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Poster
Learning Distributions Generated by One-Layer ReLU Networks
Shanshan Wu · Alex Dimakis · Sujay Sanghavi

Tue Dec 10 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #49
in Algorithms -- Density Estimation »
We consider the problem of estimating the parameters of a $d$-dimensional rectified Gaussian distribution from i.i.d. samples. A rectified Gaussian distribution is defined by passing a standard Gaussian distribution through a one-layer ReLU neural network. We give a simple algorithm to estimate the parameters (i.e., the weight matrix and bias vector of the ReLU neural network) up to an error $\eps\norm{W}_F$ using $\widetilde{O}(1/\eps^2)$ samples and $\widetilde{O}(d^2/\eps^2)$ time (log factors are ignored for simplicity). This implies that we can estimate the distribution up to $\eps$ in total variation distance using $\widetilde{O}(\kappa^2d^2/\eps^2)$ samples, where $\kappa$ is the condition number of the covariance matrix. Our only assumption is that the bias vector is non-negative. Without this non-negativity assumption, we show that estimating the bias vector within any error requires the number of samples at least exponential in the infinity norm of the bias vector. Our algorithm is based on the key observation that vector norms and pairwise angles can be estimated separately. We use a recent result on learning from truncated samples. We also prove two sample complexity lower bounds: $\Omega(1/\eps^2)$ samples are required to estimate the parameters up to error $\eps$, while $\Omega(d/\eps^2)$ samples are necessary to estimate the distribution up to $\eps$ in total variation distance. The first lower bound implies that our algorithm is optimal for parameter estimation. Finally, we show an interesting connection between learning a two-layer generative model and non-negative matrix factorization. Experimental results are provided to support our analysis.
Keywords: Density Estimation · Algorithms
[ Paper]  [ Poster] 

Author Information

Shanshan Wu (University of Texas at Austin)

Here is my homepage: http://wushanshan.github.io/

Alex Dimakis (University of Texas, Austin)
Sujay Sanghavi (UT-Austin)

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