Deep Bayesian Active Learning for Accelerating Stochastic Simulation Article Swipe

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Dongxia Wu , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu · YOU? · · 2021 · Open Access · · DOI: https://doi.org/10.48550/arxiv.2106.02770

Stochastic simulations such as large-scale, spatiotemporal, age-structured epidemic models are computationally expensive at fine-grained resolution. While deep surrogate models can speed up the simulations, doing so for stochastic simulations and with active learning approaches is an underexplored area. We propose Interactive Neural Process (INP), a deep Bayesian active learning framework for learning deep surrogate models to accelerate stochastic simulations. INP consists of two components, a spatiotemporal surrogate model built upon Neural Process (NP) family and an acquisition function for active learning. For surrogate modeling, we develop Spatiotemporal Neural Process (STNP) to mimic the simulator dynamics. For active learning, we propose a novel acquisition function, Latent Information Gain (LIG), calculated in the latent space of NP based models. We perform a theoretical analysis and demonstrate that LIG reduces sample complexity compared with random sampling in high dimensions. We also conduct empirical studies on three complex spatiotemporal simulators for reaction diffusion, heat flow, and infectious disease. The results demonstrate that STNP outperforms the baselines in the offline learning setting and LIG achieves the state-of-the-art for Bayesian active learning.

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preprint

Language

en

Landing Page

http://arxiv.org/abs/2106.02770

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https://arxiv.org/pdf/2106.02770

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green

Cited By

2

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10

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https://openalex.org/W4291329331

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https://openalex.org/W4291329331

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DOI

https://doi.org/10.48550/arxiv.2106.02770

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Title

Deep Bayesian Active Learning for Accelerating Stochastic Simulation

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Type

preprint

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Language

en

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Publication year

2021

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2021-06-05

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Authors

Dongxia Wu, Matteo Chinazzi, Alessandro Vespignani, Yi-An Ma, Rose Yu

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https://arxiv.org/abs/2106.02770

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https://arxiv.org/pdf/2106.02770

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Yes

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green

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https://arxiv.org/pdf/2106.02770

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Concepts

Artificial intelligence, Computer science, Machine learning, Surrogate model, Deep learning, Bayesian probability, Bayesian inference, Artificial neural network, Bayesian optimization, Active learning (machine learning)

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Cited by

2

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2025: 1, 2024: 1

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10

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