Piotr Kościelniak | Search arXiv

arXiv2026

PALATE: Peculiar Application of the Law of Total Expectation to Enhance the Evaluation of Deep Generative Models

Deep generative models (DGMs) have caused a paradigm shift in the field of machine learning, yielding noteworthy advancements in domains such as image synthesis, natural language processing, and other related areas. However, a comprehensive evaluation of these models that effectively captures the interplay among fidelity, diversity, and novelty in generated samples remains a persistent challenge. A recently proposed approach, the Feature Likelihood Divergence (FLD), offers a theoretically grounded and practical tool in this regard but faces notable computational limitations. In this paper, we propose PALATE, a novel framework designed to enhance the evaluation of DGMs by addressing the efficiency constraints of FLD. Our approach is based on a peculiar application of the law of total expectation to random variables representing accessible data. When integrated with the MMD baseline metric and the recently introduced DINOv3 feature extractor, PALATE provides a comprehensive evaluation framework that matches or exceeds state-of-the-art methods while offering superior computational efficiency and scalability to large-scale datasets. Through a series of experiments, we demonstrate that the PALATE enhancement constitutes a practical and computationally efficient framework for holistic DGM assessment, particularly in detecting sample memorization and evaluating generalization capabilities. The source code is provided as supplementary material.

cs.LG↗

arXiv2025

Tight Bounds for Jensen's Gap with Applications to Variational Inference

Since its original formulation, Jensen's inequality has played a fundamental role across mathematics, statistics, and machine learning, with its probabilistic version highlighting the nonnegativity of the so-called Jensen's gap, i.e., the difference between the expectation of a convex function and the function at the expectation. Of particular importance is the case when the function is logarithmic, as this setting underpins many applications in variational inference, where the term variational gap is often used interchangeably. Recent research has focused on estimating the size of Jensen's gap and establishing tight lower and upper bounds under various assumptions on the underlying function and distribution, driven by practical challenges such as the intractability of log-likelihood in graphical models like variational autoencoders (VAEs). In this paper, we propose new, general bounds for Jensen's gap that accommodate a broad range of assumptions on both the function and the random variable, with special attention to exponential and logarithmic cases. We provide both analytical and empirical evidence for the performance of our method. Furthermore, we relate our bounds to the PAC-Bayes framework, providing new insights into generalization performance in probabilistic models.

cs.LG↗