text: Generative neural samplers are probabilistic models that implement sampling using feedforward neural networks: they take a random input vector and produce a sample from a probability distribution defined by the network weights. These models are expressive and allow efficient computation of samples and derivatives, but cannot be used for computing likelihoods or for marginalization. The generative-adversarial training method allows to train such models through the use of an auxiliary discriminative neural network. We show that the generative-adversarial approach is a special case of an existing more general variational divergence estimation approach. We show that any f-divergence can be used for training generative neural samplers. We discuss the benefits of various choices of divergence functions on training complexity and the quality of the obtained generative models.
  @cite_19: We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some artificially generated noise, using the model log-density function in the regression nonlinearity. We show that this leads to a consistent (convergent) estimator of the parameters, and analyze the asymptotic variance. In particular, the method is shown to directly work for unnormalized models, i.e. models where the density function does not integrate to one. The normalization constant can be estimated just like any other parameter. For a tractable ICA model, we compare the method with other estimation methods that can be used to learn unnormalized models, including score matching, contrastive divergence, and maximum-likelihood where the normalization constant is estimated with importance sampling. Simulations show that noise-contrastive estimation offers the best trade-off between computational and statistical efficiency. The method is then applied to the modeling of natural images: We show that the method can successfully estimate a large-scale two-layer model and a Markov random field.
summary: (NCE) @cite_19 is a method that estimates the parameters of unnormalized probabilistic models by performing non-linear logistic regression to discriminate the data from artificially generated noise. NCE can be viewed as a special case of GAN where the discriminator is constrained to a specific form that depends on the model (logistic regression classifier) and the generator (kept fixed) is providing the artificially generated noise (see supplementary material).