We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the necessary algorithms to compute expected metric tensors where the distribution over mappings is given by a Gaussian process. We treat the corresponding latent variable model as a Riemannian manifold and we use the expectation of the metric under the Gaussian process prior to define interpolating paths and measure distance between latent points. We show how distances that respect the expected metric lead to more appropriate generation of new data.
Neural samplers such as variational autoencoders (VAEs) or generative adversarial networks (GANs) approximate distributions by transforming samples from a simple random source---the latent space---to samples from a more complex distribution represented by a dataset. While the manifold hypothesis implies that the density induced by a dataset contains large regions of low density, the training criterions of VAEs and GANs will make the latent space densely covered. Consequently points that are separated by low-density regions in observation space will be pushed together in latent space, making stationary distances poor proxies for similarity. We transfer ideas from Riemannian geometry to this setting, letting the distance between two points be the shortest path on a Riemannian manifold induced by the transformation. The method yields a principled distance measure, provides a tool for visual inspection of deep generative models, and an alternative to linear interpolation in latent space. In addition, it can be applied for robot movement generalization using previously learned skills. The method is evaluated on a synthetic dataset with known ground truth; on a simulated robot arm dataset; on human motion capture data; and on a generative model of handwritten digits.
It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software abstraction for integration --functional tensors-- that captures many of the benefits of tensors, while also being able to describe continuous probability distributions. Moreover, functional tensors are a natural candidate for generalized variable elimination and parallel-scan filtering algorithms that enable parallel exact inference for a large family of tractable modeling motifs. We demonstrate the versatility of functional tensors by integrating them into the modeling frontend and inference backend of the Pyro programming language. In experiments we show that the resulting framework enables a large variety of inference strategies, including those that mix exact and approximate inference.
We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate that max-sum inference in the DRMM yields an algorithm that exactly reproduces the operations in deep convolutional neural networks (DCNs), providing a first principles derivation. Our framework provides new insights into the successes and shortcomings of DCNs as well as a principled route to their improvement. DRMM training via the Expectation-Maximization (EM) algorithm is a powerful alternative to DCN back-propagation, and initial training results are promising. Classification based on the DRMM and other variants outperforms DCNs in supervised digit classification, training 2-3x faster while achieving similar accuracy. Moreover, the DRMM is applicable to semi-supervised and unsupervised learning tasks, achieving results that are state-of-the-art in several categories on the MNIST benchmark and comparable to state of the art on the CIFAR10 benchmark.
This paper introduces a new framework for data efficient and versatile learning. Specifically: 1) We develop ML-PIP, a general framework for Meta-Learning approximate Probabilistic Inference for Prediction. ML-PIP extends existing probabilistic interpretations of meta-learning to cover a broad class of methods. 2) We introduce VERSA, an instance of the framework employing a flexible and versatile amortization network that takes few-shot learning datasets as inputs, with arbitrary numbers of shots, and outputs a distribution over task-specific parameters in a single forward pass. VERSA substitutes optimization at test time with forward passes through inference networks, amortizing the cost of inference and relieving the need for second derivatives during training. 3) We evaluate VERSA on benchmark datasets where the method sets new state-of-the-art results, handles arbitrary numbers of shots, and for classification, arbitrary numbers of classes at train and test time. The power of the approach is then demonstrated through a challenging few-shot ShapeNet view reconstruction task.
Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent work on normalizing flows, ranging from improving their expressive power to expanding their application. We believe the field has now matured and is in need of a unified perspective. In this review, we attempt to provide such a perspective by describing flows through the lens of probabilistic modeling and inference. We place special emphasis on the fundamental principles of flow design, and discuss foundational topics such as expressive power and computational trade-offs. We also broaden the conceptual framing of flows by relating them to more general probability transformations. Lastly, we summarize the use of flows for tasks such as generative modeling, approximate inference, and supervised learning.