sbi reloaded: a toolkit for simulation-based inference workflows
- URL: http://arxiv.org/abs/2411.17337v1
- Date: Tue, 26 Nov 2024 11:31:47 GMT
- Title: sbi reloaded: a toolkit for simulation-based inference workflows
- Authors: Jan Boelts, Michael Deistler, Manuel Gloeckler, Álvaro Tejero-Cantero, Jan-Matthis Lueckmann, Guy Moss, Peter Steinbach, Thomas Moreau, Fabio Muratore, Julia Linhart, Conor Durkan, Julius Vetter, Benjamin Kurt Miller, Maternus Herold, Abolfazl Ziaeemehr, Matthijs Pals, Theo Gruner, Sebastian Bischoff, Nastya Krouglova, Richard Gao, Janne K. Lappalainen, Bálint Mucsányi, Felix Pei, Auguste Schulz, Zinovia Stefanidi, Pedro Rodrigues, Cornelius Schröder, Faried Abu Zaid, Jonas Beck, Jaivardhan Kapoor, David S. Greenberg, Pedro J. Gonçalves, Jakob H. Macke,
- Abstract summary: $texttsbi$ is a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks.
The $texttsbi$ toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators.
- Score: 15.696312591547283
- License:
- Abstract: Scientists and engineers use simulators to model empirically observed phenomena. However, tuning the parameters of a simulator to ensure its outputs match observed data presents a significant challenge. Simulation-based inference (SBI) addresses this by enabling Bayesian inference for simulators, identifying parameters that match observed data and align with prior knowledge. Unlike traditional Bayesian inference, SBI only needs access to simulations from the model and does not require evaluations of the likelihood-function. In addition, SBI algorithms do not require gradients through the simulator, allow for massive parallelization of simulations, and can perform inference for different observations without further simulations or training, thereby amortizing inference. Over the past years, we have developed, maintained, and extended $\texttt{sbi}$, a PyTorch-based package that implements Bayesian SBI algorithms based on neural networks. The $\texttt{sbi}$ toolkit implements a wide range of inference methods, neural network architectures, sampling methods, and diagnostic tools. In addition, it provides well-tested default settings but also offers flexibility to fully customize every step of the simulation-based inference workflow. Taken together, the $\texttt{sbi}$ toolkit enables scientists and engineers to apply state-of-the-art SBI methods to black-box simulators, opening up new possibilities for aligning simulations with empirically observed data.
Related papers
- Compositional simulation-based inference for time series [21.9975782468709]
simulators frequently emulate real-world dynamics through thousands of single-state transitions over time.
We propose an SBI framework that can exploit such Markovian simulators by locally identifying parameters consistent with individual state transitions.
We then compose these local results to obtain a posterior over parameters that align with the entire time series observation.
arXiv Detail & Related papers (2024-11-05T01:55:07Z) - Embed and Emulate: Contrastive representations for simulation-based inference [11.543221890134399]
This paper introduces Embed and Emulate (E&E), a new simulation-based inference ( SBI) method based on contrastive learning.
E&E learns a low-dimensional latent embedding of the data and a corresponding fast emulator in the latent space.
We demonstrate superior performance over existing methods in a realistic, non-identifiable parameter estimation task.
arXiv Detail & Related papers (2024-09-27T02:37:01Z) - All-in-one simulation-based inference [19.41881319338419]
We present a new amortized inference method -- the Simformer -- which overcomes current limitations.
The Simformer outperforms current state-of-the-art amortized inference approaches on benchmark tasks.
It can be applied to models with function-valued parameters, it can handle inference scenarios with missing or unstructured data, and it can sample arbitrary conditionals of the joint distribution of parameters and data.
arXiv Detail & Related papers (2024-04-15T10:12:33Z) - Diffusion posterior sampling for simulation-based inference in tall data settings [53.17563688225137]
Simulation-based inference ( SBI) is capable of approximating the posterior distribution that relates input parameters to a given observation.
In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model.
We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
arXiv Detail & Related papers (2024-04-11T09:23:36Z) - Waymax: An Accelerated, Data-Driven Simulator for Large-Scale Autonomous
Driving Research [76.93956925360638]
Waymax is a new data-driven simulator for autonomous driving in multi-agent scenes.
It runs entirely on hardware accelerators such as TPUs/GPUs and supports in-graph simulation for training.
We benchmark a suite of popular imitation and reinforcement learning algorithms with ablation studies on different design decisions.
arXiv Detail & Related papers (2023-10-12T20:49:15Z) - Generalized Bayesian Inference for Scientific Simulators via Amortized
Cost Estimation [11.375835331641548]
We train a neural network to approximate the cost function, which we define as the expected distance between simulations produced by a parameter and observed data.
We show that, on several benchmark tasks, ACE accurately predicts cost and provides predictive simulations that are closer to synthetic observations than other SBI methods.
arXiv Detail & Related papers (2023-05-24T14:45:03Z) - Neural Posterior Estimation with Differentiable Simulators [58.720142291102135]
We present a new method to perform Neural Posterior Estimation (NPE) with a differentiable simulator.
We demonstrate how gradient information helps constrain the shape of the posterior and improves sample-efficiency.
arXiv Detail & Related papers (2022-07-12T16:08:04Z) - Synthetic Data-Based Simulators for Recommender Systems: A Survey [55.60116686945561]
This survey aims at providing a comprehensive overview of the recent trends in the field of modeling and simulation.
We start with the motivation behind the development of frameworks implementing the simulations -- simulators.
We provide a new consistent classification of existing simulators based on their functionality, approbation, and industrial effectiveness.
arXiv Detail & Related papers (2022-06-22T19:33:21Z) - Likelihood-Free Inference in State-Space Models with Unknown Dynamics [71.94716503075645]
We introduce a method for inferring and predicting latent states in state-space models where observations can only be simulated, and transition dynamics are unknown.
We propose a way of doing likelihood-free inference (LFI) of states and state prediction with a limited number of simulations.
arXiv Detail & Related papers (2021-11-02T12:33:42Z) - A User's Guide to Calibrating Robotics Simulators [54.85241102329546]
This paper proposes a set of benchmarks and a framework for the study of various algorithms aimed to transfer models and policies learnt in simulation to the real world.
We conduct experiments on a wide range of well known simulated environments to characterize and offer insights into the performance of different algorithms.
Our analysis can be useful for practitioners working in this area and can help make informed choices about the behavior and main properties of sim-to-real algorithms.
arXiv Detail & Related papers (2020-11-17T22:24:26Z) - SBI -- A toolkit for simulation-based inference [0.0]
Simulation-based inference ( SBI) seeks to identify parameter sets that a) are compatible with prior knowledge and b) match empirical observations.
We present $textttsbi$, a PyTorch-based package that implements SBI algorithms based on neural networks.
arXiv Detail & Related papers (2020-07-17T16:53:51Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.