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Despite the tremendous progress in the estimation of generative models, the development of tools for diagnosing their failures and assessing their performance has advanced at a much slower pace. Recent developments have investigated metrics that quantify which parts of the true distribution is modeled well, and, on the contrary, what the model fails to capture, akin to precision and recall in information retrieval. In this paper, we present a general evaluation framework for generative models that measures the trade-off between precision and recall using Renyi divergences. Our framework provides a novel perspective on existing techniques and extends them to more general domains. As a key advantage, this formulation encompasses both continuous and discrete models and allows for the design of efficient algorithms that do not have to quantize the data. We further analyze the biases of the approximations used in practice.
In this note I study how the precision of a classifier depends on the ratio $r$ of positive to negative cases in the test set, as well as the classifiers true and false positive rates. This relationship allows prediction of how the precision-recall c
In this article we revisit the definition of Precision-Recall (PR) curves for generative models proposed by Sajjadi et al. (arXiv:1806.00035). Rather than providing a scalar for generative quality, PR curves distinguish mode-collapse (poor recall) an
In many environments only a tiny subset of all states yield high reward. In these cases, few of the interactions with the environment provide a relevant learning signal. Hence, we may want to preferentially train on those high-reward states and the p
Classical linear metric learning methods have recently been extended along two distinct lines: deep metric learning methods for learning embeddings of the data using neural networks, and Bregman divergence learning approaches for extending learning E
Joint models are a common and important tool in the intersection of machine learning and the physical sciences, particularly in contexts where real-world measurements are scarce. Recent developments in rainfall-runoff modeling, one of the prime chall