Sequential Neural Likelihood

Code for reproducing the experiments in the paper:

G. Papamakarios, D. C. Sterratt, I. Murray, Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows, AISTATS 2019. [arXiv] [bibtex]

How to run the experiments

Each file in folder exps contains the description of one or more experiments. Using Lotka-Volterra as an example, the files are organized like this:

File	Experiments
lv_nl.txt	Neural Likelihood
lv_seq.txt	Sequential methods: SNL, SNPE-A and SNPE-B
lv_smc.txt	SMC-ABC
lv_sl.txt	Synthetic Likelihood
lv_calib.txt	Calibration experiment for SNL

Replace lv with gauss for the toy Gaussian model, mg1 for the M/G/1 queue, or hh for Hodgkin-Huxley. Note that to run the Hodgkin-Huxley simulation, it is necessary to install NEURON; see How to install NEURON.

You can run all experiments in file lv_nl.txt by:

python main.py run exps/lv_nl.txt

Depending on the experiment, this can take from a couple of hours to a couple of weeks. After the experiments are finished, the results will be saved in folder data/experiments. After running the experiments, you can view the results by:

python main.py view exps/lv_nl.txt

This will produce several plots, depending on the experiment. You can also print the experiment log by:

python main.py log exps/lv_nl.txt

This will print the experiment log on the screen.

For the calibration test, you need to run a particular experiment multiple times, each time with different parameters randomly drawn from the prior. You can do this by:

python main.py trials 1 200 exps/lv_calib.txt

This runs the experiment(s) described in lv_calib.txt for 200 trials, and labels the trials 1..200. Each trial is independent, so you can save time by issuing multiple commands in paralell, for example:

python main.py trials 1 10 exps/lv_calib.txt
python main.py trials 11 20 exps/lv_calib.txt
...
python main.py trials 191 200 exps/lv_calib.txt

This will produce the same result as above.

How to reproduce the figures

After having run all the experiments in folder exps, you can reproduce the figures as follows:

Command	Figure it reproduces
python plot_results_mmd.py <sim>	MMD vs simulation cost (only works for the Gaussian model)
python plot_results_lprob.py <sim>	Minus log probability vs simulation cost
python plot_results_dist.py <sim>	Distance vs number of rounds
python plot_results_gof.py <sim>	Likelihood goodness-of-fit vs simulation cost
python plot_results_calib.py <sim>	Histograms for the calibration test
python plot_results_post.py <sim>	Posterior histograms and pairwise scatter plots for SNL

Here, <sim> can be any of gauss, mg1, lv, or hh. The first time you run one of the above it may take a long time, because the code will be calculating lots of intermediate results, such as MCMC samples, MMDs, etc. All intermediate results will be saved in folder data/results for future use. The second time you run it, the figures should appear immediately.

How to install NEURON

The SNL code has been tested with NEURON on Scientific Linux 7.3. The following steps should allow the code to run on multiple versions of Linux:

1. Install NEURON 7.5 from using the 64 bit .deb (Debian or Ubuntu) or .rpm (Fedora derivatives) precompiled installer from https://neuron.yale.edu/neuron/download/precompiled-installers

2. Set PYTHONPATH=/usr/local/nrn/lib/python:$PYTHONPATH

3. In this directory run nrnivmodl, which will compile the .mod files into an executable file in a new directory, x86_64.