Population-Contrastive-Divergence: Does Consistency help with RBM training?
This addresses a specific problem in machine learning for researchers and practitioners using RBMs, offering a theoretical improvement but is incremental due to limitations in large-scale applications.
The paper tackles the bias issue in Restricted Boltzmann Machine (RBM) training caused by short Markov chains in Contrastive Divergence (CD) by proposing Population-Contrastive-Divergence (pop-CD), which provides a consistent estimate with lower bias and outperforms CD in many cases, achieving higher log-likelihood values.
Estimating the log-likelihood gradient with respect to the parameters of a Restricted Boltzmann Machine (RBM) typically requires sampling using Markov Chain Monte Carlo (MCMC) techniques. To save computation time, the Markov chains are only run for a small number of steps, which leads to a biased estimate. This bias can cause RBM training algorithms such as Contrastive Divergence (CD) learning to deteriorate. We adopt the idea behind Population Monte Carlo (PMC) methods to devise a new RBM training algorithm termed Population-Contrastive-Divergence (pop-CD). Compared to CD, it leads to a consistent estimate and may have a significantly lower bias. Its computational overhead is negligible compared to CD. However, the variance of the gradient estimate increases. We experimentally show that pop-CD can significantly outperform CD. In many cases, we observed a smaller bias and achieved higher log-likelihood values. However, when the RBM distribution has many hidden neurons, the consistent estimate of pop-CD may still have a considerable bias and the variance of the gradient estimate requires a smaller learning rate. Thus, despite its superior theoretical properties, it is not advisable to use pop-CD in its current form on large problems.