arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2303.06992cs.LGstat.ML

使用退火和基于能量的界限改进互信息估计

Improving Mutual Information Estimation with Annealed and Energy-Based Bounds

Information Sciences Institute, University of Southern California(南加州大学信息科学研究所);Vector Institute(向量研究所);University of Toronto(多伦多大学);MIT EECS / IMES / CSAIL(麻省理工学院电气工程与计算机科学系 / 医学工程与科学研究所 / 计算机科学与人工智能实验室)

Rob Brekelmans, Sicong Huang, Marzyeh Ghassemi, Greg Ver Steeg, Roger Grosse, Alireza Makhzani

AI总结:

本文从重要性采样视角统一互信息估计界限,提出多样本AIS、GIWAE和MINE-AIS三种新界限,显著提升高互信息场景下VAE和GAN的估计精度。

摘要:

互信息(MI)是信息论和机器学习中的一个基本量。然而,直接估计MI是困难的,即使已知感兴趣变量的真实联合概率密度,因为它涉及估计一个潜在的高维对数配分函数。在这项工作中,我们从重要性采样的角度提出了现有MI界限的统一视角,并基于该方法提出了三个新的界限。由于在没有密度信息的情况下准确估计MI需要样本量在真实MI中呈指数增长,我们假设已知的要么是单个边缘分布,要么是完整的联合密度信息。在完整联合密度可用的情况下,我们提出了MI的多样本退火重要性采样(AIS)界限,我们在实验中证明该界限可以紧密估计大的MI值。在仅已知单个边缘分布的情况下,我们提出了广义IWAE(GIWAE)和MINE-AIS界限。我们的GIWAE界限在一个统一的框架中结合了变分和对比界限,推广了InfoNCE、IWAE和Barber-Agakov界限。我们的MINE-AIS方法通过直接优化MI的更紧下界,改进了现有的基于能量的方法,如MINE-DV和MINE-F。MINE-AIS使用MCMC采样来估计训练的梯度,并使用多样本AIS来评估界限。我们的方法特别适合评估深度生成模型中的MI,因为边缘或联合密度的显式形式通常是可用的。我们在MNIST和CIFAR数据集上训练的VAE和GAN的MI估计中评估了我们的界限,并展示了在这些具有高真实MI的挑战性设置中,相比现有界限的显著改进。

英文摘要:

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves estimating a potentially high-dimensional log partition function. In this work, we present a unifying view of existing MI bounds from the perspective of importance sampling, and propose three novel bounds based on this approach. Since accurate estimation of MI without density information requires a sample size exponential in the true MI, we assume either a single marginal or the full joint density information is known. In settings where the full joint density is available, we propose Multi-Sample Annealed Importance Sampling (AIS) bounds on MI, which we demonstrate can tightly estimate large values of MI in our experiments. In settings where only a single marginal distribution is known, we propose Generalized IWAE (GIWAE) and MINE-AIS bounds. Our GIWAE bound unifies variational and contrastive bounds in a single framework that generalizes InfoNCE, IWAE, and Barber-Agakov bounds. Our MINE-AIS method improves upon existing energy-based methods such as MINE-DV and MINE-F by directly optimizing a tighter lower bound on MI. MINE-AIS uses MCMC sampling to estimate gradients for training and Multi-Sample AIS for evaluating the bound. Our methods are particularly suitable for evaluating MI in deep generative models, since explicit forms of the marginal or joint densities are often available. We evaluate our bounds on estimating the MI of VAEs and GANs trained on the MNIST and CIFAR datasets, and showcase significant gains over existing bounds in these challenging settings with high ground truth MI.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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