A unifying view of contrastive learning, importance sampling, and bridge sampling for energy-based models
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Abstract (arXiv)
In the last decades, energy-based models (EBMs) have become an important class of probabilistic models in which a component of the likelihood is intractable and therefore cannot be evaluated explicitly. Consequently, parameter estimation in EBMs is challenging for conventional inference methods. In this work, we provide a unified framework that connects noise contrastive estimation (NCE), reverse logistic regression (RLR), multiple importance sampling (MIS), and bridge sampling within the context of EBMs. We further show that these methods are equivalent under specific conditions. This unified perspective clarifies relationships among existing methods and enables the development of new estimators, with the potential to improve statistical and computational efficiency. Furthermore, this study helps elucidate the success of NCE in terms of its flexibility and robustness, while also identifying scenarios in which its performance can be further improved. Hence, rather than being a purely descriptive review, this work offers a unifying perspective and additional methodological contributions. The MATLAB code used in the numerical experiments is also made freely available to support the reproducibility of the results.
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References · 9
- 2020Keystroke Dynamics as Part of Lifeloggingcited by 334
- 2020Contrastive Clusteringcited by 265
- 2023Introduction to Latent Variable Energy-Based Models: A Path Towards Autonomous Machine Intelligencecited by 56
- 2020Marginal likelihood computation for model selection and hypothesis testing: an extensive reviewcited by 33
- 2022The Optimal Noise in Noise-Contrastive Learning Is Not What You Thinkcited by 11
- 2021A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABCcited by 8
- 2013Recursive Pathways to Marginal Likelihood Estimation with Prior-Sensitivity Analysiscited by 5
- 2022Statistical applications of contrastive learningcited by 5
- 2025Optimality in importance sampling: a gentle surveycited by 4
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