Simulation-based inference (SBI) provides a powerful framework for inferring posterior distributions of stochastic simulators in a wide range of domains. In many settings, however, the posterior distribution is not the end goal itself -- rather, the derived parameter values and their uncertainties are used as a basis for deciding what actions to take. Unfortunately, because posterior distributions provided by SBI are (potentially crude) approximations of the true posterior, the resulting decisions can be suboptimal. Here, we address the question of how to perform Bayesian decision making on stochastic simulators, and how one can circumvent the need to compute an explicit approximation to the posterior. Our method trains a neural network on simulated data and can predict the expected cost given any data and action, and can, thus, be directly used to infer the action with lowest cost. We apply our method to several benchmark problems and demonstrate that it induces similar cost as the true posterior distribution. We then apply the method to infer optimal actions in a real-world simulator in the medical neurosciences, the Bayesian Virtual Epileptic Patient, and demonstrate that it allows to infer actions associated with low cost after few simulations.

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We leverage recent advances in simulation-based inference and Bayesian optimization to develop active learning schemes to choose where in parameter and action spaces to simulate. This allows us to learn the optimal action in as few simulations as possible. The resulting framework is extremely simulation efficient, typically requiring fewer model calls than the associated posterior inference task alone, and a factor of $100-1000$ more efficient than Monte-Carlo based methods. Our framework opens up new capabilities for performing Bayesian decision making, particularly in the previously challenging regime where likelihoods are intractable, and simulations expensive.

Uncertainty is omnipresent when we perceive or interact with our environment, and the Bayesian framework provides computational methods for dealing with it. Mathematical models for Bayesian decision making typically require datastructures that are hard to implement in neural networks. This article shows that even the simplest and experimentally best supported type of synaptic plasticity, Hebbian learning, in combination with a sparse, redundant neural code, can in principle learn to infer optimal Bayesian decisions. We present a concrete Hebbian learning rule operating on log-probability ratios. Modulated by reward-signals, this Hebbian plasticity rule also provides a new perspective for understanding how Bayesian inference could support fast reinforcement learning in the brain.

Uncertainty is omnipresent when we perceive or interact with our environment, and the Bayesian framework provides computational methods for dealing with it. Mathematical models for Bayesian decision making typically require datastructures that are hard to implement in neural networks. This article shows that even the simplest and experimentally best supported type of synaptic plasticity, Hebbian learning, in combination with a sparse, redundant neural code, can in principle learn to infer optimal Bayesian decisions. We present a concrete Hebbian learning rule operating on log-probability ratios. Modulated by reward-signals, this Hebbian plasticity rule also provides a new perspective for understanding how Bayesian inference could support fast reinforcement learning in the brain.

Uncertainty is omnipresent when we perceive or interact with our environment, and the Bayesian framework provides computational methods for dealing with it. Mathematical models for Bayesian decision making typically require datastructures that are hard to implement in neural networks. This article shows that even the simplest and experimentally best supported type of synaptic plasticity, Hebbian learning, in combination with a sparse, redundant neural code, can in principle learn to infer optimal Bayesian decisions. We present a concrete Hebbian learning rule operating on log-probability ratios. Modulated by reward-signals, this Hebbian plasticity rule also provides a new perspective for understanding how Bayesian inference could support fast reinforcement learning in the brain. In particular we show that recent experimental results by Yang and Shadlen [1] on reinforcement learning of probabilistic inference in primates can be modeled in this way.