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A note on the evaluation of generative models
Probabilistic generative models can be used for compression, denoising,
inpainting, texture synthesis, semi-supervised learning, unsupervised feature
learning, and other tasks. Given this wide range of applications, it is not
surprising that a lot of heterogeneity exists in the way these models are
formulated, trained, and evaluated. As a consequence, direct comparison between
models is often difficult. This article reviews mostly known but often
underappreciated properties relating to the evaluation and interpretation of
generative models with a focus on image models. In particular, we show that
three of the currently most commonly used criteria---average log-likelihood,
Parzen window estimates, and visual fidelity of samples---are largely
independent of each other when the data is high-dimensional. Good performance
with respect to one criterion therefore need not imply good performance with
respect to the other criteria. Our results show that extrapolation from one
criterion to another is not warranted and generative models need to be
evaluated directly with respect to the application(s) they were intended for.
In addition, we provide examples demonstrating that Parzen window estimates
should generally be avoided
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