Contrastive Neural Ratio EstimationDownload PDF

Published: 31 Oct 2022, Last Modified: 17 Sept 2023NeurIPS 2022 AcceptReaders: Everyone
Keywords: simulation-based inference, likelihood-free inference, implicit likelihood, posterior, likelihood-to-evidence ratio estimation, neural ratio estimation, contrastive learning
TL;DR: We introduce a multiclass likelihood-to-evidence ratio estimation framework, which at optimium is free from biases inherent to previous frameworks and perform comprehensive experimentation of its behavior on benchmark problems.
Abstract: 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.
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