Learning the Stein Discrepancy for Training and Evaluating Energy-Based Models without Sampling

1 code implementation • ICML 2020 • Will Grathwohl, Kuan-Chieh Wang, Jorn-Henrik Jacobsen, David Duvenaud, Richard Zemel

We estimate the Stein discrepancy between the data density $p(x)$ and the model density $q(x)$ defined by a vector function of the data.