We train a generator by maximum likelihood and we also train the same generator architecture by Wasserstein GAN. We then compare the generated samples, exact log-probability densities and approximate Wasserstein distances. We show that an independent critic trained to approximate Wasserstein distance between the validation set and the generator distribution helps detect overfitting. Finally, we use ideas from the one-shot learning literature to develop a novel fast learning critic.
Uncertainty quantification in neural networks gained a lot of attention in the past years. The most popular approaches, Bayesian neural networks (BNNs), Monte Carlo dropout, and deep ensembles have one thing in common: they are all based on some kind of mixture model. While the BNNs build infinite mixture models and are derived via variational inference, the latter two build finite mixtures trained with the maximum likelihood method. In this work we investigate the effect of training an infinite mixture distribution with the maximum likelihood method instead of variational inference. We find that the proposed objective leads to stochastic networks with an increased predictive variance, which improves uncertainty based identification of miss-classification and robustness against adversarial attacks in comparison to a standard BNN with equivalent network structure. The new model also displays higher entropy on out-of-distribution data.
Adversarial learning of probabilistic models has recently emerged as a promising alternative to maximum likelihood. Implicit models such as generative adversarial networks (GAN) often generate better samples compared to explicit models trained by maximum likelihood. Yet, GANs sidestep the characterization of an explicit density which makes quantitative evaluations challenging. To bridge this gap, we propose Flow-GANs, a generative adversarial network for which we can perform exact likelihood evaluation, thus supporting both adversarial and maximum likelihood training. When trained adversarially, Flow-GANs generate high-quality samples but attain extremely poor log-likelihood scores, inferior even to a mixture model memorizing the training data; the opposite is true when trained by maximum likelihood. Results on MNIST and CIFAR-10 demonstrate that hybrid training can attain high held-out likelihoods while retaining visual fidelity in the generated samples.
Although deep learning models have driven state-of-the-art performance on a wide array of tasks, they are prone to learning spurious correlations that should not be learned as predictive clues. To mitigate this problem, we propose a causality-based training framework to reduce the spurious correlations caused by observable confounders. We give theoretical analysis on the underlying general Structural Causal Model (SCM) and propose to perform Maximum Likelihood Estimation (MLE) on the interventional distribution instead of the observational distribution, namely Counterfactual Maximum Likelihood Estimation (CMLE). As the interventional distribution, in general, is hidden from the observational data, we then derive two different upper bounds of the expected negative log-likelihood and propose two general algorithms, Implicit CMLE and Explicit CMLE, for causal predictions of deep learning models using observational data. We conduct experiments on two real-world tasks: Natural Language Inference (NLI) and Image Captioning. The results show that CMLE methods outperform the regular MLE method in terms of out-of-domain generalization performance and reducing spurious correlations, while maintaining comparable performance on the regular evaluations.
In this work we consider data-driven optimization problems where one must maximize a function given only queries at a fixed set of points. This problem setting emerges in many domains where function evaluation is a complex and expensive process, such as in the design of materials, vehicles, or neural network architectures. Because the available data typically only covers a small manifold of the possible space of inputs, a principal challenge is to be able to construct algorithms that can reason about uncertainty and out-of-distribution values, since a naive optimizer can easily exploit an estimated model to return adversarial inputs. We propose to tackle this problem by leveraging the normalized maximum-likelihood (NML) estimator, which provides a principled approach to handling uncertainty and out-of-distribution inputs. While in the standard formulation NML is intractable, we propose a tractable approximation that allows us to scale our method to high-capacity neural network models. We demonstrate that our method can effectively optimize high-dimensional design problems in a variety of disciplines such as chemistry, biology, and materials engineering.
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspired by observations gleaned from exactly solvable cases, we look for an approximate PML solution, which, intuitively, clumps comparably frequent symbols into one symbol. This amounts to lower-bounding a certain matrix permanent by summing over a subgroup of the symmetric group rather than the whole group during the computation. We extensively experiment with the approximate solution, and find the empirical performance of our approach is competitive and sometimes significantly better than state-of-the-art performance for various estimation problems.