How Faithful is your Synthetic Data? Sample-level Metrics for Evaluating and Auditing Generative Models

Ahmed M. Alaa, Boris van Breugel, Evgeny Saveliev, Mihaela van der Schaar
2/17/2021
cs.LGstat.ML

Official code: vanderschaarlab/evaluating-generative-models (32 stars, MIT, last commit 2023-03-21).

Abstract

Devising domain- and model-agnostic evaluation metrics for generative models is an important and as yet unresolved problem. Most existing metrics, which were tailored solely to the image synthesis setup, exhibit a limited capacity for diagnosing the different modes of failure of generative models across broader application domains. In this paper, we introduce a 3-dimensional evaluation metric, ($α$-Precision, $β$-Recall, Authenticity), that characterizes the fidelity, diversity and generalization performance of any generative model in a domain-agnostic fashion. Our metric unifies statistical divergence measures with precision-recall analysis, enabling sample- and distribution-level diagnoses of model fidelity and diversity. We introduce generalization as an additional, independent dimension (to the fidelity-diversity trade-off) that quantifies the extent to which a model copies training data -- a crucial performance indicator when modeling sensitive data with requirements on privacy. The three metric components correspond to (interpretable) probabilistic quantities, and are estimated via sample-level binary classification. The sample-level nature of our metric inspires a novel use case which we call model auditing, wherein we judge the quality of individual samples generated by a (black-box) model, discarding low-quality samples and hence improving the overall model performance in a post-hoc manner.

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MIT
325Python, Jupyter NotebookJun 15, 20223 years agoMIT

Cite this paper

@article{alaa2021faithful,
  title  = {How Faithful is your Synthetic Data? Sample-level Metrics for Evaluating and Auditing Generative Models},
  author = {Ahmed M. Alaa and Boris van Breugel and Evgeny Saveliev and Mihaela van der Schaar},
  year   = {2021},
  eprint = {2102.08921},
  archivePrefix = {arXiv},
  url    = {https://arxiv.org/abs/2102.08921}
}

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