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$$ \def\bm#1{\boldsymbol{#1}} %%%%% NEW MATH DEFINITIONS %%%%% % % Mark sections of captions for referring to divisions of figures % \newcommand{\figleft}{{\em (Left)}} % \newcommand{\figcenter}{{\em (Center)}} % \newcommand{\figright}{{\em (Right)}} % \newcommand{\figtop}{{\em (Top)}} % \newcommand{\figbottom}{{\em (Bottom)}} % \newcommand{\captiona}{{\em (a)}} % \newcommand{\captionb}{{\em (b)}} % \newcommand{\captionc}{{\em (c)}} % \newcommand{\captiond}{{\em (d)}} % Highlight a newly defined term \newcommand{\newterm}[1]{{\bf #1}} % % Figure reference, lower-case. % \def\figref#1{figure~\ref{#1}} % % Figure reference, capital. For start of sentence % \def\Figref#1{Figure~\ref{#1}} % \def\twofigref#1#2{figures \ref{#1} and \ref{#2}} % \def\quadfigref#1#2#3#4{figures \ref{#1}, \ref{#2}, \ref{#3} and \ref{#4}} % % Section reference, lower-case. % \def\secref#1{section~\ref{#1}} % % Section reference, capital. % \def\Secref#1{Section~\ref{#1}} % % Reference to two sections. % \def\twosecrefs#1#2{sections \ref{#1} and \ref{#2}} % % Reference to three sections. % \def\secrefs#1#2#3{sections \ref{#1}, \ref{#2} and \ref{#3}} % % Reference to an equation, lower-case. % \def\eqref#1{equation~\ref{#1}} % % Reference to an equation, upper case % \def\Eqref#1{Equation~\ref{#1}} % % A raw reference to an equation---avoid using if possible % \def\plaineqref#1{\ref{#1}} % % Reference to a chapter, lower-case. % \def\chapref#1{chapter~\ref{#1}} % % Reference to an equation, upper case. % \def\Chapref#1{Chapter~\ref{#1}} % % Reference to a range of chapters % \def\rangechapref#1#2{chapters\ref{#1}--\ref{#2}} % % Reference to an algorithm, lower-case. % \def\algref#1{algorithm~\ref{#1}} % % Reference to an algorithm, upper case. % \def\Algref#1{Algorithm~\ref{#1}} % \def\twoalgref#1#2{algorithms \ref{#1} and \ref{#2}} % \def\Twoalgref#1#2{Algorithms \ref{#1} and \ref{#2}} % % Reference to a part, lower case % \def\partref#1{part~\ref{#1}} % % Reference to a part, upper case % \def\Partref#1{Part~\ref{#1}} % \def\twopartref#1#2{parts \ref{#1} and \ref{#2}} \def\ceil#1{\lceil #1 \rceil} \def\floor#1{\lfloor #1 \rfloor} \def\1{\bm{1}} \newcommand{\train}{\mathcal{D}} \newcommand{\valid}{\mathcal{D_{\mathrm{valid}}}} \newcommand{\test}{\mathcal{D_{\mathrm{test}}}} \def\eps{{\epsilon}} % Random variables \def\reta{{\textnormal{$\eta$}}} \def\ra{{\textnormal{a}}} \def\rb{{\textnormal{b}}} \def\rc{{\textnormal{c}}} \def\rd{{\textnormal{d}}} \def\re{{\textnormal{e}}} \def\rf{{\textnormal{f}}} \def\rg{{\textnormal{g}}} \def\rh{{\textnormal{h}}} \def\ri{{\textnormal{i}}} \def\rj{{\textnormal{j}}} \def\rk{{\textnormal{k}}} \def\rl{{\textnormal{l}}} % rm is already a command, just don't name any random variables m \def\rn{{\textnormal{n}}} \def\ro{{\textnormal{o}}} \def\rp{{\textnormal{p}}} \def\rq{{\textnormal{q}}} \def\rr{{\textnormal{r}}} \def\rs{{\textnormal{s}}} \def\rt{{\textnormal{t}}} \def\ru{{\textnormal{u}}} \def\rv{{\textnormal{v}}} \def\rw{{\textnormal{w}}} \def\rx{{\textnormal{x}}} \def\ry{{\textnormal{y}}} \def\rz{{\textnormal{z}}} % Random