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2020 | OriginalPaper | Buchkapitel

Importance Weighted Generative Networks

verfasst von : Maurice Diesendruck, Ethan R. Elenberg, Rajat Sen, Guy W. Cole, Sanjay Shakkottai, Sinead A. Williamson

Erschienen in: Machine Learning and Knowledge Discovery in Databases

Verlag: Springer International Publishing

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Abstract

While deep generative networks can simulate from complex data distributions, their utility can be hindered by limitations on the data available for training. Specifically, the training data distribution may differ from the target sampling distribution due to sample selection bias, or because the training data comes from a different but related distribution. We present methods to accommodate this difference via importance weighting, which allow us to estimate a loss function with respect to a target distribution even if we cannot access that distribution directly. These estimators, which differentially weight the contribution of data to the loss function, offer theoretical guarantees that heuristic approaches lack, while giving impressive empirical performance in a variety of settings.

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Fußnoten
1
[29] appeared concurrently and contains a different approach for the unweighted estimator. Comparisons are left for future work.
 
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Metadaten
Titel
Importance Weighted Generative Networks
verfasst von
Maurice Diesendruck
Ethan R. Elenberg
Rajat Sen
Guy W. Cole
Sanjay Shakkottai
Sinead A. Williamson
Copyright-Jahr
2020
DOI
https://doi.org/10.1007/978-3-030-46147-8_15