论文标题
用于评估隐式生成模型的内核Stein统计量
A Kernelised Stein Statistic for Assessing Implicit Generative Models
论文作者
论文摘要
综合数据生成已成为培训机器学习过程的关键要素,解决了诸如数据扩展,分析隐私敏感数据或可视化代表样本之类的任务。因此,必须解决评估此类合成数据生成器的质量。由于(深)合成数据的生成模型通常不承认明确的概率分布,因此可能不适用用于评估模型拟合优点的经典统计程序。在本文中,我们提出了一个原则上的程序来评估合成数据生成器的质量。该过程是基于关注的合成数据生成器的非参数Stein运算符基于非参数Stein操作员。该操作员是从从合成数据生成器中获得的样品中估算的,因此即使模型仅是隐式的,也可以应用。与经典测试相反,合成数据生成器的样本大小可以根据需要大大,而观察到的数据的大小(生成器旨在模拟的数据)是固定的。合成分布和训练的生成模型的实验结果表明,与现有方法相比,该方法表现出改善的功率性能。
Synthetic data generation has become a key ingredient for training machine learning procedures, addressing tasks such as data augmentation, analysing privacy-sensitive data, or visualising representative samples. Assessing the quality of such synthetic data generators hence has to be addressed. As (deep) generative models for synthetic data often do not admit explicit probability distributions, classical statistical procedures for assessing model goodness-of-fit may not be applicable. In this paper, we propose a principled procedure to assess the quality of a synthetic data generator. The procedure is a kernelised Stein discrepancy (KSD)-type test which is based on a non-parametric Stein operator for the synthetic data generator of interest. This operator is estimated from samples which are obtained from the synthetic data generator and hence can be applied even when the model is only implicit. In contrast to classical testing, the sample size from the synthetic data generator can be as large as desired, while the size of the observed data, which the generator aims to emulate is fixed. Experimental results on synthetic distributions and trained generative models on synthetic and real datasets illustrate that the method shows improved power performance compared to existing approaches.