ﻻ يوجد ملخص باللغة العربية
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 th
There are many forms of feature information present in video data. Principle among them are object identity information which is largely static across multiple video frames, and object pose and style information which continuously transforms from fra
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 lea
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
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