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Neural Empirical Bayes

We unify $\textit{kernel density estimation}$ and $\textit{empirical Bayes}$ and address a set of problems in unsupervised learning with a geometric interpretation of those methods, rooted in the $\textit{concentration of measure}$ phenomenon. Kernel density is viewed symbolically as $X\rightharpoonup Y$ where the random variable $X$ is smoothed to $Y= X+N(0,σ^2 I_d)$, and empirical Bayes is the machinery to denoise in a least-squares sense, which we express as $X \leftharpoondown Y$. A learning objective is derived by combining these two, symbolically captured by $X \rightleftharpoons Y$. Crucially, instead of using the original nonparametric estimators, we parametrize $\textit{the energy function}$ with a neural network denoted by $ϕ$; at optimality, $\nabla ϕ\approx -\nabla \log f$ where $f$ is the density of $Y$. The optimization problem is abstracted as interactions of high-dimensional spheres which emerge due to the concentration of isotropic gaussians. We introduce two algorithmic frameworks based on this machinery: (i) a "walk-jump" sampling scheme that combines Langevin MCMC (walks) and empirical Bayes (jumps), and (ii) a probabilistic framework for $\textit{associ