vectors \def\rvepsilon{{\mathbf{\epsilon}}} \def\rvtheta{{\mathbf{\theta}}} \def\rva{{\mathbf{a}}} \def\rvb{{\mathbf{b}}} \def\rvc{{\mathbf{c}}} \def\rvd{{\mathbf{d}}} \def\rve{{\mathbf{e}}} \def\rvf{{\mathbf{f}}} \def\rvg{{\mathbf{g}}} \def\rvh{{\mathbf{h}}} \def\rvi{{\mathbf{i}}} \def\rvj{{\mathbf{j}}} \def\rvk{{\mathbf{k}}} \def\rvl{{\mathbf{l}}} \def\rvm{{\mathbf{m}}} \def\rvn{{\mathbf{n}}} \def\rvo{{\mathbf{o}}} \def\rvp{{\mathbf{p}}} \def\rvq{{\mathbf{q}}} \def\rvr{{\mathbf{r}}} \def\rvs{{\mathbf{s}}} \def\rvt{{\mathbf{t}}} \def\rvu{{\mathbf{u}}} \def\rvv{{\mathbf{v}}} \def\rvw{{\mathbf{w}}} \def\rvx{{\mathbf{x}}} \def\rvy{{\mathbf{y}}} \def\rvz{{\mathbf{z}}} % Elements of random vectors \def\erva{{\textnormal{a}}} \def\ervb{{\textnormal{b}}} \def\ervc{{\textnormal{c}}} \def\ervd{{\textnormal{d}}} \def\erve{{\textnormal{e}}} \def\ervf{{\textnormal{f}}} \def\ervg{{\textnormal{g}}} \def\ervh{{\textnormal{h}}} \def\ervi{{\textnormal{i}}} \def\ervj{{\textnormal{j}}} \def\ervk{{\textnormal{k}}} \def\ervl{{\textnormal{l}}} \def\ervm{{\textnormal{m}}} \def\ervn{{\textnormal{n}}} \def\ervo{{\textnormal{o}}} \def\ervp{{\textnormal{p}}} \def\ervq{{\textnormal{q}}} \def\ervr{{\textnormal{r}}} \def\ervs{{\textnormal{s}}} \def\ervt{{\textnormal{t}}} \def\ervu{{\textnormal{u}}} \def\ervv{{\textnormal{v}}} \def\ervw{{\textnormal{w}}} \def\ervx{{\textnormal{x}}} \def\ervy{{\textnormal{y}}} \def\ervz{{\textnormal{z}}} % Random matrices \def\rmA{{\mathbf{A}}} \def\rmB{{\mathbf{B}}} \def\rmC{{\mathbf{C}}} \def\rmD{{\mathbf{D}}} \def\rmE{{\mathbf{E}}} \def\rmF{{\mathbf{F}}} \def\rmG{{\mathbf{G}}} \def\rmH{{\mathbf{H}}} \def\rmI{{\mathbf{I}}} \def\rmJ{{\mathbf{J}}} \def\rmK{{\mathbf{K}}} \def\rmL{{\mathbf{L}}} \def\rmM{{\mathbf{M}}} \def\rmN{{\mathbf{N}}} \def\rmO{{\mathbf{O}}} \def\rmP{{\mathbf{P}}} \def\rmQ{{\mathbf{Q}}} \def\rmR{{\mathbf{R}}} \def\rmS{{\mathbf{S}}} \def\rmT{{\mathbf{T}}} \def\rmU{{\mathbf{U}}} \def\rmV{{\mathbf{V}}} \def\rmW{{\mathbf{W}}} \def\rmX{{\mathbf{X}}} \def\rmY{{\mathbf{Y}}} \def\rmZ{{\mathbf{Z}}} % Elements of random matrices \def\ermA{{\textnormal{A}}} \def\ermB{{\textnormal{B}}} \def\ermC{{\textnormal{C}}} \def\ermD{{\textnormal{D}}} \def\ermE{{\textnormal{E}}} \def\ermF{{\textnormal{F}}} \def\ermG{{\textnormal{G}}} \def\ermH{{\textnormal{H}}} \def\ermI{{\textnormal{I}}} \def\ermJ{{\textnormal{J}}} \def\ermK{{\textnormal{K}}} \def\ermL{{\textnormal{L}}} \def\ermM{{\textnormal{M}}} \def\ermN{{\textnormal{N}}} \def\ermO{{\textnormal{O}}} \def\ermP{{\textnormal{P}}} \def\ermQ{{\textnormal{Q}}} \def\ermR{{\textnormal{R}}} \def\ermS{{\textnormal{S}}} \def\ermT{{\textnormal{T}}} \def\ermU{{\textnormal{U}}} \def\ermV{{\textnormal{V}}} \def\ermW{{\textnormal{W}}} \def\ermX{{\textnormal{X}}} \def\ermY{{\textnormal{Y}}} \def\ermZ{{\textnormal{Z}}} % Vectors \def\vzero{{\bm{0}}} \def\vone{{\bm{1}}} \def\vmu{{\bm{\mu}}} \def\vtheta{{\bm{\theta}}} \def\va{{\bm{a}}} \def\vb{{\bm{b}}} \def\vc{{\bm{c}}} \def\vd{{\bm{d}}} \def\ve{{\bm{e}}} \def\vf{{\bm{f}}} \def\vg{{\bm{g}}} \def\vh{{\bm{h}}} \def\vi{{\bm{i}}} \def\vj{{\bm{j}}} \def\vk{{\bm{k}}} \def\vl{{\bm{l}}} \def\vm{{\bm{m}}} \def\vn{{\bm{n}}} \def\vo{{\bm{o}}} \def\vp{{\bm{p}}} \def\vq{{\bm{q}}} \def\vr{{\bm{r}}} \def\vs{{\bm{s}}} \def\vt{{\bm{t}}} \def\vu{{\bm{u}}} \def\vv{{\bm{v}}} \def\vw{{\bm{w}}} \def\vx{{\bm{x}}} \def\vy{{\bm{y}}} \def\vz{{\bm{z}}} % Elements of vectors \def\evalpha{{\alpha}} \def\evbeta{{\beta}} \def\evepsilon{{\epsilon}} \def\evlambda{{\lambda}} \def\evomega{{\omega}} \def\evmu{{\mu}} \def\evpsi{{\psi}} \def\evsigma{{\sigma}} \def\evtheta{{\theta}} \def\eva{{a}} \def\evb{{b}} \def\evc{{c}} \def\evd{{d}} \def\eve{{e}} \def\evf{{f}} \def\evg{{g}} \def\evh{{h}} \def\evi{{i}} \def\evj{{j}} \def\evk{{k}} \def\evl{{l}} \def\evm{{m}} \def\evn{{n}} \def\evo{{o}} \def\evp{{p}} \def\evq{{q}} \def\evr{{r}} \def\evs{{s}} \def\evt{{t}} \def\evu{{u}} \def\evv{{v}} \def\evw{{w}} \def\evx{{x}} \def\evy{{y}} \def\evz{{z}} % Matrix \def\mA{{\bm{A}}} \def\mB{{\bm{B}}} \def\mC{{\bm{C}}} \def\mD{{\bm{D}}} \def\mE{{\bm{E}}} \def\mF{{\bm{F}}} \def\mG{{\bm{G}}} \def\mH{{\bm{H}}} \def\mI{{\bm{I}}} \def\mJ{{\bm{J}}} \def\mK{{\bm{K}}} \def\mL{{\bm{L}}} \def\mM{{\bm{M}}} \def\mN{{\bm{N}}} \def\mO{{\bm{O}}} \def\mP{{\bm{P}}} \def\mQ{{\bm{Q}}} \def\mR{{\bm{R}}} \def\mS{{\bm{S}}} \def\mT{{\bm{T}}} \def\mU{{\bm{U}}} \def\mV{{\bm{V}}} \def\mW{{\bm{W}}} \def\mX{{\bm{X}}} \def\mY{{\bm{Y}}} \def\mZ{{\bm{Z}}} \def\mBeta{{\bm{\beta}}} \def\mPhi{{\bm{\Phi}}} \def\mLambda{{\bm{\Lambda}}} \def\mSigma{{\bm{\Sigma}}} % Tensor \newcommand{\tens}[1]{\mathsf{#1}} \def\tA{{\tens{A}}} \def\tB{{\tens{B}}} \def\tC{{\tens{C}}} \def\tD{{\tens{D}}} \def\tE{{\tens{E}}} \def\tF{{\tens{F}}} \def\tG{{\tens{G}}} \def\tH{{\tens{H}}} \def\tI{{\tens{I}}} \def\tJ{{\tens{J}}} \def\tK{{\tens{K}}} \def\tL{{\tens{L}}} \def\tM{{\tens{M}}} \def\tN{{\tens{N}}} \def\tO{{\tens{O}}} \def\tP{{\tens{P}}} \def\tQ{{\tens{Q}}} \def\tR{{\tens{R}}} \def\tS{{\tens{S}}} \def\tT{{\tens{T}}} \def\tU{{\tens{U}}} \def\tV{{\tens{V}}} \def\tW{{\tens{W}}} \def\tX{{\tens{X}}} \def\tY{{\tens{Y}}} \def\tZ{{\tens{Z}}} % Graph \def\gA{{\mathcal{A}}} \def\gB{{\mathcal{B}}} \def\gC{{\mathcal{C}}} \def\gD{{\mathcal{D}}} \def\gE{{\mathcal{E}}} \def\gF{{\mathcal{F}}} \def\gG{{\mathcal{G}}} \def\gH{{\mathcal{H}}} \def\gI{{\mathcal{I}}} \def\gJ{{\mathcal{J}}} \def\gK{{\mathcal{K}}} \def\gL{{\mathcal{L}}} \def\gM{{\mathcal{M}}} \def\gN{{\mathcal{N}}} \def\gO{{\mathcal{O}}} \def\gP{{\mathcal{P}}} \def\gQ{{\mathcal{Q}}} \def\gR{{\mathcal{R}}} \def\gS{{\mathcal{S}}} \def\gT{{\mathcal{T}}} \def\gU{{\mathcal{U}}} \def\gV{{\mathcal{V}}} \def\gW{{\mathcal{W}}} \def\gX{{\mathcal{X}}} \def\gY{{\mathcal{Y}}} \def\gZ{{\mathcal{Z}}} % Sets \def\sA{{\mathbb{A}}} \def\sB{{\mathbb{B}}} \def\sC{{\mathbb{C}}} \def\sD{{\mathbb{D}}} % Don't use a set called E, because this would be the same as our symbol % for