Pith. sign in

REVIEW

Your Autoregressive Generative Model Can be Better If You Treat It as an Energy-Based One

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2206.12840 v1 pith:A5HKX26N submitted 2022-06-26 cs.LG cs.CL

Your Autoregressive Generative Model Can be Better If You Treat It as an Energy-Based One

classification cs.LG cs.CL
keywords autoregressivegenerativemodelenergy-basedmodelsbiascoherencee-arm
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

Autoregressive generative models are commonly used, especially for those tasks involving sequential data. They have, however, been plagued by a slew of inherent flaws due to the intrinsic characteristics of chain-style conditional modeling (e.g., exposure bias or lack of long-range coherence), severely limiting their ability to model distributions properly. In this paper, we propose a unique method termed E-ARM for training autoregressive generative models that takes advantage of a well-designed energy-based learning objective. By leveraging the extra degree of freedom of the softmax operation, we are allowed to make the autoregressive model itself be an energy-based model for measuring the likelihood of input without introducing any extra parameters. Furthermore, we show that E-ARM can be trained efficiently and is capable of alleviating the exposure bias problem and increase temporal coherence for autoregressive generative models. Extensive empirical results, covering benchmarks like language modeling, neural machine translation, and image generation, demonstrate the effectiveness of the proposed approach.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.