CONov 29, 2020
Accelerating MCMC algorithms through Bayesian Deep NetworksHector J. Hortua, Riccardo Volpi, Dimitri Marinelli et al.
Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory exploration of the sampling space become challenging. Adaptive MCMC methods employing a choice of proposal distribution can address this issue speeding up the convergence. In this paper we show an alternative way of performing adaptive MCMC, by using the outcome of Bayesian Neural Networks as the initial proposal for the Markov Chain. This combined approach increases the acceptance rate in the Metropolis-Hasting algorithm and accelerate the convergence of the MCMC while reaching the same final accuracy. Finally, we demonstrate the main advantages of this approach by constraining the cosmological parameters directly from Cosmic Microwave Background maps.
IMNov 19, 2019
Parameters Estimation for the Cosmic Microwave Background with Bayesian Neural NetworksHector J. Hortua, Riccardo Volpi, Dimitri Marinelli et al.
In this paper, we present the first study that compares different models of Bayesian Neural Networks (BNNs) to predict the posterior distribution of the cosmological parameters directly from the Cosmic Microwave Background temperature and polarization maps. We focus our analysis on four different methods to sample the weights of the network during training: Dropout, DropConnect, Reparameterization Trick (RT), and Flipout. We find out that Flipout outperforms all other methods regardless of the architecture used, and provides tighter constraints for the cosmological parameters. Moreover we compare with MCMC posterior analysis obtaining comparable error correlation among parameters, with BNNs being orders of magnitude faster in inference, although less accurate. Thanks to the speed of the inference process with BNNs, the posterior distribution, outcome of the neural network, can be used as the initial proposal for the Markov Chain. We show that this combined approach increases the acceptance rate in the Metropolis-Hasting algorithm and accelerates the convergence of the MCMC, while reaching the same final accuracy. In the second part of the paper, we present a guide to the training and calibration of a successful multi-channel BNN for the CMB temperature and polarization map. We show how tuning the regularization parameter for the standard deviation of the approximate posterior on the weights in Flipout and RT we can produce unbiased and reliable uncertainty estimates, i.e., the regularizer acts like a hyperparameter analogous to the dropout rate in Dropout. Finally, we show how polarization, when combined with the temperature in a unique multi-channel tensor fed to a single BNN, helps to break degeneracies among parameters and provides stringent constraints.