expectation. \def\sF{{\mathbb{F}}} \def\sG{{\mathbb{G}}} \def\sH{{\mathbb{H}}} \def\sI{{\mathbb{I}}} \def\sJ{{\mathbb{J}}} \def\sK{{\mathbb{K}}} \def\sL{{\mathbb{L}}} \def\sM{{\mathbb{M}}} \def\sN{{\mathbb{N}}} \def\sO{{\mathbb{O}}} \def\sP{{\mathbb{P}}} \def\sQ{{\mathbb{Q}}} \def\sR{{\mathbb{R}}} \def\sS{{\mathbb{S}}} \def\sT{{\mathbb{T}}} \def\sU{{\mathbb{U}}} \def\sV{{\mathbb{V}}} \def\sW{{\mathbb{W}}} \def\sX{{\mathbb{X}}} \def\sY{{\mathbb{Y}}} \def\sZ{{\mathbb{Z}}} % Entries of a matrix \def\emLambda{{\Lambda}} \def\emA{{A}} \def\emB{{B}} \def\emC{{C}} \def\emD{{D}} \def\emE{{E}} \def\emF{{F}} \def\emG{{G}} \def\emH{{H}} \def\emI{{I}} \def\emJ{{J}} \def\emK{{K}} \def\emL{{L}} \def\emM{{M}} \def\emN{{N}} \def\emO{{O}} \def\emP{{P}} \def\emQ{{Q}} \def\emR{{R}} \def\emS{{S}} \def\emT{{T}} \def\emU{{U}} \def\emV{{V}} \def\emW{{W}} \def\emX{{X}} \def\emY{{Y}} \def\emZ{{Z}} \def\emSigma{{\Sigma}} % entries of a tensor % Same font as tensor, without \bm wrapper \newcommand{\etens}[1]{\mathsfit{#1}} \def\etLambda{{\etens{\Lambda}}} \def\etA{{\etens{A}}} \def\etB{{\etens{B}}} \def\etC{{\etens{C}}} \def\etD{{\etens{D}}} \def\etE{{\etens{E}}} \def\etF{{\etens{F}}} \def\etG{{\etens{G}}} \def\etH{{\etens{H}}} \def\etI{{\etens{I}}} \def\etJ{{\etens{J}}} \def\etK{{\etens{K}}} \def\etL{{\etens{L}}} \def\etM{{\etens{M}}} \def\etN{{\etens{N}}} \def\etO{{\etens{O}}} \def\etP{{\etens{P}}} \def\etQ{{\etens{Q}}} \def\etR{{\etens{R}}} \def\etS{{\etens{S}}} \def\etT{{\etens{T}}} \def\etU{{\etens{U}}} \def\etV{{\etens{V}}} \def\etW{{\etens{W}}} \def\etX{{\etens{X}}} \def\etY{{\etens{Y}}} \def\etZ{{\etens{Z}}} % The true underlying data generating distribution \newcommand{\pdata}{p_{\rm{data}}} % The empirical distribution defined by the training set \newcommand{\ptrain}{\hat{p}_{\rm{data}}} \newcommand{\Ptrain}{\hat{P}_{\rm{data}}} % The model distribution \newcommand{\pmodel}{p_{\rm{model}}} \newcommand{\Pmodel}{P_{\rm{model}}} \newcommand{\ptildemodel}{\tilde{p}_{\rm{model}}} % Stochastic autoencoder distributions \newcommand{\pencode}{p_{\rm{encoder}}} \newcommand{\pdecode}{p_{\rm{decoder}}} \newcommand{\precons}{p_{\rm{reconstruct}}} \newcommand{\laplace}{\mathrm{Laplace}} % Laplace distribution \newcommand{\E}{\mathbb{E}} \newcommand{\Ls}{\mathcal{L}} \newcommand{\R}{\mathbb{R}} \newcommand{\emp}{\tilde{p}} \newcommand{\lr}{\alpha} \newcommand{\reg}{\lambda} \newcommand{\rect}{\mathrm{rectifier}} \newcommand{\softmax}{\mathrm{softmax}} \newcommand{\sigmoid}{\sigma} \newcommand{\softplus}{\zeta} \newcommand{\KL}{D_{\mathrm{KL}}} \newcommand{\Var}{\mathrm{Var}} \newcommand{\standarderror}{\mathrm{SE}} \newcommand{\Cov}{\mathrm{Cov}} % Wolfram Mathworld says $L^2$ is for function spaces and $\ell^2$ is for vectors % But then they seem to use $L^2$ for vectors throughout the site, and so does % wikipedia. \newcommand{\normlzero}{L^0} \newcommand{\normlone}{L^1} \newcommand{\normltwo}{L^2} \newcommand{\normlp}{L^p} \newcommand{\normmax}{L^\infty} \newcommand{\parents}{Pa} % See usage in notation.tex. Chosen to match Daphne's book. \DeclareMathOperator*{\argmax}{arg\,max} \DeclareMathOperator*{\argmin}{arg\,min} \DeclareMathOperator{\sign}{sign} \DeclareMathOperator{\Tr}{Tr} \let\ab\allowbreak $$

