A surprising shortcut
• Instead of taking the negative samples from the
equilibrium distribution, use slight corruptions of
the datavectors. Only add random momentum
once, and only follow the dynamics for a few steps.
– Much less variance because a datavector and
its confabulation form a matched pair.
– Seems to be very biased, but maybe it is
optimizing a different objective function.
• If the model is perfect and there is an infinite
amount of data, the confabulations will be
equilibrium samples. So the shortcut will not cause
learning to mess up a perfect model.