Part of Advances in Neural Information Processing Systems 32 (NeurIPS 2019)
John Lawson, George Tucker, Bo Dai, Rajesh Ranganath
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.