Does the Wake-Sleep Algorithm Produce Good Density Estimators?
Brendan J. Frey, Geoffrey E. Hinton and Peter Dayan Department of Computer Science University of Toronto Abstract The wake-sleep algorithm (Hinton, Dayan, Frey and Neal 1995) is a relatively efficient method of fitting a multilayer stochastic generative model to high-dimensional data. In addition to the top-down connections in the generative model, it makes use of bottom-up connections for approximating the probability distribution over the hidden units given the data, and it trains these bottom-up connections using a simple delta rule. We use a variety of synthetic and real data sets to compare the performance of the wake-sleep algorithm with Monte Carlo and mean field methods for fitting the same generative model and also compare it with other models that are less powerful but easier to fit. Download [ps] [ps.gz] [pdf] In Advances in Neural Information Processing Systems 8. MIT Press (1996): Cambridge, MA. Presented at the Neural Information Processing Systems Conference, Denver, Col