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Code: [![github](/images/github_icon.svg) yixuan/cdtau](https://github.com/yixuan/cdtau)
TL;DR: We have developed a new training algorithm for energy-based latent variable models that completely removes the bias of contrastive divergence.
Abstract: The contrastive divergence algorithm is a popular approach to training energy-based latent variable models, which has been widely used in many machine learning models such as the restricted Boltzmann machines and deep belief nets. Despite its empirical success, the contrastive divergence algorithm is also known to have biases that severely affect its convergence. In this article we propose an unbiased version of the contrastive divergence algorithm that completely removes its bias in stochastic gradient methods, based on recent advances on unbiased Markov chain Monte Carlo methods. Rigorous theoretical analysis is developed to justify the proposed algorithm, and numerical experiments show that it significantly improves the existing method. Our findings suggest that the unbiased contrastive divergence algorithm is a promising approach to training general energy-based latent variable models.
Keywords: energy model, restricted Boltzmann machine, contrastive divergence, unbiased Markov chain Monte Carlo, distribution coupling