Papers for
generative model developers
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Detecting subtle differences between image datasets with optimized concepts
Detecting Fine-Grained Differences between Image Datasets
Abstract: Detecting whether and in particular how two data distributions differ is a fundamental statistical problem. For example, we might be interested in which concepts (expressed in natural language) differ between two classes, the outputs of different generative models, or the same model with different prompt specifications. When working with large and complex image datasets, we intuitively think that first selecting concepts from a broad list using fine-grained patch embeddings, and then optimizing the concepts to better fit the data is an effective workflow. However, prior work instead uses MLLMs to propose concepts and image-level embeddings to select them. Therefore, we systematically compare these techniques and find that selecting concepts from broad lists can replace MLLM-proposals at obviously lower cost. MLLM inference can then be spent on optimizing selected concepts instead to achieve substantial improvements. Additionally, by designing a new benchmark that focuses on low-prevalence and multi-concept distinctions, we find that selecting nonredundant concepts instead of only the most distinguishing concepts matters, and we introduce techniques for how to effectively do this. Finally, we show how our methods address important problems like detecting spurious correlations and biases. Overall, our work presents a fundamental perspective shift on how we analyze interpretable distributional differences between datasets.
Learning to sample high-quality actions with logarithmic regret
The Tilted Sampling Problem: Optimism, Posterior Sampling, and Logarithmic Regret
Abstract: Many modern learning systems are used not to select a single best action, but to sample diverse high-quality outputs. Examples include entropy-regularized reinforcement learning, RLHF, and reward-guided generative modeling. Motivated by these settings, we study tilted sampling: an online learning problem in which the goal is to sample from the Gibbs distribution induced by an unknown reward function. We define sampling regret as the temperature-normalized cumulative KL divergence between the learner's distribution and the Gibbs target, corresponding to the suboptimality gap in entropy-regularized reward maximization. Our framework generalizes recent sampling-based and KL-regularized formulations in bandits and reinforcement learning. Our main contribution is a general regret framework that captures the different uncertainty structure of tilted sampling and classical regret minimization. While standard regret scales as $\widetilde{O}(\sqrt{T})$ due to first-order uncertainty, sampling regret is governed by squared confidence widths, yielding logarithmic-in-$T$ regret in standard settings at fixed temperature. We develop sampling analogues of UCB and Thompson sampling (UCS and TS$^2$) and provide unified regret decompositions that explain and extend recent logarithmic guarantees, including the first Bayesian sampling-regret decomposition based on new bounds for posterior-random Gibbs distributions. Our results show that learning to sample from a soft-optimal distribution is statistically distinct from learning to identify a hard optimum.