How to train your EBM without Markov Chain Monte Carlo
We propose a new training methodology for energy-based models (EBMs) based on Energy Discrepancy (ED) — a loss function that does not rely on sampling (like contrastive divergence, short CD) or Stein scores (as in score-based methods, short SM). The goal is to enable robust, unbiased models for high-dimensional data without the computational overhead and approximation errors introduced by Markov Chain Monte Carlo methods.

Key Contributions
- A score-independent training loss for energy-based models
- Avoids MCMC sampling during training, removing a major bottleneck
- Competitive or superior performance compared to contrastive divergence and score-matching
Papers
- “Energy Discrepancies: A Score-Independent Loss for Energy-Based Models” — arXiv:2307.06431
- Extension to discrete spaces, presented at the ICML 2023 workshop Sampling and Optimisation in Discrete Spaces — arXiv:2307.07595