Simulation-based Inference with the Generalized Kullback-Leibler Divergence

In Simulation-based Inference, the goal is to solve the inverse problem when the likelihood is only known implicitly. Neural Posterior Estimation commonly fits a normalized density estimator as a surrogate model for the posterior. This formulation cannot easily fit unnormalized surrogates because it optimizes the Kullback-Leibler divergence. We propose to optimize a generalized Kullback-Leibler divergence that accounts for the normalization constant in unnormalized distributions. The objective recovers Neural Posterior Estimation when the model class is normalized and unifies it with Neural Ratio Estimation, combining both into a single objective. We investigate a hybrid model that offers the best of both worlds by learning a normalized base distribution and a learned ratio. We also present benchmark results.

Balancing Simulation-based Inference for Conservative Posteriors

Conservative inference is a major concern in simulation-based inference. It has been shown that commonly used algorithms can produce overconfident posterior approximations. Balancing has empirically proven to be an effective way to mitigate this issue. However, its application remains limited to neural ratio estimation. In this work, we extend balancing to any algorithm that provides a posterior density. In particular, we introduce a balanced version of both neural posterior estimation and contrastive neural ratio estimation. We show empirically that the balanced versions tend to produce conservative posterior approximations on a wide variety of benchmarks. In addition, we provide an alternative interpretation of the balancing condition in terms of the $\chi^2$ divergence.

Contrastive Neural Ratio Estimation

Likelihood-to-evidence ratio estimation is usually cast as either a binary (NRE-A) or a multiclass (NRE-B) classification task. In contrast to the binary classification framework, the current formulation of the multiclass version has an intrinsic and unknown bias term, making otherwise informative diagnostics unreliable. We propose a multiclass framework free from the bias inherent to NRE-B at optimum, leaving us in the position to run diagnostics that practitioners depend on. It also recovers NRE-A in one corner case and NRE-B in the limiting case. For fair comparison, we benchmark the behavior of all algorithms in both familiar and novel training regimes: when jointly drawn data is unlimited, when data is fixed but prior draws are unlimited, and in the commonplace fixed data and parameters setting. Our investigations reveal that the highest performing models are distant from the competitors (NRE-A, NRE-B) in hyperparameter space. We make a recommendation for hyperparameters distinct from the previous models. We suggest a bound on the mutual information as a performance metric for simulation-based inference methods, without the need for posterior samples, and provide experimental results.

Generative Coarse-Graining of Molecular Conformations

Coarse-graining (CG) of molecular simulations simplifies the particle representation by grouping selected atoms into pseudo-beads and therefore drastically accelerates simulation. However, such CG procedure induces information losses, which makes accurate backmapping, i.e., restoring fine-grained (FG) coordinates from CG coordinates, a long-standing challenge. Inspired by the recent progress in generative models and equivariant networks, we propose a novel model that rigorously embeds the vital probabilistic nature and geometric consistency requirements of the backmapping transformation. Our model encodes the FG uncertainties into an invariant latent space and decodes them back to FG geometries via equivariant convolutions. To standardize the evaluation of this domain, we further provide three comprehensive benchmarks based on molecular dynamics trajectories. Extensive experiments show that our approach always recovers more realistic structures and outperforms existing data-driven methods with a significant margin.

Automatically detecting anomalous exoplanet transits

Raw light curve data from exoplanet transits is too complex to naively apply traditional outlier detection methods. We propose an architecture which estimates a latent representation of both the main transit and residual deviations with a pair of variational autoencoders. We show, using two fabricated datasets, that our latent representations of anomalous transit residuals are significantly more amenable to outlier detection than raw data or the latent representation of a traditional variational autoencoder. We then apply our method to real exoplanet transit data. Our study is the first which automatically identifies anomalous exoplanet transit light curves. We additionally release three first-of-their-kind datasets to enable further research.

Fast and Credible Likelihood-Free Cosmology with Truncated Marginal Neural Ratio Estimation

Sampling-based inference techniques are central to modern cosmological data analysis; these methods, however, scale poorly with dimensionality and typically require approximate or intractable likelihoods. In this paper we describe how Truncated Marginal Neural Ratio Estimation (TMNRE) (a new approach in so-called simulation-based inference) naturally evades these issues, improving the $(i)$ efficiency, $(ii)$ scalability, and $(iii)$ trustworthiness of the inferred posteriors. Using measurements of the Cosmic Microwave Background (CMB), we show that TMNRE can achieve converged posteriors using orders of magnitude fewer simulator calls than conventional Markov Chain Monte Carlo (MCMC) methods. Remarkably, the required number of samples is effectively independent of the number of nuisance parameters. In addition, a property called \emph{local amortization} allows the performance of rigorous statistical consistency checks that are not accessible to sampling-based methods. TMNRE promises to become a powerful tool for cosmological data analysis, particularly in the context of extended cosmologies, where the timescale required for conventional sampling-based inference methods to converge can greatly exceed that of simple cosmological models such as $\Lambda$CDM. To perform these computations, we use an implementation of TMNRE via the open-source code \texttt{swyft}.

Truncated Marginal Neural Ratio Estimation

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural simulator-based inference algorithm which simultaneously offers simulation efficiency and fast empirical posterior testability, which is unique among modern algorithms. Our approach is simulation efficient by simultaneously estimating low-dimensional marginal posteriors instead of the joint posterior and by proposing simulations targeted to an observation of interest via a prior suitably truncated by an indicator function. Furthermore, by estimating a locally amortized posterior our algorithm enables efficient empirical tests of the robustness of the inference results. Such tests are important for sanity-checking inference in real-world applications, which do not feature a known ground truth. We perform experiments on a marginalized version of the simulation-based inference benchmark and two complex and narrow posteriors, highlighting the simulator efficiency of our algorithm as well as the quality of the estimated marginal posteriors. Implementation on GitHub.

Simulation-efficient marginal posterior estimation with swyft: stop wasting your precious time

We present algorithms (a) for nested neural likelihood-to-evidence ratio estimation, and (b) for simulation reuse via an inhomogeneous Poisson point process cache of parameters and corresponding simulations. Together, these algorithms enable automatic and extremely simulator efficient estimation of marginal and joint posteriors. The algorithms are applicable to a wide range of physics and astronomy problems and typically offer an order of magnitude better simulator efficiency than traditional likelihood-based sampling methods. Our approach is an example of likelihood-free inference, thus it is also applicable to simulators which do not offer a tractable likelihood function. Simulator runs are never rejected and can be automatically reused in future analysis. As functional prototype implementation we provide the open-source software package swyft.

Relevance of Rotationally Equivariant Convolutions for Predicting Molecular Properties

Equivariant neural networks (ENNs) are graph neural networks embedded in $\mathbb{R}^3$ and are well suited for predicting molecular properties. The ENN library e3nn has customizable convolutions, which can be designed to depend only on distances between points, or also on angular features, making them rotationally invariant, or equivariant, respectively. This paper studies the practical value of including angular dependencies for molecular property prediction using the QM9 data set. We find that for fixed network depth, adding angular features improves the accuracy on most targets. For most, but not all, molecular properties, distance-only e3nns (L0Nets) can compensate by increasing convolutional layer depth. Our angular-feature e3nn (L1Net) architecture beats previous state-of-the-art results on the global electronic properties dipole moment, isotropic polarizability, and electronic spatial extent.