Adversarial Likelihood-Free Inference on Black-Box Generator

Generative Adversarial Network (GAN) can be viewed as an implicit estimator of a data distribution, and this perspective motivates using GAN in the true parameter estimation under a complex black-box generative model. While previous works investigated how to backpropagate gradients through the black-box model, this paper suggests an augmented neural structure to perform a likelihood-free inference on the blackbox model. Specifically, we suggest a new adversarial framework, Adversarial Likelihood-Free Inference (ALFI), with the beta-estimation network, that assumes a probabilistic model on the discriminator whose outputs are sampled from a stochastic process. Through the adversarial learning and the beta-estimation network learning, ALFI is able to find the posterior distribution of the parameter for the black-box generator model. We experimented ALFI with diverse simulation models as well as deconvolutional model, and we identified ALFI achieves the best parameter estimation accuracy with a limited simulation budget.