Information Theoretic Structured Generative Modeling
- URL: http://arxiv.org/abs/2110.05794v1
- Date: Tue, 12 Oct 2021 07:44:18 GMT
- Title: Information Theoretic Structured Generative Modeling
- Authors: Bo Hu, Shujian Yu, Jose C. Principe
- Abstract summary: A novel generative model framework called the structured generative model (SGM) is proposed that makes straightforward optimization possible.
The implementation employs a single neural network driven by an orthonormal input to a single white noise source adapted to learn an infinite Gaussian mixture model.
Preliminary results show that SGM significantly improves MINE estimation in terms of data efficiency and variance, conventional and variational Gaussian mixture models, as well as for training adversarial networks.
- Score: 13.117829542251188
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: R\'enyi's information provides a theoretical foundation for tractable and
data-efficient non-parametric density estimation, based on pair-wise
evaluations in a reproducing kernel Hilbert space (RKHS). This paper extends
this framework to parametric probabilistic modeling, motivated by the fact that
R\'enyi's information can be estimated in closed-form for Gaussian mixtures.
Based on this special connection, a novel generative model framework called the
structured generative model (SGM) is proposed that makes straightforward
optimization possible, because costs are scale-invariant, avoiding high
gradient variance while imposing less restrictions on absolute continuity,
which is a huge advantage in parametric information theoretic optimization. The
implementation employs a single neural network driven by an orthonormal input
appended to a single white noise source adapted to learn an infinite Gaussian
mixture model (IMoG), which provides an empirically tractable model
distribution in low dimensions. To train SGM, we provide three novel
variational cost functions, based on R\'enyi's second-order entropy and
divergence, to implement minimization of cross-entropy, minimization of
variational representations of $f$-divergence, and maximization of the evidence
lower bound (conditional probability). We test the framework for estimation of
mutual information and compare the results with the mutual information neural
estimation (MINE), for density estimation, for conditional probability
estimation in Markov models as well as for training adversarial networks. Our
preliminary results show that SGM significantly improves MINE estimation in
terms of data efficiency and variance, conventional and variational Gaussian
mixture models, as well as the performance of generative adversarial networks.
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