1. Overview
In this tutorial, we’re going to talk about how Noise Contrastive Estimation (NCE) loss works in machine learning, particularly in training probabilistic models.
First, we’ll introduce neural networks for probabilistic models and then define the NCE loss and mention some of its advantages and challenges.
2. Neural Networks for Probabilistic Models
The latest advancements in deep learning have revolutionized the way we try to model probabilistic distributions. The ability of modern neural network architectures to learn high-level, complex patterns makes them ideal for this purpose. However, in cases of high-dimensional output spaces, traditional methods like Maximum Likelihood Estimation cannot perform well and require a lot of computational resources.
To deal with these cases, we can train a neural network using the Noise Contrastive Estimation (NCE) loss that can efficiently learn a high-dimensional probability distribution.
3. Noise Contrastive Estimation
NCE loss avoids the costly procedure of estimating a probability distribution by converting the problem into a binary classification task. Specifically, the neural network is trained to discern between the real data and a predefined noise distribution, making the learning procedure more efficient. Training a model with NCE loss not only helps in effective probability estimation but also enhances the model’s ability to generalize from limited data, a significant advantage over traditional methods. Formally, the NCE is defined as:
where 
is the neural network, 
the noise distribution and 
is the sigmoid function.
4. Advantages
Now, let’s discuss some of the most important advantages of NCE loss in contrast to the traditional methods for training probabilistic models.
4.1. Efficiency and Scalability
As mentioned previously, the most important characteristic of the NCE loss is its scalability and efficiency since it has proved to work very well in high-dimensional complex scenarios where traditional methods fail to operate. Especially in situations characterized by large sparsity of data, NCE demonstrates remarkable effectiveness in managing to focus on the important learning steps during training.
4.2. Applicability
Another major advantage of NCE loss is its applicability to various domains. Specifically, the NCE loss can be integrated into the training phase of any available neural network architecture. As a result, it can be employed in a variety of domains, including computer vision, text processing, and speech recognition using the respective architectures (CNNs, LSTMs, feedforward neural networks, etc).
5. Challenges
Despite its benefits, NCE loss presents a lot of challenges that we should take into account before training probabilistic models using it.
5.1. Selection of Noise Distribution
The performance of the NCE loss highly depends on selecting an appropriate noise distribution. Depending on the task, the noise distribution is different and is highly connected with the characteristics of the underlying data.
5.2. Convergence
Although the use of NCE loss in training probabilistic models reduces the computational resources by a lot, it presents a lot of converging issues that we should take into account. The number of training epochs and the type of validation are crucial to ensure that the model has converged and learned the complex probability distribution.
6. Conclusion
In this article, we described the NCE loss and how it is used in training probabilistic models. First, we introduced the loss function, and then we discussed its advantages and challenges.