Stefano Ermon
Variational Bayes on Monte Carlo Steroids
Aditya Grover, Stefano Ermon
Variational approaches are often used to approximate intractable posteriors or normalization constants in hierarchical latent variable models. While often effective in practice, it is known that the approximation error can be arbitrarily large. We propose a new class of bounds on the marginal log-likelihood of directed latent variable models. Our approach relies on random projections to simplify the posterior. In contrast to standard variational methods, our bounds are guaranteed to be tight with high probability. We provide a new approach for learning latent variable models based on optimizing our new bounds on the log-likelihood. We demonstrate empirical improvements on benchmark datasets in vision and language for sigmoid belief networks, where a neural network is used to approximate the posterior.
Constructing Unrestricted Adversarial Examples with Generative Models
Yang Song, Rui Shu, Nate Kushman, Stefano Ermon
Adversarial examples are typically constructed by perturbing an existing data point within a small matrix norm, and current defense methods are focused on guarding against this type of attack. In this paper, we propose unrestricted adversarial examples, a new threat model where the attackers are not restricted to small normbounded perturbations. Different from perturbation-based attacks, we propose to synthesize unrestricted adversarial examples entirely from scratch using conditional generative models. Specifically, we first train an Auxiliary Classifier Generative Adversarial Network (AC-GAN) to model the class-conditional distribution over data samples. Then, conditioned on a desired class, we search over the AC-GAN latent space to find images that are likely under the generative model and are misclassified by a target classifier. We demonstrate through human evaluation that unrestricted adversarial examples generated this way are legitimate and belong to the desired class. Our empirical results on the MNIST, SVHN, and CelebA datasets show that unrestricted adversarial examples can bypass strong adversarial training and certified defense methods designed for traditional adversarial attacks.
InfoGAIL: Interpretable Imitation Learning from Visual Demonstrations
Yunzhu Li, Jiaming Song, Stefano Ermon
The goal of imitation learning is to mimic expert behavior without access to an explicit reward signal. Expert demonstrations provided by humans, however, often show significant variability due to latent factors that are typically not explicitly modeled. In this paper, we propose a new algorithm that can infer the latent structure of expert demonstrations in an unsupervised way. Our method, built on top of Generative Adversarial Imitation Learning, can not only imitate complex behaviors, but also learn interpretable and meaningful representations of complex behavioral data, including visual demonstrations. In the driving domain, we show that a model learned from human demonstrations is able to both accurately reproduce a variety of behaviors and accurately anticipate human actions using raw visual inputs. Compared with various baselines, our method can better capture the latent structure underlying expert demonstrations, often recovering semantically meaningful factors of variation in the data.
A-NICE-MC: Adversarial Training for MCMC
Jiaming Song, Shengjia Zhao, Stefano Ermon
Existing Markov Chain Monte Carlo (MCMC) methods are either based on generalpurpose and domain-agnostic schemes, which can lead to slow convergence, or problem-specific proposals hand-crafted by an expert. In this paper, we propose A-NICE-MC, a novel method to automatically design efficient Markov chain kernels tailored for a specific domain. First, we propose an efficient likelihood-free adversarial training method to train a Markov chain and mimic a given data distribution. Then, we leverage flexible volume preserving flows to obtain parametric kernels for MCMC. Using a bootstrap approach, we show how to train efficient Markov chains to sample from a prescribed posterior distribution by iteratively improving the quality of both the model and the samples. Empirical results demonstrate that A-NICE-MC combines the strong guarantees of MCMC with the expressiveness of deep neural networks, and is able to significantly outperform competing methods such as Hamiltonian Monte Carlo.
Neural Variational Inference and Learning in Undirected Graphical Models
Volodymyr Kuleshov, Stefano Ermon
Many problems in machine learning are naturally expressed in the language of undirected graphical models. Here, we propose black-box learning and inference algorithms for undirected models that optimize a variational approximation to the log-likelihood of the model. Central to our approach is an upper bound on the logpartition function parametrized by a function q that we express as a flexible neural network. Our bound makes it possible to track the partition function during learning, to speed-up sampling, and to train a broad class of hybrid directed/undirected models via a unified variational inference framework. We empirically demonstrate the effectiveness of our method on several popular generative modeling datasets.
Bias and Generalization in Deep Generative Models: An Empirical Study
Shengjia Zhao, Hongyu Ren, Arianna Yuan, Jiaming Song, Noah Goodman, Stefano Ermon
In high dimensional settings, density estimation algorithms rely crucially on their inductive bias. Despite recent empirical success, the inductive bias of deep generative models is not well understood. In this paper we propose a framework to systematically investigate bias and generalization in deep generative models of images. Inspired by experimental methods from cognitive psychology, we probe each learning algorithm with carefully designed training datasets to characterize when and how existing models generate novel attributes and their combinations. We identify similarities to human psychology and verify that these patterns are consistent across commonly used models and architectures.
Multi-Agent Generative Adversarial Imitation Learning
Jiaming Song, Hongyu Ren, Dorsa Sadigh, Stefano Ermon
Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash) equilibria and non-stationary environments. We propose a new framework for multi-agent imitation learning for general Markov games, where we build upon a generalized notion of inverse reinforcement learning. We further introduce a practical multiagent actor-critic algorithm with good empirical performance. Our method can be used to imitate complex behaviors in high-dimensional environments with multiple cooperative or competing agents.
Streamlining Variational Inference for Constraint Satisfaction Problems
Aditya Grover, Tudor Achim, Stefano Ermon
Several algorithms for solving constraint satisfaction problems are based on survey propagation, a variational inference scheme used to obtain approximate marginal probability estimates for variable assignments. These marginals correspond to how frequently each variable is set to true among satisfying assignments, and are used to inform branching decisions during search; however, marginal estimates obtained via survey propagation are approximate and can be self-contradictory. We introduce a more general branching strategy based on streamlining constraints, which sidestep hard assignments to variables. We show that streamlined solvers consistently outperform decimation-based solvers on random k-SAT instances for several problem sizes, shrinking the gap between empirical performance and theoretical limits of satisfiability by 16.3% on average for k =3, 4, 5, 6.
A-NICE-MC: Adversarial Training for MCMC
Jiaming Song, Shengjia Zhao, Stefano Ermon
Existing Markov Chain Monte Carlo (MCMC) methods are either based on generalpurpose and domain-agnostic schemes, which can lead to slow convergence, or problem-specific proposals hand-crafted by an expert. In this paper, we propose A-NICE-MC, a novel method to automatically design efficient Markov chain kernels tailored for a specific domain. First, we propose an efficient likelihood-free adversarial training method to train a Markov chain and mimic a given data distribution. Then, we leverage flexible volume preserving flows to obtain parametric kernels for MCMC. Using a bootstrap approach, we show how to train efficient Markov chains to sample from a prescribed posterior distribution by iteratively improving the quality of both the model and the samples. Empirical results demonstrate that A-NICE-MC combines the strong guarantees of MCMC with the expressiveness of deep neural networks, and is able to significantly outperform competing methods such as Hamiltonian Monte Carlo.