gold estimator
Mining GOLD Samples for Conditional GANs
Sangwoo Mo, Chiheon Kim, Sungwoong Kim, Minsu Cho, Jinwoo Shin
Training GANs (including cGANs), however, are known to be often hard and highly unstable [46]. Numerous techniques have thus been proposed to tackle the issue from different angles, e.g., improving architectures [32, 56, 7], losses and regularizers [16, 38, 20] and other training heuristics [46, 51, 8].
Mining GOLD Samples for Conditional GANs
Mo, Sangwoo, Kim, Chiheon, Kim, Sungwoong, Cho, Minsu, Shin, Jinwoo
Conditional generative adversarial networks (cGANs) have gained a considerable attention in recent years due to its class-wise controllability and superior quality for complex generation tasks. We introduce a simple yet effective approach to improving cGANs by measuring the discrepancy between the data distribution and the model distribution on given samples. The proposed measure, coined the gap of log-densities (GOLD), provides an effective self-diagnosis for cGANs while being efficienty computed from the discriminator. We propose three applications of the GOLD: example re-weighting, rejection sampling, and active learning, which improve the training, inference, and data selection of cGANs, respectively. Our experimental results demonstrate that the proposed methods outperform corresponding baselines for all three applications on different image datasets.
Predicting with Proxies
Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, but copious data on a closely-related proxy predictive task. Practitioners often train predictive models on proxies since it achieves more accurate predictions. For example, e-commerce platforms use abundant customer click data (proxy) to make product recommendations rather than the relatively sparse customer purchase data (true outcome of interest); alternatively, hospitals often rely on medical risk scores trained on a different patient population (proxy) rather than their own patient population (true cohort of interest) to assign interventions. However, not accounting for the bias in the proxy can lead to sub-optimal decisions. Using real datasets, we find that this bias can often be captured by a sparse function of the features. Thus, we propose a novel two-step estimator that uses techniques from high-dimensional statistics to efficiently combine a large amount of proxy data and a small amount of true data. We prove upper bounds on the error of our proposed estimator and lower bounds on several heuristics commonly used by data scientists; in particular, our proposed estimator can achieve the same accuracy with exponentially less true data (in the number of features $d$). Our proof relies on a new tail inequality on the convergence of LASSO for approximately sparse vectors. Finally, we demonstrate the effectiveness of our approach on e-commerce and healthcare datasets; in both cases, we achieve significantly better predictive accuracy as well as managerial insights into the nature of the bias in the proxy data.