On Separability of Loss Functions, and Revisiting Discriminative Vs Generative Models

Part of Advances in Neural Information Processing Systems 30 (NIPS 2017)

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Adarsh Prasad, Alexandru Niculescu-Mizil, Pradeep K. Ravikumar


We revisit the classical analysis of generative vs discriminative models for general exponential families, and high-dimensional settings. Towards this, we develop novel technical machinery, including a notion of separability of general loss functions, which allow us to provide a general framework to obtain l∞ convergence rates for general M-estimators. We use this machinery to analyze l∞ and l2 convergence rates of generative and discriminative models, and provide insights into their nuanced behaviors in high-dimensions. Our results are also applicable to differential parameter estimation, where the quantity of interest is the difference between generative model parameters.