Amortized posteriors withSummaries that arePhysics-based andIterativelyREfined. We first validate our method on a stylized problem with a known posterior then demonstrate its practical use on a high-dimensional and nonlinear transcranial medical imaging problem with ultrasound. Compared with the baseline and previous methods in the literature, ASPIRE stands out as an computationally efficient and high-fidelity method for posterior inference.
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- Award ID(s):
- 2203821
- PAR ID:
- 10650137
- Publisher / Repository:
- Institute of Physics https://iopscience.iop.org/article/10.1088/1361-6420/adba3d
- Date Published:
- Journal Name:
- Inverse Problems
- Volume:
- 41
- Issue:
- 4
- ISSN:
- 0266-5611
- Page Range / eLocation ID:
- 045001
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript
- Journal Article:
- https://doi.org/10.1088/1361-6420/adba3d
