aiqbench analysis
This research presents an asynchronous, generation-free Approximate Bayesian Computation (ABC) sampler designed to eliminate synchronization barriers in heterogeneous high-performance computing environments. By updating proposals dynamically as simulation results arrive, the method significantly improves throughput for workloads with varying runtimes compared to traditional sequential approaches. The study demonstrates substantial efficiency gains on complex simulators like Cellular Potts while maintaining statistical consistency for posterior estimation.
Asynchronous, Generation-Free ABC: Streaming AMIS Reweighting for Heterogeneous Simulator Workloads on HPC
arXiv:2610.29506v1 Announce Type: cross Abstract: Approximate Bayesian computation (ABC) enables Bayesian inference for models with intractable likelihoods by estimating parameter posterior distributions from simulated data. Sequential ABC methods improve sampling efficiency by iteratively adapting the proposal distribution toward regions of high posterior probability. However, these methods typically operate in generations, where each generation must wait for its slowest simulation before the next can begin. On a parallel machine, this synchronization barrier leaves workers idle and reduces throughput, particularly when simulation runtimes vary substantially. We introduce a generation-free ABC sampler that updates its proposal when simulation results arrive and sends a new candidate to each available worker. The proposal is based on the best particles evaluated so far. To estimate the posterior, we reuse the full history and reweight particles against a reconstructed mixture of sampling proposals. We show how errors in approximating the mixture of sampling proposals affect the estimated posterior and establish consistency for the smooth-ABC posterior when the approximation becomes asymptotically exact. In our experiments, the method achieves well-calibrated posterior estimates where a pyABC baseline with the same kernel and bandwidth schedule under-covers. From the asynchronous run's timing alone, we predict how much a synchronization barrier would slow the sampler. These predictions agree with measured synchronization penalties ranging from 1.2x to 400x. On a Cellular Potts tissue simulator, the asynchronous sampler completes 2.1-2.4x as many evaluations as pyABC in the same hour, and the discrepancy threshold for its best 100 evaluations is 4.1x smaller. With the starting bandwidth set from prior-predictive discrepancies, it also produces a more concentrated two-parameter posterior with a larger effective sample size than pyABC.
Abstract:Approximate Bayesian computation (ABC) enables Bayesian inference for models with intractable likelihoods by estimating parameter posterior distributions from simulated data. Sequential ABC methods improve sampling efficiency by iteratively adapting the proposal distribution toward regions of high posterior probability. However, these methods typically operate in generations, where each generation must wait for its slowest simulation before the next can begin. On a parallel machine, this synchronization barrier leaves workers idle and reduces throughput, particularly when simulation runtimes vary substantially. We introduce a generation-free ABC sampler that updates its proposal when simulation results arrive and sends a new candidate to each available worker. The proposal is based on the best particles evaluated so far. To estimate the posterior, we reuse the full history and reweight particles against a reconstructed mixture of sampling proposals. We show how errors in approximating the mixture of sampling proposals affect the estimated posterior and establish consistency for the smooth-ABC posterior when the approximation becomes asymptotically exact. In our experiments, the method achieves well-calibrated posterior estimates where a pyABC baseline with the same kernel and bandwidth schedule under-covers. From the asynchronous run's timing alone, we predict how much a synchronization barrier would slow the sampler. These predictions agree with measured synchronization penalties ranging from 1.2x to 400x. On a Cellular Potts tissue simulator, the asynchronous sampler completes 2.1-2.4x as many evaluations as pyABC in the same hour, and the discrepancy threshold for its best 100 evaluations is 4.1x smaller. With the starting bandwidth set from prior-predictive discrepancies, it also produces a more concentrated two-parameter posterior with a larger effective sample size than pyABC.
42 pages (18 main text), 13 figures, 14 tables. Code available at this https URL
Computation (stat.CO); Machine Learning (cs.LG)
arXiv:2610.29506 [stat.CO]
(or arXiv:2610.29506v1 [stat.CO] for this version)
https://doi.org/10.48550/arXiv.2610.29506 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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Full text under the publisher's open licence · 376 words