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In this paper, we propose conjugate energy-based models (CEBMs), a new class of energy-based models that define a joint density over data and latent variables. The joint density of a CEBM decomposes into an intractable distribution over data and a tractable posterior over latent variables. CEBMs have similar use cases as variational autoencoders, in the sense that they learn an unsupervised mapping from data to latent variables. However, these models omit a generator network, which allows them to learn more flexible notions of similarity between data points. Our experiments demonstrate that conjugate EBMs achieve competitive results in terms of image modelling, predictive power of latent space, and out-of-domain detection on a variety of datasets.
Energy-Based Models (EBMs), also known as non-normalized probabilistic models, specify probability density or mass functions up to an unknown normalizing constant. Unlike most other probabilistic models, EBMs do not place a restriction on the tractability of the normalizing constant, thus are more flexible to parameterize and can model a more expressive family of probability distributions. However, the unknown normalizing constant of EBMs makes training particularly difficult. Our goal is to provide a friendly introduction to modern approaches for EBM training. We start by explaining maximum likelihood training with Markov chain Monte Carlo (MCMC), and proceed to elaborate on MCMC-free approaches, including Score Matching (SM) and Noise Constrastive Estimation (NCE). We highlight theoretical connections among these three approaches, and end with a brief survey on alternative training methods, which are still under active research. Our tutorial is targeted at an audience with basic understanding of generative models who want to apply EBMs or start a research project in this direction.
While energy-based models (EBMs) exhibit a number of desirable properties, training and sampling on high-dimensional datasets remains challenging. Inspired by recent progress on diffusion probabilistic models, we present a diffusion recovery likelihood method to tractably learn and sample from a sequence of EBMs trained on increasingly noi
Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can model data distribution and take noise into consideration. However, many existing works can not be widely used because of the constraints of functional form of generative models or the sensitivity to hyperparameters. In this paper, we propose ScoreGrad, a multivariate probabilistic time series forecasting framework based on continuous energy-based generative models. ScoreGrad is composed of time series feature extraction module and conditional stochastic differential equation based score matching module. The prediction can be achieved by iteratively solving reverse-time SDE. To the best of our knowledge, ScoreGrad is the first continuous energy based generative model used for time series forecasting. Furthermore, ScoreGrad achieves state-of-the-art results on six real-world datasets. The impact of hyperparameters and sampler types on the performance are also explored. Code is available at https://github.com/yantijin/ScoreGradPred.
We tackle a common scenario in imitation learning (IL), where agents try to recover the optimal policy from expert demonstrations without further access to the expert or environment reward signals. Except the simple Behavior Cloning (BC) that adopts supervised learning followed by the problem of compounding error, previous solutions like inverse reinforcement learning (IRL) and recent generative adversarial methods involve a bi-level or alternating optimization for updating the reward function and the policy, suffering from high computational cost and training instability. Inspired by recent progress in energy-based model (EBM), in this paper, we propose a simplified IL framework named Energy-Based Imitation Learning (EBIL). Instead of updating the reward and policy iteratively, EBIL breaks out of the traditional IRL paradigm by a simple and flexible two-stage solution: first estimating the expert energy as the surrogate reward function through score matching, then utilizing such a reward for learning the policy by reinforcement learning algorithms. EBIL combines the idea of both EBM and occupancy measure matching, and via theoretic analysis we reveal that EBIL and Max-Entropy IRL (MaxEnt IRL) approaches are two sides of the same coin, and thus EBIL could be an alternative of adversarial IRL methods. Extensive experiments on qualitative and quantitative evaluations indicate that EBIL is able to recover meaningful and interpretative reward signals while achieving effective and comparable performance against existing algorithms on IL benchmarks.
Recently there has been growing interest in modeling sets with exchangeability such as point clouds. A shortcoming of current approaches is that they restrict the cardinality of the sets considered or can only express limited forms of distribution over unobserved data. To overcome these limitations, we introduce Energy-Based Processes (EBPs), which extend energy based models to exchangeable data while allowing neural network parameterizations of the energy function. A key advantage of these models is the ability to express more flexible distributions over sets without restricting their cardinality. We develop an efficient training procedure for EBPs that demonstrates state-of-the-art performance on a variety of tasks such as point cloud generation, classification, denoising, and image completion.