使用变分期望最大化算法拟合大型非线性混合效应模型 / Fitting Large Nonlinear Mixed Effects Models Using Variational Expectation Maximization
1️⃣ 一句话总结
本文提出了一种基于变分期望最大化(VEM)的算法,能够高效、可扩展地拟合包含大量参数(超过15,000个)的非线性混合效应模型,并通过药剂学中的经典案例和超大规模模型验证了其准确性与计算效率。
Nonlinear Mixed Effects models (NLME) models are widely used in pharmacometrics and related fields to analyze hierarchical and longitudinal data. However, as the number of parameters and random effects increases, traditional methods for maximizing the marginal likelihood become computationally expensive. This paper explores the Variational Expectation Maximization (VEM) algorithm, a scalable alternative for fitting NLME models. Originally introduced in the context of probabilistic graphical models and later popularized through variational autoencoders, VEM has not been extensively applied to NLME modeling. By leveraging flexible variational families and reverse-mode automatic differentiation, VEM can efficiently maximize the marginal likelihood, scaling to NLME models with over 15,000 population parameters. This work provides a detailed description of VEM, compares it to other NLME fitting algorithms, and highlights its scalability through computational experiments. Using the Pumas statistical software, we fit two test models: 1) a standard warfarin model, and 2) a DeepNLME Friberg model with 15,410 population parameters and 16 random effects. The warfarin model was fitted to completion to demonstrate the correctness of VEM, while the DeepNLME Friberg model was fitted for a limited number of iterations to measure the time per iteration and demonstrate VEM's scalability.
使用变分期望最大化算法拟合大型非线性混合效应模型 / Fitting Large Nonlinear Mixed Effects Models Using Variational Expectation Maximization
本文提出了一种基于变分期望最大化(VEM)的算法,能够高效、可扩展地拟合包含大量参数(超过15,000个)的非线性混合效应模型,并通过药剂学中的经典案例和超大规模模型验证了其准确性与计算效率。
源自 arXiv: 2604.26160