Customizing the density estimator¶
sbi allows to specify a custom density estimator for each of the implemented methods. For all options, check the API reference here.
Changing the type of density estimator¶
One option is to use one of set of preconfigured density estimators by passing a string in the
density_estimator keyword argument to the inference object (
SNLE), e.g., “maf” to use a Masked Autoregressive Flow, of “nsf” to use a Neural Spline Flow with default hyperparameters.
inference = SNPE(prior=prior, density_estimator="maf")
In the case of
SNRE, the argument is called
inference = SNRE(prior=prior, classifier="resnet")
Changing hyperparameters of density estimators¶
Alternatively, you can use a set of utils functions to configure a density estimator yourself, e.g., use a MAF with hyperparameters chosen for your problem at hand.
Here, because we want to use SN*P*E, we specifiy a neural network targeting the posterior (using the utils function
posterior_nn). In this example, we will create a neural spline flow (
60 hidden units and
3 transform layers:
from sbi.utils.get_nn_models import ( posterior_nn, ) # For SNLE: likelihood_nn(). For SNRE: classifier_nn() density_estimator_build_fun = posterior_nn( model="nsf", hidden_features=60, num_transforms=3 ) inference = SNPE(prior=prior, density_estimator=density_estimator_build_fun)
It is also possible to pass an
posterior_nn() which learn summary statistics from high-dimensional simulation outputs. You can find a more detailed tutorial on this here.
Building new density estimators from scratch¶
Finally, it is also possible to implement your own density estimator from scratch, e.g., including embedding nets to preprocess data, or to a density estimator architecture of your choice.
For this, the
density_estimator argument needs to be a function that takes
x batches as arguments to then construct the density estimator after the first set of simulations was generated. Our utils functions in
sbi/utils/get_nn_models.py return such a function.