arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2004.02441cs.LGstat.ML
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TraDE: Transformers for Density Estimation

Amazon Web Services(亚马逊云科技);University of Pennsylvania(宾夕法尼亚大学)

Rasool Fakoor, Pratik Chaudhari, Jonas Mueller, Alexander J. Smola

英文摘要:

We present TraDE, a self-attention-based architecture for auto-regressive density estimation with continuous and discrete valued data. Our model is trained using a penalized maximum likelihood objective, which ensures that samples from the density estimate resemble the training data distribution. The use of self-attention means that the model need not retain conditional sufficient statistics during the auto-regressive process beyond what is needed for each covariate. On standard tabular and image data benchmarks, TraDE produces significantly better density estimates than existing approaches such as normalizing flow estimators and recurrent auto-regressive models. However log-likelihood on held-out data only partially reflects how useful these estimates are in real-world applications. In order to systematically evaluate density estimators, we present a suite of tasks such as regression using generated samples, out-of-distribution detection, and robustness to noise in the training data and demonstrate that TraDE works well in these scenarios.

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