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Raising the Reliability of Estimates of Generative Performance of MRFs Yuri Burda, Fields Institute Joint work with Roger Grosse and Ruslan Salakhutdinov Workshop on Big Data and Statistical Machine Learning, Fields Institute, January 28, 2015


  1. Empirical observations • Annealing from the data base rates model typically gives better AIS estimates than annealing from the uniform distribution • RAISE model approximates the original MRF reasonably well with 1,000 – 100,000 intermediate distributions

  2. Empirical observations • Annealing from the data base rates model typically gives better AIS estimates than annealing from the uniform distribution • RAISE model approximates the original MRF reasonably well with 1,000 – 100,000 intermediate distributions • For models that don’t model the data distribution well (overfitting, undertrained etc) the RAISE model can be substantially better than the original MRF.

  3. Empirical observations • It’s really hard to know when AIS is or isn’t working, and RAISE can give a clue about that

  4. Empirical observations • It’s really hard to know when AIS is or isn’t working, and RAISE can give a clue about that • It’s likely that most, but not all, published results based on AIS estimates with enough intermediate distributions are reliable.

  5. Computational Tricks RAISE requires estimating a large sum for each test sample, which is computationally expensive

  6. Computational Tricks RAISE requires estimating a large sum for each test sample, which is computationally expensive Method of control variates gives a way of using few test samples to achieve reasonably reliable estimates

  7. Computational Tricks RAISE requires estimating a large sum for each test sample, which is computationally expensive Method of control variates gives a way of using few test samples to achieve reasonably reliable estimates RAISE estimates and MRF unnormalized probabilities tend to be tightly correlated

  8. Computational Tricks RAISE requires estimating a large sum for each test sample, which is computationally expensive Method of control variates gives a way of using few test samples to achieve reasonably reliable estimates RAISE estimates and MRF unnormalized probabilities tend to be tightly correlated Hence is a low-variance estimator of

  9. Computational Tricks RAISE requires estimating a large sum for each test sample, which is computationally expensive Method of control variates gives a way of using few test samples to achieve reasonably reliable estimates RAISE estimates and MRF unnormalized probabilities tend to be tightly correlated Hence is a low-variance estimator of Here are random test set samples and k is small

  10. Pretraining Very Very Deep Models • Train an RBM or a DBN

  11. Pretraining Very Very Deep Models • Train an RBM or a DBN • Unroll the model using RAISE to create a sigmoid belief network with 100 or 1000 layers

  12. Pretraining Very Very Deep Models • Train an RBM or a DBN • Unroll the model using RAISE to create a sigmoid belief network with 100 or 1000 layers • Use p and q to fine-tune the model with an appropriate algorithm: wake-sleep (Hinton et al, 95) reweighted wake-sleep (Bornschein, Bengio, 14) neural variational inference (Mnih, Gregor, 13)

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