Do you want to publish a course? Click here

InteL-VAEs: Adding Inductive Biases to Variational Auto-Encoders via Intermediary Latents

275   0   0.0 ( 0 )
 Added by Ning Miao
 Publication date 2021
and research's language is English




Ask ChatGPT about the research

We introduce a simple and effective method for learning VAEs with controllable inductive biases by using an intermediary set of latent variables. This allows us to overcome the limitations of the standard Gaussian prior assumption. In particular, it allows us to impose desired properties like sparsity or clustering on learned representations, and incorporate prior information into the learned model. Our approach, which we refer to as the Intermediary Latent Space VAE (InteL-VAE), is based around controlling the stochasticity of the encoding process with the intermediary latent variables, before deterministically mapping them forward to our target latent representation, from which reconstruction is performed. This allows us to maintain all the advantages of the traditional VAE framework, while incorporating desired prior information, inductive biases, and even topological information through the latent mapping. We show that this, in turn, allows InteL-VAEs to learn both better generative models and representations.



rate research

Read More

The variational auto-encoder (VAE) is a popular method for learning a generative model and embeddings of the data. Many real datasets are hierarchically structured. However, traditional VAEs map data in a Euclidean latent space which cannot efficiently embed tree-like structures. Hyperbolic spaces with negative curvature can. We therefore endow VAEs with a Poincare ball model of hyperbolic geometry as a latent space and rigorously derive the necessary methods to work with two main Gaussian generalisations on that space. We empirically show better generalisation to unseen data than the Euclidean counterpart, and can qualitatively and quantitatively better recover hierarchical structures.
We present a method for learning latent stochastic differential equations (SDEs) from high dimensional time series data. Given a time series generated from a lower dimensional It^{o} process, the proposed method uncovers the relevant parameters of the SDE through a self-supervised learning approach. Using the framework of variational autoencoders (VAEs), we consider a conditional generative model for the data based on the Euler-Maruyama approximation of SDE solutions. Furthermore, we use recent results on identifiability of semi-supervised learning to show that our model can recover not only the underlying SDE parameters, but also the original latent space, up to an isometry, in the limit of infinite data. We validate the model through a series of different simulated video processing tasks where the underlying SDE is known. Our results suggest that the proposed method effectively learns the underlying SDE, as predicted by the theory.
We propose the Wasserstein Auto-Encoder (WAE)---a new algorithm for building a generative model of the data distribution. WAE minimizes a penalized form of the Wasserstein distance between the model distribution and the target distribution, which leads to a different regularizer than the one used by the Variational Auto-Encoder (VAE). This regularizer encourages the encoded training distribution to match the prior. We compare our algorithm with several other techniques and show that it is a generalization of adversarial auto-encoders (AAE). Our experiments show that WAE shares many of the properties of VAEs (stable training, encoder-decoder architecture, nice latent manifold structure) while generating samples of better quality, as measured by the FID score.
It has been conjectured that the Fisher divergence is more robust to model uncertainty than the conventional Kullback-Leibler (KL) divergence. This motivates the design of a new class of robust generative auto-encoders (AE) referred to as Fisher auto-encoders. Our approach is to design Fisher AEs by minimizing the Fisher divergence between the intractable joint distribution of observed data and latent variables, with that of the postulated/modeled joint distribution. In contrast to KL-based variational AEs (VAEs), the Fisher AE can exactly quantify the distance between the true and the model-based posterior distributions. Qualitative and quantitative results are provided on both MNIST and celebA datasets demonstrating the competitive performance of Fisher AEs in terms of robustness compared to other AEs such as VAEs and Wasserstein AEs.
We investigate how to exploit structural similarities of an individuals potential outcomes (POs) under different treatments to obtain better estimates of conditional average treatment effects in finite samples. Especially when it is unknown whether a treatment has an effect at all, it is natural to hypothesize that the POs are similar - yet, some existing strategies for treatment effect estimation employ regularization schemes that implicitly encourage heterogeneity even when it does not exist and fail to fully make use of shared structure. In this paper, we investigate and compare three end-to-end learning strategies to overcome this problem - based on regularization, reparametrization and a flexible multi-task architecture - each encoding inductive bias favoring shared behavior across POs. To build understanding of their relative strengths, we implement all strategies using neural networks and conduct a wide range of semi-synthetic experiments. We observe that all three approaches can lead to substantial improvements upon numerous baselines and gain insight into performance differences across various experimental settings.

suggested questions

comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا