Likelihood Estimation in Deep Belief Networks

Abstract

The average log-likelihood on unseen data offers a canonical way to quantify and compare the performance of statistical models. A class of models that has recently gained increasing popularity for the task of modeling complexly structured data is formed by deep belief networks. Analyses of these models, however, have been typically based on samples from the model due to the computationally intractable nature of the model likelihood.In this study, we investigate whether the apparent ability of a particular deep belief network to capture higher-order statistical regularities in natural images is also reflected in the likelihood. Specifically, we derive a consistent estimator for the likelihood of deep belief networks that is conceptually simpler and more readily applicable than the previously published method [1]. Using this estimator, we evaluate a three-layer deep belief network and compare its density estimation …