# Evidence Networks: simple losses for fast, amortized, neural Bayesian model comparison

arXiv: https://arxiv.org/abs/2305.11241 · HTML: https://mlsanity.com/paper/2305.11241/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Builds on 12 of its 56 references that are in the map.
- First posted on arXiv 18 May 2023.

## Builds on (most cited first, 12 of 12)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [Relational inductive biases, deep learning, and graph networks](https://mlsanity.com/paper/1806.01261/) (2018)
- [Neural Spline Flows](https://mlsanity.com/paper/1906.04032/) (2019)
- [Empirical Evaluation of Rectified Activations in Convolutional Network](https://mlsanity.com/paper/1505.00853/) (2015)
- [The frontier of simulation-based inference](https://mlsanity.com/paper/1911.01429/) (2019)
- [Mining gold from implicit models to improve likelihood-free inference](https://mlsanity.com/paper/1805.12244/) (2018)
- [Amortized Bayesian model comparison with evidential deep learning](https://mlsanity.com/paper/2004.10629/) (2020)
- [Solving high-dimensional parameter inference: marginal posterior densities & Moment Networks](https://mlsanity.com/paper/2011.05991/) (2020)
- [Mining for Dark Matter Substructure: Inferring subhalo population properties from strong lenses with machine learning](https://mlsanity.com/paper/1909.02005/) (2019)
- [Bayesian Evidence and Model Selection](https://mlsanity.com/paper/1411.3013/) (2014)
- [Learning Likelihood Ratios with Neural Network Classifiers](https://mlsanity.com/paper/2305.10500/) (2023)

## Built on by (most cited first, 10 of 10)

- [Does Unsupervised Domain Adaptation Improve the Robustness of Amortized Bayesian Inference? A Systematic Evaluation](https://mlsanity.com/paper/2502.04949/) (2025)
- [BayesFlow 2: Multi-Backend Amortized Bayesian Inference in Python](https://mlsanity.com/paper/2602.07098/) (2026)
- [Improving the Accuracy of Amortized Model Comparison with Self-Consistency](https://mlsanity.com/paper/2508.20614/) (2025)
- [Bayesian evidence estimation from posterior samples with normalizing flows](https://mlsanity.com/paper/2404.12294/) (2024)
- [Tests for model misspecification in simulation-based inference: from local distortions to global model checks](https://mlsanity.com/paper/2412.15100/) (2024)
- [Statistical Patterns in the Equations of Physics and the Emergence of a Meta-Law of Nature](https://mlsanity.com/paper/2408.11065/) (2024)
- [Scalable Simulation-Based Model Inference with Test-Time Complexity Control](https://mlsanity.com/paper/2603.15292/) (2026)
- [Conditional Neural Bayes Ratio Estimation for Experimental Design Optimisation](https://mlsanity.com/paper/2603.26489/) (2026)
- [MIRA: A Score for Conditional Distribution Accuracy and Model Comparison](https://mlsanity.com/paper/2605.02014/) (2026)
- [Program Synthesis for Simulation-Based Inference: Joint Model Selection and Parameter Estimation](https://mlsanity.com/paper/2607.17540/) (2026)

## Abstract (arXiv)

Evidence Networks can enable Bayesian model comparison when state-of-the-art methods (e.g. nested sampling) fail and even when likelihoods or priors are intractable or unknown. Bayesian model comparison, i.e. the computation of Bayes factors or evidence ratios, can be cast as an optimization problem. Though the Bayesian interpretation of optimal classification is well-known, here we change perspective and present classes of loss functions that result in fast, amortized neural estimators that directly estimate convenient functions of the Bayes factor. This mitigates numerical inaccuracies associated with estimating individual model probabilities. We introduce the leaky parity-odd power (l-POP) transform, leading to the novel ``l-POP-Exponential'' loss function. We explore neural density estimation for data probability in different models, showing it to be less accurate and scalable than Evidence Networks. Multiple real-world and synthetic examples illustrate that Evidence Networks are explicitly independent of dimensionality of the parameter space and scale mildly with the complexity of the posterior probability density function. This simple yet powerful approach has broad implications for model inference tasks. As an application of Evidence Networks to real-world data we compute the Bayes factor for two models with gravitational lensing data of the Dark Energy Survey. We briefly discuss applications of our methods to other, related problems of model comparison and evaluation in implicit inference settings.
