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Exploring Learning Rate Selection in Generalised Bayesian Inference using Posterior Predictive Checks
Schyan Zafar, Geoff K. Nicholls
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Generalised Bayesian Inference (GBI) attempts to address model misspecification in a standard Bayesian setup by tempering the likelihood. The likelihood is raised to a fractional power, called the learning rate, which reduces its importance in the posterior and has been established as a method to address certain kinds of model misspecification. Posterior Predictive Checks (PPC) attempt to detect model misspecification by locating a diagnostic, computed on the observed data, within the posterior predictive distribution of the diagnostic. This can be used to construct a hypothesis test where a small p-value indicates potential misfit. The recent Embedded Diachronic Sense Change (EDiSC) model suffers from misspecification and benefits from likelihood tempering. Using EDiSC as a case study, this exploratory work examines whether PPC could be used in a novel way to set the learning rate in a GBI setup. Specifically, the learning rate selected is the lowest value for which a hypothesis test using the log likelihood diagnostic is not rejected at the 10% level. The experimental results are promising, though not definitive, and indicate the need for further research along the lines suggested here.
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