A Black-Box Debiasing Framework for Conditional Sampling
Han Cui, Jingbo Liu
Conditional sampling is a fundamental task in Bayesian statistics and general modeling. Consider the problem of sampling from the posterior distribution $P\_{X|Y=y^*}$ for some observation $y^*$, where the likelihood $P\_{Y|X}$ is known, and we are given $n$ i.i.d. samples $D=\\{X\_i\\}\_{i=1}^n$ drawn from an unknown prior distribution $\pi\_X$. Suppose that $f(\hat{\pi}\_{X^n})$ is the distribution of a posterior sample generated by an algorithm (e.g. a conditional generative model or the Bayes rule) when $\hat{\pi}\_{X^n}$ is the empirical distribution of the training data. Although averaging over the randomness of the training data $D$, we have $\mathbb{E}\_D[\hat{\pi}\_{X^n}]= \pi\_X$, we do not have $\mathbb{E}\_D[f(\hat{\pi}\_{X^n})]= f(\pi\_X)$ due to the nonlinearity of $f$, leading to a bias. In this paper we propose a black-box debiasing scheme that improves the accuracy of such a naive plug-in approach. For any integer $k$ and under boundedness of the likelihood and smoothness of $f$, we generate samples $\hat{X}^{(1)},\dots,\hat{X}^{(k)}$ and weights $w_1,\dots,w_k$ such that $\sum_{i=1}^kw_iP_{\hat{X}^{(i)}}$ is a $k$-th order approximation of $f(\pi_X)$, where the generation process treats $f$ as a black-box. Our generation process achieves higher accuracy when averaged over the randomness of the training data, but not conditionally on the training data, which highlights the trade-off between memorization and generalization in generative models.