论文标题
用稀疏隐式过程纠正模型偏差
Correcting Model Bias with Sparse Implicit Processes
论文作者
论文摘要
机器学习中的模型选择(ML)是贝叶斯学习程序的关键部分。模型选择可能会对由此产生的预测施加强大的偏见,这可能会阻碍贝叶斯神经网络和神经抽样器等方法的性能。另一方面,贝叶斯ML的新提出的方法具有隐式随机过程(高斯过程的概括)的功能空间中近似推断的特征。在这方面,稀疏隐式过程(SIP)的方法特别成功,因为它是完全训练并实现灵活的预测。在这里,我们扩展了原始实验,以表明当数据生成机制与模型所隐含的机制截然不同时,SIP能够纠正模型偏差。我们使用合成数据集证明SIP能够提供预测性分布,这些分布可以更好地反映数据比初始模型但错误假设的模型的确切预测更好。
Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks and neural samplers. On the other hand, newly proposed approaches for Bayesian ML exploit features of approximate inference in function space with implicit stochastic processes (a generalization of Gaussian processes). The approach of Sparse Implicit Processes (SIP) is particularly successful in this regard, since it is fully trainable and achieves flexible predictions. Here, we expand on the original experiments to show that SIP is capable of correcting model bias when the data generating mechanism differs strongly from the one implied by the model. We use synthetic datasets to show that SIP is capable of providing predictive distributions that reflect the data better than the exact predictions of the initial, but wrongly assumed model.