ALINE: Joint Amortization for Bayesian Inference and Active Data Acquisition
This addresses the need for systems that can actively acquire data and perform inference in real-time for applications like autonomous scientific discovery and personalized medicine, representing a novel integration rather than an incremental improvement.
The paper tackles the joint problem of active data acquisition and instantaneous Bayesian inference by introducing ALINE, a unified framework that uses a transformer trained with reinforcement learning to strategically query informative data points while refining predictions, achieving instant and accurate inference with efficient point selection across regression, Bayesian experimental design, and psychometric tasks.
Many critical applications, from autonomous scientific discovery to personalized medicine, demand systems that can both strategically acquire the most informative data and instantaneously perform inference based upon it. While amortized methods for Bayesian inference and experimental design offer part of the solution, neither approach is optimal in the most general and challenging task, where new data needs to be collected for instant inference. To tackle this issue, we introduce the Amortized Active Learning and Inference Engine (ALINE), a unified framework for amortized Bayesian inference and active data acquisition. ALINE leverages a transformer architecture trained via reinforcement learning with a reward based on self-estimated information gain provided by its own integrated inference component. This allows it to strategically query informative data points while simultaneously refining its predictions. Moreover, ALINE can selectively direct its querying strategy towards specific subsets of model parameters or designated predictive tasks, optimizing for posterior estimation, data prediction, or a mixture thereof. Empirical results on regression-based active learning, classical Bayesian experimental design benchmarks, and a psychometric model with selectively targeted parameters demonstrate that ALINE delivers both instant and accurate inference along with efficient selection of informative points.