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Title: EnGAN: Latent Space MCMC and Maximum Entropy Generators for Energy-based Models

Paper content:
Unsupervised learning is about capturing dependencies between variables and is driven by the contrast between the probable vs improbable configurations of these variables, often either via a generative model which only samples probable ones or with an energy function (unnormalized log-density) which is low for probable ones and high for improbable ones.
Here we consider learning both an energy function and  an efficient approximate sampling mechanism for the corresponding distribution.
Whereas the critic (or discriminator) in generative adversarial networks (GANs) learns to separate data and generator samples, introducing an entropy maximization regularizer on the generator can turn the interpretation of the critic into an energy function, which separates the training distribution from everything else, and thus can be used for tasks like anomaly or novelty detection.
This paper is motivated by the older idea of sampling in latent space rather than data space because running a Monte-Carlo Markov Chain (MCMC) in latent space has been found to be easier and more efficient, and because a GAN-like generator can convert latent space samples to data space samples.
For this purpose, we show how a Markov chain can be run in latent space whose samples can be mapped to data space, producing better samples.
These samples are also used for the negative phase gradient required to estimate the log-likelihood gradient of the data space energy function.
To maximize entropy at the output of the generator, we take advantage of recently introduced neural estimators of mutual information.
We find that in addition to producing a useful scoring function for anomaly detection, the resulting approach produces sharp samples (like GANs) while covering the modes well, leading to high Inception and Fréchet scores.
The early work on deep learning relied on unsupervised learning BID13 BID2 BID17 ) to train energy-based models BID18 , in particular Restricted Boltzmann Machines, or RBMs.
However, it turned out that training energy-based models without an analytic form for the normalization constant is very difficult, because of the challenge of estimating the gradient of the partition function, also known as the negative phase part of the log-likelihood gradient (described in more details below, Sec. 2).
Several algorithms were proposed for this purpose, such as Contrastive Divergence BID12 and Stochastic Maximum Likelihood BID28 BID26 , relying on Monte-Carlo Markov Chains (MCMC) to iteratively sample from the energy-based model.
However, because they appear to suffer from either high bias or high variance (due to long mixing times), training of RBMs and other Boltzmann machines has not remained competitive after the introduction of variational auto-encoders BID16 ) and generative adversarial networks or GANs .In
this paper, we revisit the question of training energy-based models, taking advantage of recent advances in GAN-related research, and propose a novel approach to training energy functions and sampling from them, called EnGAN. The
main inspiration for the proposed solution is the earlier observation BID4 made on stacks of auto-encoders that sampling in latent space (and then applying a decoder to map back to data space) led to faster mixing and more efficient sampling. The
authors observed that whereas the data manifold is generally very complex and curved, the corresponding distribution in latent space tends to be much simpler and flatter. This
was verified visually by interpolating in latent space and projecting back to data space through the decoder, observing that the resulting samples look like data samples (i.e., the latent space manifold is approximately convex, with most points interpolated between examples encoded in latent space also having high probability). We propose
a related approach, EnGAN, which also provides two energy functions, one in data space and one in latent space. A key ingredient
of the proposed approach is the need to regularize the generator (playing the role of the decoder in auto-encoders, but with no need for an encoder) so as to increase its entropy. This is needed to
make sure to produce negative examples that can kill off spurious minima of the energy function. This need was first
identified by BID15 , who showed that in order for an approximate sampler to match the density associated with an energy function, a compromise must be reached between sampling low energy configurations and obtaining a high-entropy distribution. However, estimating
and maximizing the entropy of a complex high-dimensional distribution is not trivial, and we take advantage for this purpose of very recently proposed GAN-based approaches for maximizing mutual information BID1 BID24 , since the mutual information between the input and the output of the generator is equal to the entropy at the output of the generator.In this context, the main contributions of this paper are the following:• proposing EnGAN, a general architecture, sampling and training framework for energy functions, taking advantage of an estimator of mutual information between latent variables and generator output and approximating the negative phase samples with MCMC in latent space, • showing that the resulting energy function can be successfully used for anomaly detection, improving on recently published results with energy-based models, • showing that EnGAN produces sharp images -with competitive Inception and Frechet scores -and which also better cover modes than standard GANs and WGAN-GPs, while not suffering from the common blurriness issue of many maximum likelihood generative models.
We proposed EnGAN, an energy-based generative model that produces energy estimates using an energy model and a generator that produces fast approximate samples.
This takes advantage of novel methods to maximize the entropy at the output of the generator using a GAN-like technique.
We have shown that our energy model learns good energy estimates using visualizations in toy 2D data and through performance in unsupervised anomaly detection.
We have also shown that our generator produces samples of high perceptual quality by measuring Inception and Frchet scores and shown that EnGAN is robust to the respective weaknesses of GAN models (mode dropping) and maximumlikelihood energy-based models (spurious modes).
We found that running an MCMC in latent space rather than in data space (by composing the generator and the data-space energy to obtain a latentspace energy) works substantially better than running the MCMC in data-space.

assistant: text: We introduced entropy maximization to GANs, leading to a reinterpretation of the critic as an energy function.