Robust Amortized Bayesian Inference with Self-Consistency Losses on Unlabeled Data

• URL: http://arxiv.org/abs/2501.13483v2
• Date: Tue, 11 Feb 2025 09:52:04 GMT
• Title: Robust Amortized Bayesian Inference with Self-Consistency Losses on Unlabeled Data
• Authors: Aayush Mishra, Daniel Habermann, Marvin Schmitt, Stefan T. Radev, Paul-Christian Bürkner,
• Abstract summary: We propose a semi-supervised approach that enables training not only on (labeled) simulated data generated from the model, but also on unlabeled data originating from any source, including real-world data. The results of our initial experiments show remarkable improvements in the robustness of ABI on out-of-simulation data. If our findings also generalize to other scenarios and model classes, we believe that our new method represents a major breakthrough in neural ABI.
• Score: 2.9434969286228494
• License:
• Abstract: Neural amortized Bayesian inference (ABI) can solve probabilistic inverse problems orders of magnitude faster than classical methods. However, neural ABI is not yet sufficiently robust for widespread and safe applicability. In particular, when performing inference on observations outside of the scope of the simulated data seen during training, for example, because of model misspecification, the posterior approximations are likely to become highly biased. Due to the bad pre-asymptotic behavior of current neural posterior estimators in the out-of-simulation regime, the resulting estimation biases cannot be fixed in acceptable time by just simulating more training data. In this proof-of-concept paper, we propose a semi-supervised approach that enables training not only on (labeled) simulated data generated from the model, but also on unlabeled data originating from any source, including real-world data. To achieve the latter, we exploit Bayesian self-consistency properties that can be transformed into strictly proper losses without requiring knowledge of true parameter values, that is, without requiring data labels. The results of our initial experiments show remarkable improvements in the robustness of ABI on out-of-simulation data. Even if the observed data is far away from both labeled and unlabeled training data, inference remains highly accurate. If our findings also generalize to other scenarios and model classes, we believe that our new method represents a major breakthrough in neural ABI.

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