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Implicit Deep Adaptive Design: Policy-Based Experimental Design without Likelihoods (2111.02329v1)

Published 3 Nov 2021 in stat.ML, cs.AI, cs.LG, and stat.CO

Abstract: We introduce implicit Deep Adaptive Design (iDAD), a new method for performing adaptive experiments in real-time with implicit models. iDAD amortizes the cost of Bayesian optimal experimental design (BOED) by learning a design policy network upfront, which can then be deployed quickly at the time of the experiment. The iDAD network can be trained on any model which simulates differentiable samples, unlike previous design policy work that requires a closed form likelihood and conditionally independent experiments. At deployment, iDAD allows design decisions to be made in milliseconds, in contrast to traditional BOED approaches that require heavy computation during the experiment itself. We illustrate the applicability of iDAD on a number of experiments, and show that it provides a fast and effective mechanism for performing adaptive design with implicit models.

Citations (40)

Summary

  • The paper introduces iDAD, a design network that generalizes Bayesian optimal experimental design to implicit models by eliminating the need for likelihood functions.
  • It employs variational mutual information bounds, specifically InfoNCE and NWJ, alongside differentiable simulations to efficiently learn design policies.
  • Real-time deployment is achieved through substantial cost amortization, with iDAD outperforming static methods in simulations such as location finding and pharmacokinetics.

Implicit Deep Adaptive Design: Policy-Based Experimental Design without Likelihoods

The paper introduces Implicit Deep Adaptive Design (iDAD), a method devised to tackle the challenge of performing policy-based adaptive experimental design without the need for likelihood functions. Unlike previous methodologies that are constrained by requirements for closed-form likelihoods and conditionally independent experiments, iDAD leverages differentiable simulations and advances in variational mutual information (MI) bounds to enable rapid and adaptive design selection in experimentation settings. The architecture of iDAD integrates a design policy network, which substantially amortizes the cost of Bayesian optimal experimental design (BOED), paving the way for real-time deployment.

Detailed Summary and Contributions

The traditional BOED approach mandates extensive computations for each experiment, limiting its application in real-time scenarios, especially when dealing with implicit models where likelihoods are intractable. The recent suggestion of Deep Adaptive Design (DAD) introduced a network-based approach, learning design policies upfront, but it is limited to models that can be simulated with explicit likelihood functions. iDAD, in contrast, generalizes policy-based design to implicit and simulator-based models without explicit likelihoods.

Key contributions and ideas within the paper include:

  • Generalized Information Objective: iDAD utilizes a generalized form of MI objectives that do not rely on conditionally independent experimental designs. The resulting expected information gain is treated analogously to a measure between the design outcomes and model parameters, without requiring explicit density functions.
  • Variational MI Bounds: The authors leverage two variational MI estimators, InfoNCE and NWJ bounds, originally from representation learning, adapting them to the policy-based BOED setting. These bounds facilitate the learning of the design network by constructing bounds that replace likelihood evaluations, using critic networks trained concurrently.
  • Flexible Architecture: The architectural framework of iDAD employs neural networks to parameterize both the policy and critic networks. While maintaining flexibility, it introduces inductive biases crucial for capturing the complexity of implicit models, such as using self-attention mechanisms for exchangeable data.
  • Broad Applicability: The method is applicable to a wide range of models as long as they allow for sampling and differentiating with respect to design parameters through, for instance, automatic differentiation—a significant extension over prior methods limited to closed-form likelihoods.

Results and Implications

The efficacy of iDAD was demonstrated on several simulated experiments, including location finding, pharmacokinetics, and epidemiological SIR models. The findings were significant:

  • iDAD outperformed existing static and non-adaptive design methods across several settings, showing how rapid policy-based adaptive design can excel when accurately capturing model complexities.
  • Even when contrasted with DAD, iDAD demonstrated comparable performance, validating that likelihood-free experiments can achieve near-equivalent outcomes given appropriately structured design networks.
  • Real-time deployment capabilities of iDAD are strongly showcased, with design decisions achievable in milliseconds during live experimental iterations.

These results hold important implications. Practically, the method advances the feasibility of utilizing BOED in scientific fields employing simulator models, where rapid adaptation to new conditions or evolving understanding of processes is vital. Theoretically, it extends the boundaries of BOED to greater classes of model systems, encouraging further research into adaptive experimentations across areas unexplored due to previous methodological limitations.

Speculations for Future Developments in AI

Looking ahead, iDAD paves the way for domain-specific innovations where implicit model designs are standard, such as ecological modeling, medical trials with complex human variability, and stochastic modeling in finance. Additionally, combining iDAD with advances in continual learning could synergistically enhance the adaptability and robustness of models in non-static environments. Further explorations into hybrid architectures, integrating symbolic reasoning with neural design networks, might also prove beneficial for domains requiring interpretability alongside complex adaptive research design.

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