Bias Correction of Learned Generative Models using Likelihood-Free Importance Weighting

by   Aditya Grover, et al.

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio under model and true distributions. When the likelihood ratio is unknown, it can be estimated by training a probabilistic classifier to distinguish samples from the two distributions. In this paper, we employ this likelihood-free importance weighting framework to correct for the bias in state-of-the-art deep generative models. We find that this technique consistently improves standard goodness-of-fit metrics for evaluating the sample quality of state-of-the-art generative models, suggesting reduced bias. Finally, we demonstrate its utility on representative applications in a) data augmentation for classification using generative adversarial networks, and b) model-based policy evaluation using off-policy data.


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Bias Correction of Learned Generative Models using Likelihood-Free Importance Weighting

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Repository for autoregressive graph generation using Likelihood-Free Importance Weighting Bias Correction technique (Research under Aditya Grover)

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