Joint Learning of Energy-based Models and their Partition Function

Probabilistic energy-based models (EBMs) offer a flexible framework for parameterizing probability distributions using neural networks. However, learning probabilistic EBMs by exact maximum likelihood estimation (MLE) is generally intractable, due to the need to compute the partition function (normalization constant). In this paper, we propose a novel formulation for approximately learning probabilistic EBMs in combinatoriallylarge discrete spaces, such as sets or permutations. Our key idea is to jointly learn both an energy model and its log-partition, both parameterized as neural networks. Our approach not only provides a novel tractable objective criterion to learn EBMs by stochastic gradient descent (without relying on MCMC), but also a novel means to estimate the log-partition function on unseen data points. On the theoretical side, we show that our approach recovers the optimal MLE solution when optimizing in the space of continuous functions. Furthermore, we show that our approach naturally extends to the broader family of Fenchel-Young losses, allowing us to obtain the first tractable method for optimizing the sparsemax loss in combinatoriallylarge spaces. We demonstrate our approach on multilabel classification and label ranking.