On the statistical cost of score matching
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…