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Energy-Based Modelling for Discrete and Mixed Data via Heat Equations on Structured Spaces

NeurIPS 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Importance sampling and quadrature · 0 citations (OpenAlex)

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Trains discrete and mixed-state energy-based models with energy discrepancy, using CTMC heat-equation perturbations on graph-structured spaces (uniform, cyclical, ordinal) to avoid MCMC.

Problem

Training energy-based models on discrete or mixed (tabular) state spaces is hard because contrastive divergence needs MCMC sampling that mixes poorly and yields biased energies.

Approach

Extends energy discrepancy (a sampling-free contrastive loss) to discrete spaces by defining perturbations as continuous-time Markov chains whose rate matrix is a graph Laplacian (uniform, cyclical, ordinal, masking), and combines Gaussian perturbations for numerical features to handle mixed data.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ED-Bern instead of EB-GFNdiscrete density estimation · NLL across 2spirals, circles, moons, pinwheel, swissroll, and checkerboardNLL: 20.050 -> 20.039; 20.546 -> 20.601; 19.732 -> 19.710; 19.554 -> 19.568; 20.146 -> 20.084; 20.696 -> 20.679Mixed
Use ED-Grid instead of the strongest shown baselinediscrete density estimation · MMD across 2spirals, 8gaussians, circles, and checkerboardMMD: 0.149 -> 0.097; 0.078 -> -0.066; 0.188 -> 0.022; 1.206 -> 2.049Helped
Use ED-Bern instead of the strongest shown baselinediscrete density estimation · MMD on moons, pinwheel, and swissrollMMD: 0.121 -> -0.088; 1.746 -> 0.046; 1.382 -> 0.045Helped
Use ED-Grid instead of GWGdiscrete image modelling · Static MNIST and Dynamic MNISTNLL: 80.01 -> 90.61; 80.51 -> 90.19Hurt
Use ED-Grid instead of GWGdiscrete image modelling · OmniglotNLL: 94.72 -> 93.94Helped
Use ED training rather than the conditional-likelihood classifierAdult classifier · Adultexpected calibration errorHelped
Use ED-Bern rather than ED-Grid (ablation)binary discrete density estimation · NLL and MMD across synthetic datasetsNLL and MMDMixed
Use uniform categorical perturbation rather than structured perturbations (ablation)TabED · real-world tabular datasetsaverage rank: 3.83 vs 4.83Helped

Surprising findings

Limitations

Experimental setup

Datasets: 2D synthetic distributions (2spirals, 8gaussians, circles, moons, pinwheel, swissroll, checkerboard) converted to discre Adult Bank Cardio Churn Mushroom Beijing Static MNIST Dynamic MNIST Omniglot synthetic ring mixed-type dataset

Benchmarks: Adult Bank Cardio Churn Mushroom Beijing Static MNIST Dynamic MNIST Omniglot 2D discrete density datasets

Metrics: AUC RMSE NLL MMD expected calibration error average rank

Baselines: PCD ALOE+ EB-GFN Gibbs GWG DULA CTGAN TVAE TabDDPM TabCD

Builds on: energy discrepancy contrastive divergence discrete diffusion models concrete score matching TabDDPM

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