NeurIPS 2019poster39 citations

Energy-Inspired Models: Learning with Sampler-Induced Distributions

John Lawson, George Tucker, Bo Dai, Rajesh Ranganath

Abstract

Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a mismatch between the model and inference. Motivated by this, we consider the sampler-induced distribution as the model of interest and maximize the likelihood of this model. This yields a class of energy-inspired models (EIMs) that incorporate learned energy functions while still providing exact samples and tractable log-likelihood lower bounds. We describe and evaluate three instantiations of such models based on truncated rejection sampling, self-normalized importance sampling, and Hamiltonian importance sampling. These models out-perform or perform comparably to the recently proposed Learned Accept/RejectSampling algorithm and provide new insights on ranking Noise Contrastive Estimation and Contrastive Predictive Coding. Moreover, EIMs allow us to generalize a recent connection between multi-sample variational lower bounds and auxiliary variable variational inference. We show how recent variational bounds can be unified with EIMs as the variational family.

BibTeX
@inproceedings{NEURIPS2019_28659414,
 author = {Lawson, John and Tucker, George and Dai, Bo and Ranganath, Rajesh},
 booktitle = {Advances in Neural Information Processing Systems},
 editor = {H. Wallach and H. Larochelle and A. Beygelzimer and F. d\textquotesingle Alch\'{e}-Buc and E. Fox and R. Garnett},
 pages = {},
 publisher = {Curran Associates, Inc.},
 title = {Energy-Inspired Models: Learning with Sampler-Induced Distributions},
 url = {https://proceedings.neurips.cc/paper_files/paper/2019/file/28659414dab9eca0219dd592b8136434-Paper.pdf},
 volume = {32},
 year = {2019}
}
Energy-Inspired Models: Learning with Sampler-Induced Distributions · NeurIPS 2019