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On the statistical cost of score matching

Andrej Risteski (Carnegie Mellon University)
E18-304

Abstract: Energy-based models are a recent class of probabilistic generative models wherein the distribution being learned is parametrized up to a constant of proportionality (i.e. a partition function). Fitting such models using maximum likelihood (i.e. finding the parameters which maximize the probability of the observed data) is computationally challenging, as evaluating the partition function involves a high dimensional integral. Thus, newer incarnations of this paradigm instead train other losses which obviate the need to evaluate partition functions. Prominent examples include score matching (in which we fit…

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