Precision-Recall Curves Using Information Divergence Frontiers
This provides a tool for diagnosing failures and assessing performance in generative modeling, which is incremental as it builds on prior precision-recall metrics.
The paper tackles the problem of evaluating generative models by developing a framework that measures the precision-recall trade-off using Rényi divergences, extending existing techniques to general domains and enabling efficient algorithms without data quantization.
Despite the tremendous progress in the estimation of generative models, the development of tools for diagnosing their failures and assessing their performance has advanced at a much slower pace. Recent developments have investigated metrics that quantify which parts of the true distribution is modeled well, and, on the contrary, what the model fails to capture, akin to precision and recall in information retrieval. In this paper, we present a general evaluation framework for generative models that measures the trade-off between precision and recall using Rényi divergences. Our framework provides a novel perspective on existing techniques and extends them to more general domains. As a key advantage, this formulation encompasses both continuous and discrete models and allows for the design of efficient algorithms that do not have to quantize the data. We further analyze the biases of the approximations used in practice.