Simulation-Based Inference with Generative Neural Networks via Scoring Rule Minimization

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This repository provides code to reproduce the experiments in the paper Simulation-Based Inference with Generative Neural Networks via Scoring Rule Minimization. The code is based on the one for the paper "GATSBI: Generative Adversarial Training for Simulation-Based Inference", which can be found at https://github.com/mackelab/gatsbi and is distributed under a AGPL-3.0 license.

The code is written in Python and uses the torch library to handle neural networks. It depends both on the simulation-based inference package sbi and the benchmark framework sbibm.

You also need to install Julia to run the SIR and Lotka-Volterra models and then run the following:

pip install diffeqtorch
export JULIA_SYSIMAGE_DIFFEQTORCH="$HOME/.julia_sysimage_diffeqtorch.so"
python -c "from diffeqtorch.install import install_and_test; install_and_test()"

Installation

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You can use this code in two different ways:

1. Installing the package

The code comes as a package that you can install within a working Python environment pip:

pip install "git+https://github.com/LoryPack/SBI_gen_networks_SRs"

2. Downloading the code

You can directly download the code and run scripts from the main folder. In that case, the requirements can be installed with pip:

pip install -r requirements.txt

Minimal example

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For a minimal, see quickstart.ipynb.

Experiments

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We provide results for the following experiments: 5 benchmark tasks, the shallow water model and a noisy camera model.

Code for setting up priors, simulator, neural networks and any other pre-/post-processing code is available inside gatsbi.task_utils.

Hyperparameter settings for each of the experiments are available in tasks/

This repository includes scripts to reproduce the experiments in the GATSBI paper which were already contained in the GATSBI repository, with some minor changes (and three additional benchmark tasks). Additionally, we provide scripts to run experiments with the Scoring Rules training methods discussed in our paper:

• run_benchmarks_sr.py for the benchmark tasks

  python run_benchmarks_sr.py --project_name="Benchmarks" --task_name="two_moons"
  

  task_name = slcp, two_moons or any other task included here (we provide results for slcp, two_moons, gaussian_mixture, gaussian_linear and bernoulli_glm).
• run_highdim_applications_sr.py for the noisy camera model and the shallow water model

  python run_highdim_applications_sr.py --project_name="High Dimensional Applications" --task_name="shallow_water_model"
  

  task_name = shallow_water_model or camera_model. Note that we do not provide training data for the shallow water model in this repository. Please use sample_shallow_water.py to generate training samples locally.

  python run_ResSea.py --project_name="RedSea" --task_name="RedSea"
  

  For running the spatial extremes model on the Red Sea dataset.

Running those scripts relies on wandb to log experiments unless the argument --no_wandb is passed. Check inside the code, or run python run_highdim_applications.py --help for more information.

Figures

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Code to reproduce the figures in the paper is available in plotting_code, along with the required data plotting_code/plotting_data, and the final plots plotting_code/plots. Note that accessing the data requires Git LFS installation. Some data is also present on the wandb website and is downloaded by the plotting code automatically.

The following files in plotting_code/plotting_data were not present in the original GATSBI repository but were provided by the Poornima Ramesh, which we thank, upon our request:

• shallow_water_test_plot_sample.npz
• shallow_water_chpt_sw_model.pt