Adversarial robustness of amortized Bayesian inference

05/24/2023
by   Manuel Glöckler, et al.
0

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an inference network on simulated data, which can subsequently be used to rapidly perform inference (i.e., to return estimates of posterior distributions) for new observations. This approach has been applied to many real-world models in the sciences and engineering, but it is unclear how robust the approach is to adversarial perturbations in the observed data. Here, we study the adversarial robustness of amortized Bayesian inference, focusing on simulation-based estimation of multi-dimensional posterior distributions. We show that almost unrecognizable, targeted perturbations of the observations can lead to drastic changes in the predicted posterior and highly unrealistic posterior predictive samples, across several benchmark tasks and a real-world example from neuroscience. We propose a computationally efficient regularization scheme based on penalizing the Fisher information of the conditional density estimator, and show how it improves the adversarial robustness of amortized Bayesian inference.

READ FULL TEXT

page 4

page 21

research
05/24/2023

Generalized Bayesian Inference for Scientific Simulators via Amortized Cost Estimation

Simulation-based inference (SBI) enables amortized Bayesian inference fo...
research
03/12/2022

GATSBI: Generative Adversarial Training for Simulation-Based Inference

Simulation-based inference (SBI) refers to statistical inference on stoc...
research
09/28/2018

Perturbed Bayesian Inference for Online Parameter Estimation

We introduce a new Bayesian based approach for online parameter inferenc...
research
04/07/2020

Active Recursive Bayesian Inference with Posterior Trajectory Analysis Using α-Divergence

Recursive Bayesian inference (RBI) provides optimal Bayesian latent vari...
research
02/06/2013

Robustness Analysis of Bayesian Networks with Local Convex Sets of Distributions

Robust Bayesian inference is the calculation of posterior probability bo...
research
10/26/2020

Robust Bayesian Inference for Discrete Outcomes with the Total Variation Distance

Models of discrete-valued outcomes are easily misspecified if the data e...
research
01/27/2018

Bayesian inference in Y-linked two-sex branching processes with mutations: ABC approach

A Y-linked two-sex branching process with mutations and blind choice of ...

Please sign up or login with your details

Forgot password? Click here to reset