Generative Modeling Overview: a Probabilistic Perspective

$$ \def\pt{{p_\theta}} $$

Goals and Traits of Generative Models

  • Density Estimation: pointwise evaluation of \(\pt(\vx)\).
  • Data Generation: generating new samples \(\rvx\sim\pt(\vx)\).
    • Conditional Generation: \(\rvx\sim\pt(\vx|\vc)\) for some condition \(\vc\).
    • Imputation: \(\rvx_m\sim\pt(\vx_m|\vx_o)\) for some partially observed data \(\vx_o\).
  • Training Target: the gradient of the loss \(\nabla_\theta L(\theta)\) should be tractable.
    • Corresponding Metrics: (Forward) KL-divergence \(\KL(\pdata||\pt)\), etc.
  • Latents: whether latent variables \(\vz\) are introduced, potentially enabling latent interpolation and arithmetics.
  • Architecture: whether there are architectural restrictions on the neural network when modeling \(\pt(\vx)\).

Note

  • Supporting fast pointwise evaluation of \(\pt(\vx)\) does not necessarily allow fast sampling \(\rvx\sim\pt(\vx)\), and vice versa.
  • Tractable training target \(L(\theta)\) does not necessarily allow fast pointwise evaluation of \(\pt(\vx)\) or fast sampling \(\rvx\sim\pt(\vx)\).
  • Likelihood (MLE) is often uncorrelated with the perceptual quality of the samples (images, sound, etc.) 1

Discussion

How can we parameterize \(\pt(\vx)\) for high-dimensional input, while allowing us to sample from it?

Considerations:

  • Can we perform pointwise evaluation of \(\pt(\vx)\)?
  • (Required) Can we sample from \(\pt(\vx)\)?
  • (Required) Can we efficiently compute the gradient of the loss?
  • Should we introduce a latent variable \(\vz\)?
  • How can we design the model architecture to satisfy the restrictions?

Taxonomy of Generative Models

Overview of different types of generative models, from Fig.1 of What are Diffusion Models? by Lilian Weng, and from Fig.20.1 of Probabilistic Machine Learning: Advanced Topics.

Characteristics of common kinds of generative model, modified from Table 20.1 of Probabilistic Machine Learning: Advanced Topics.
Model Density Sampling Training Latents Architecture
VAE LB, fast Fast MLE-LB \(\R^L\) Encoder-Decoder
ARM Exact, fast Slow MLE None Sequential
Flows Exact, slow/fast Slow MLE \(\R^D\) Invertible
EBM Approx, slow Slow MLE-Approx Optional Discriminative
DM LB Slow MLE-LB \(\R^D\) Encoder-Decoder
GAN N/A Fast Min-max \(\R^L\) Generator-Discriminator

Community Resources

  1. See Section 20.4.1.3 "Likelihood can be hard to compute" from Probabilistic Machine Learning: Advanced Topics ↩

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