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Deep Energy Estimator.pdf

arxiv.org · 5,650 words · saved by 1 readers

Density estimation is a fundamental problem in statistical learning. This problem is especially challenging for complex high-dimensional data due to the curse of dimensionality. A promising solution to this problem is given here in an inference-free hierarchical framework that is built on score matching. We revisit the Bayesian interpretation of the score function and the Parzen score matching, and construct a multilayer perceptron with a scalable objective for learning the energy (i.e. the unnormalized log-density), which is then optimized with stochastic gradient descent. In addition, the resulting deep energy estimator network (DEEN) is designed as products of experts. We present the utility of DEEN in learning the energy, the score function, and in single-step denoising experiments for synthetic and high-dimensional data. We also diagnose stability problems in the direct estimation of the score function that had been observed for denoising autoencoders.

Deep Energy Estimator Networks Saeed Saremi† Arash Mehrjou† Redwood Center for Theoretical Neuroscience Department of Empirical Inference University of California, Berkeley Max Planck Institute for Intelligent Systems saeed@berkeley.edu arash.mehrjou@tuebingen.mpg.de arXiv:1805.08306v1 [stat.ML]…

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