Title: Pitfalls of Gaussians as a noise distribution in NCE
Noise Contrastive Estimation (NCE) is a popular approach for learning probability density functions parameterized up to a constant of proportionality. The main idea is to design a classification problem for distinguishing training data from samples from an easy-to-sample noise distribution q, in a manner that avoids having to calculate a partition function. It is well-known that the choice of q can severely impact the computational and statistical efficiency of NCE. In practice, a common choice for q is a Gaussian which matches the mean and covariance of the data. In this paper, we show that such a choice can result in an exponentially bad (in the ambient dimension) conditioning of the Hessian of the loss, even for very simple data distributions. As a consequence, both the statistical and algorithmic complexity for such a choice of q will be problematic in practice, suggesting that more complex and tailored noise distributions are essential to the success of NCE.  more » « less
Award ID(s):
2211907
PAR ID:
10450565
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
International Conference on Learning Representations
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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