mardom/sbi

Simulation-based inference in PyTorch

sbi: simulation-based inference

Getting Started | Documentation

sbi is a PyTorch package for simulation-based inference. Simulation-based inference is
the process of finding parameters of a simulator from observations.

sbi takes a Bayesian approach and returns a full posterior distribution over the parameters, conditional on the observations. This posterior can be amortized (i.e. useful for any observation) or focused (i.e. tailored to a particular observation), with different computational trade-offs.

sbi offers a simple interface for one-line posterior inference.

from sbi.inference import infer
# import your simulator, define your prior over the parameters
parameter_posterior = infer(simulator, prior, method='SNPE', num_simulations=100)

See below for the available methods of inference, SNPE, SNRE and SNLE.

Installation

sbi requires Python 3.6 or higher. We recommend to use a conda virtual environment (Miniconda installation instructions). If conda is installed on the system, an environment for installing sbi can be created as follows:

# Create an environment for sbi (indicate Python 3.6 or higher); activate it
$ conda create -n sbi_env python=3.7 && conda activate sbi_env

Independent of whether you are using conda or not, sbi can be installed using pip:

$ pip install sbi

To test the installation, drop into a python prompt and run

from sbi.examples.minimal import simple
posterior = simple()
print(posterior)

Inference Algorithms

The following algorithms are currently available:

Sequential Neural Posterior Estimation (SNPE)

• SNPE_C or APT from Greenberg D, Nonnenmacher M, and Macke J Automatic Posterior Transformation for likelihood-free inference (ICML 2019).

Sequential Neural Likelihood Estimation (SNLE)

• SNLE_A or just SNL from Papamakarios G, Sterrat DC and Murray I Sequential Neural Likelihood (AISTATS 2019).

Sequential Neural Ratio Estimation (SNRE)

• SNRE_A or AALR from Hermans J, Begy V, and Louppe G. Likelihood-free Inference with Amortized Approximate Likelihood Ratios (ICML 2020).

• SNRE_B or SRE from Durkan C, Murray I, and Papamakarios G. On Contrastive Learning for Likelihood-free Inference (ICML 2020).

Feedback and Contributions

We would like to hear how sbi is working for your inference problems as well as receive bug reports, pull requests and other feedback (see contribute).

Acknowledgements

sbi is the successor (using PyTorch) of the delfi package. It was started as a fork of Conor M. Durkan's lfi. sbi runs as a community project; development is coordinated at the mackelab. See also credits.

Support

sbi has been developed in the context of the ADIMEM grant, project A. ADIMEM is a BMBF grant awarded to groups at the Technical University of Munich, University of Tübingen and Research Center caesar of the Max Planck Gesellschaft.

License

Affero General Public License v3 (AGPLv3)

Citation

If you use sbi consider citing the corresponding paper:

@article{tejero-cantero2020sbi,
  doi = {10.21105/joss.02505},
  url = {https://doi.org/10.21105/joss.02505},
  year = {2020},
  publisher = {The Open Journal},
  volume = {5},
  number = {52},
  pages = {2505},
  author = {Alvaro Tejero-Cantero and Jan Boelts and Michael Deistler and Jan-Matthis Lueckmann and Conor Durkan and Pedro J. Gonçalves and David S. Greenberg and Jakob H. Macke},
  title = {sbi: A toolkit for simulation-based inference},
  journal = {Journal of Open Source Software}
}