论文标题

似然比指数家庭

Likelihood Ratio Exponential Families

论文作者

Brekelmans, Rob, Nielsen, Frank, Makhzani, Alireza, Galstyan, Aram, Steeg, Greg Ver

论文摘要

指数家族在机器学习和统计物理学中众所周知,这是受观察到的约束的最大熵分布,而几何混合物路径在MCMC方法中很常见,例如退火重要性采样。将这两个想法联系起来,最近的工作将几何混合路径解释为分布的指数家族,以分析热力学变异目标(TVO)。 我们将这些似然比指数级族扩展到包括速率率(RD)优化的解决方案,信息瓶颈(IB)方法以及结合了RD和IB的最新速率分类方法。这提供了一个常见的数学框架,可以通过指数族的二元性和假设检验来理解这些方法。此外,我们收集现有的结果,以提供中间RD或TVO分布的各种表示形式,以最大程度地减少KL差异的期望。该解决方案还对应于使用似然比测试和Neyman Pearson引理的大小权衡。在热力学整合范围(例如TVO)中,我们确定了中间分布,其预期足够的统计数据与日志分区函数相匹配。

The exponential family is well known in machine learning and statistical physics as the maximum entropy distribution subject to a set of observed constraints, while the geometric mixture path is common in MCMC methods such as annealed importance sampling. Linking these two ideas, recent work has interpreted the geometric mixture path as an exponential family of distributions to analyze the thermodynamic variational objective (TVO). We extend these likelihood ratio exponential families to include solutions to rate-distortion (RD) optimization, the information bottleneck (IB) method, and recent rate-distortion-classification approaches which combine RD and IB. This provides a common mathematical framework for understanding these methods via the conjugate duality of exponential families and hypothesis testing. Further, we collect existing results to provide a variational representation of intermediate RD or TVO distributions as a minimizing an expectation of KL divergences. This solution also corresponds to a size-power tradeoff using the likelihood ratio test and the Neyman Pearson lemma. In thermodynamic integration bounds such as the TVO, we identify the intermediate distribution whose expected sufficient statistics match the log partition function.

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