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.
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In Advances in Neural Information Processing Systems 8. MIT
Press (1996): Cambridge, MA.
Presented at the Neural Information Processing Systems Conference, Denver,
Colorado, Dec. 1995.
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