A Deep Learning Method for Comparing Bayesian Hierarchical Models

Lasse Elsemüller

doi:10.1037/met0000645

A Deep Learning Method for Comparing Bayesian Hierarchical Models

2024-05-06

1

OA

AI

Paul‐Christian Bürkner

S

Stefan T. Radev

DOI：10.1037/met0000645

Original

Original request for help

Save

Abstract

En 中文

Bayesian model comparison (BMC) offers a principled approach to assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular class of hierarchical models due to their high-dimensional nested parameter structure. To address this intractability, we propose a deep learning method for performing BMC on any set of hierarchical models which can be instantiated as probabilistic programs. Since our method enables amortized inference, it allows efficient re-estimation of posterior model probabilities and fast performance validation prior to any real-data application. In a series of extensive validation studies, we benchmark the performance of our method against the state-of-the-art bridge sampling method and demonstrate excellent amortized inference across all BMC settings. We then showcase our method by comparing four hierarchical evidence accumulation models that have previously been deemed intractable for BMC due to partly implicit likelihoods. Additionally, we demonstrate how transfer learning can be leveraged to enhance training efficiency. We provide reproducible code for all analyses and an open-source implementation of our method.

Keywords:

Bayesian statistics

model comparison

hierarchical modeling

deep learning

cognitive modeling

A Deep Learning Method for Comparing Bayesian Hierarchical Models

Abstract

Journal

Organization