ELFI: Engine for Likelihood-Free Inference

Antti Kangasrääsiö, Jarno Lintusaari, Kusti Skyten, Marko Järvenpää, Henri Vuollekoski, Michael Gutmann, Aki Vehtari, Jukka Corander, Samuel Kaski

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaKonferenssiesitysScientific

Abstrakti

We introduce an Engine for Likelihood-Free Inference (ELFI), a software package for approximate Bayesian inference that can be used when the likelihood function is difficult to evaluate or unknown, but a generative simulator model exists. The software is in Python, and its modular library design emphasizes both ease-of-use and expandability, allowing arbitrary user-defined simulators and implementation of new inference methods with minimal effort. Probabilistic inference models can be represented intuitively as graphs, and users can execute the inference in a computational environment best suited for their needs, from single laptops to cluster computers. The whole inference pipeline is automatically parallelized, and intermediate results may be stored to disk for later use. The package includes implementations of some of the most advanced likelihood-free inference techniques. One example of these is BOLFI, which estimates the discrepancy function using Gaussian processes and uses Bayesian optimization for parameter search, which has recently been shown to accelerate likelihood-free inference up to several orders of magnitude.
AlkuperäiskieliEnglanti
Sivumäärä4
TilaJulkaistu - 9 joulukuuta 2016
OKM-julkaisutyyppiEi oikeutettu
TapahtumaNIPS Workshop on Advances in Approximate Bayesian Inference - Centre Convencions Internacional Barcelona, Barcelona, Espanja
Kesto: 9 joulukuuta 20169 joulukuuta 2016
http://approximateinference.org

Workshop

WorkshopNIPS Workshop on Advances in Approximate Bayesian Inference
MaaEspanja
KaupunkiBarcelona
Ajanjakso09/12/201609/12/2016
www-osoite

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