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1. Provable Benefits of Score Matching

   Pabbaraju, C; Rohatgi, D; Sevekari, A; Lee, H; Moitra, A; Risteski, A. (December 2023, Conference on Neural Information Processing Systems (NeurIPS), 2023)

   Score matching is an alternative to maximum likelihood (ML) for estimating a probability distribution parametrized up to a constant of proportionality. By fitting the ''score'' of the distribution, it sidesteps the need to compute this constant of proportionality (which is often intractable). While score matching and variants thereof are popular in practice, precise theoretical understanding of the benefits and tradeoffs with maximum likelihood---both computational and statistical---are not well understood. In this work, we give the first example of a natural exponential family of distributions such that the score matching loss is computationally efficient to optimize, and has a comparable statistical efficiency to ML, while the ML loss is intractable to optimize using a gradient-based method. The family consists of exponentials of polynomials of fixed degree, and our result can be viewed as a continuous analogue of recent developments in the discrete setting. Precisely, we show: (1) Designing a zeroth-order or first-order oracle for optimizing the maximum likelihood loss is NP-hard. (2) Maximum likelihood has a statistical efficiency polynomial in the ambient dimension and the radius of the parameters of the family. (3) Minimizing the score matching loss is both computationally and statistically efficient, with complexity polynomial in the ambient dimension. 

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2. Fit Like You Sample: Sample-Efficient Generalized Score Matching from Fast Mixing Diffusions

   Qin, Y; Risteski, A (June 2024, Conference on Learning Theory (COLT), 2024)

   Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the need to evaluate the constant of proportionality. While there's a clear algorithmic benefit, the statistical "cost'' can be steep: recent work by Koehler et al. 2022 showed that for distributions that have poor isoperimetric properties (a large Poincaré or log-Sobolev constant), score matching is substantially statistically less efficient than maximum likelihood. However, many natural realistic distributions, e.g. multimodal distributions as simple as a mixture of two Gaussians in one dimension -- have a poor Poincaré constant. 

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3. Fit Like You Sample: Sample-Efficient Generalized Score Matching from Fast Mixing Diffusions

   Qin, Y; Risteski, A (June 2024, Conference on Learning Theory (COLT), 2024)

   Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the need to evaluate the constant of proportionality. While there's a clear algorithmic benefit, the statistical "cost'' can be steep: recent work by Koehler et al. 2022 showed that for distributions that have poor isoperimetric properties (a large Poincaré or log-Sobolev constant), score matching is substantially statistically less efficient than maximum likelihood. However, many natural realistic distributions, e.g. multimodal distributions as simple as a mixture of two Gaussians in one dimension -- have a poor Poincaré constant. In this paper, we show a close connection between the mixing time of a broad class of Markov processes with generator  and an appropriately chosen generalized score matching loss that tries to fit pp. This allows us to adapt techniques to speed up Markov chains to construct better score-matching losses. In particular, ``preconditioning'' the diffusion can be translated to an appropriate ``preconditioning'' of the score loss. Lifting the chain by adding a temperature like in simulated tempering can be shown to result in a Gaussian-convolution annealed score matching loss, similar to Song and Ermon, 2019. Moreover, we show that if the distribution being learned is a finite mixture of Gaussians in d dimensions with a shared covariance, the sample complexity of annealed score matching is polynomial in the ambient dimension, the diameter of the means, and the smallest and largest eigenvalues of the covariance -- obviating the Poincaré constant-based lower bounds of the basic score matching loss shown in Koehler et al. 2022. 

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4. Learning Energy-Based Models in High-Dimensional Spaces with Multiscale Denoising-Score Matching

   https://doi.org/10.3390/e25101367  

   Li, Zengyi; Chen, Yubei; Sommer, Friedrich T. (October 2023, Entropy)

   Energy-based models (EBMs) assign an unnormalized log probability to data samples. This functionality has a variety of applications, such as sample synthesis, data denoising, sample restoration, outlier detection, Bayesian reasoning and many more. But, the training of EBMs using standard maximum likelihood is extremely slow because it requires sampling from the model distribution. Score matching potentially alleviates this problem. In particular, denoising-score matching has been successfully used to train EBMs. Using noisy data samples with one fixed noise level, these models learn fast and yield good results in data denoising. However, demonstrations of such models in the high-quality sample synthesis of high-dimensional data were lacking. Recently, a paper showed that a generative model trained by denoising-score matching accomplishes excellent sample synthesis when trained with data samples corrupted with multiple levels of noise. Here we provide an analysis and empirical evidence showing that training with multiple noise levels is necessary when the data dimension is high. Leveraging this insight, we propose a novel EBM trained with multiscale denoising-score matching. Our model exhibits a data-generation performance comparable to state-of-the-art techniques such as GANs and sets a new baseline for EBMs. The proposed model also provides density information and performs well on an image-inpainting task. 

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5. Distributionally Robust Parametric Maximum Likelihood Estimation

   Nguyen, Viet Anh; Zhang, Xuhui; Blanchet, Jose; Georghiou, Angelos (July 2020, Advances in neural information processing systems)

   null (Ed.)

   We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited training sample size, is sensitive to noise and may perform poorly on downstream predictive tasks. To mitigate these issues, we propose a distributionally robust maximum likelihood estimator that minimizes the worst-case expected log-loss uniformly over a parametric Kullback-Leibler ball around a parametric nominal distribution. Leveraging the analytical expression of the Kullback-Leibler divergence between two distributions in the same natural exponential family, we show that the min-max estimation problem is tractable in a broad setting, including the robust training of generalized linear models. Our novel robust estimator also enjoys statistical consistency and delivers promising empirical results in both regression and classification tasks. 

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