Jigsaw-VAE: Towards Balancing Features in Variational Autoencoders
- URL: http://arxiv.org/abs/2005.05496v1
- Date: Tue, 12 May 2020 00:46:54 GMT
- Title: Jigsaw-VAE: Towards Balancing Features in Variational Autoencoders
- Authors: Saeid Asgari Taghanaki, Mohammad Havaei, Alex Lamb, Aditya Sanghi, Ara
Danielyan, Tonya Custis
- Abstract summary: We show that VAE latent variables often focus on some factors of variation at the expense of others.
We propose a regularization scheme for VAEs, which we show substantially addresses the feature imbalance problem.
- Score: 18.315247344611727
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The latent variables learned by VAEs have seen considerable interest as an
unsupervised way of extracting features, which can then be used for downstream
tasks. There is a growing interest in the question of whether features learned
on one environment will generalize across different environments. We
demonstrate here that VAE latent variables often focus on some factors of
variation at the expense of others - in this case we refer to the features as
``imbalanced''. Feature imbalance leads to poor generalization when the latent
variables are used in an environment where the presence of features changes.
Similarly, latent variables trained with imbalanced features induce the VAE to
generate less diverse (i.e. biased towards dominant features) samples. To
address this, we propose a regularization scheme for VAEs, which we show
substantially addresses the feature imbalance problem. We also introduce a
simple metric to measure the balance of features in generated images.
Related papers
- Winning Prize Comes from Losing Tickets: Improve Invariant Learning by
Exploring Variant Parameters for Out-of-Distribution Generalization [76.27711056914168]
Out-of-Distribution (OOD) Generalization aims to learn robust models that generalize well to various environments without fitting to distribution-specific features.
Recent studies based on Lottery Ticket Hypothesis (LTH) address this problem by minimizing the learning target to find some of the parameters that are critical to the task.
We propose Exploring Variant parameters for Invariant Learning (EVIL) which also leverages the distribution knowledge to find the parameters that are sensitive to distribution shift.
arXiv Detail & Related papers (2023-10-25T06:10:57Z) - Out-of-Variable Generalization for Discriminative Models [13.075802230332298]
In machine learning, the ability of an agent to do well in new environments is a critical aspect of intelligence.
We investigate $textitout-of-variable$ generalization, which pertains to environments with variables that were never jointly observed before.
We propose a method that exhibits non-trivial out-of-variable generalization performance when facing an overlapping, yet distinct, set of causal predictors.
arXiv Detail & Related papers (2023-04-16T21:29:54Z) - Unleashing the Power of Graph Data Augmentation on Covariate
Distribution Shift [50.98086766507025]
We propose a simple-yet-effective data augmentation strategy, Adversarial Invariant Augmentation (AIA)
AIA aims to extrapolate and generate new environments, while concurrently preserving the original stable features during the augmentation process.
arXiv Detail & Related papers (2022-11-05T07:55:55Z) - Equivariant Disentangled Transformation for Domain Generalization under
Combination Shift [91.38796390449504]
Combinations of domains and labels are not observed during training but appear in the test environment.
We provide a unique formulation of the combination shift problem based on the concepts of homomorphism, equivariance, and a refined definition of disentanglement.
arXiv Detail & Related papers (2022-08-03T12:31:31Z) - On the Strong Correlation Between Model Invariance and Generalization [54.812786542023325]
Generalization captures a model's ability to classify unseen data.
Invariance measures consistency of model predictions on transformations of the data.
From a dataset-centric view, we find a certain model's accuracy and invariance linearly correlated on different test sets.
arXiv Detail & Related papers (2022-07-14T17:08:25Z) - Learning Conditional Invariance through Cycle Consistency [60.85059977904014]
We propose a novel approach to identify meaningful and independent factors of variation in a dataset.
Our method involves two separate latent subspaces for the target property and the remaining input information.
We demonstrate on synthetic and molecular data that our approach identifies more meaningful factors which lead to sparser and more interpretable models.
arXiv Detail & Related papers (2021-11-25T17:33:12Z) - Consistency Regularization for Variational Auto-Encoders [14.423556966548544]
Variational auto-encoders (VAEs) are a powerful approach to unsupervised learning.
We propose a regularization method to enforce consistency in VAEs.
arXiv Detail & Related papers (2021-05-31T10:26:32Z) - Learning Disentangled Representations with Latent Variation
Predictability [102.4163768995288]
This paper defines the variation predictability of latent disentangled representations.
Within an adversarial generation process, we encourage variation predictability by maximizing the mutual information between latent variations and corresponding image pairs.
We develop an evaluation metric that does not rely on the ground-truth generative factors to measure the disentanglement of latent representations.
arXiv Detail & Related papers (2020-07-25T08:54:26Z) - Neural Decomposition: Functional ANOVA with Variational Autoencoders [9.51828574518325]
Variational Autoencoders (VAEs) have become a popular approach for dimensionality reduction.
Due to the black-box nature of VAEs, their utility for healthcare and genomics applications has been limited.
We focus on characterising the sources of variation in Conditional VAEs.
arXiv Detail & Related papers (2020-06-25T10:29:13Z) - NestedVAE: Isolating Common Factors via Weak Supervision [45.366986365879505]
We identify the connection between the task of bias reduction and that of isolating factors common between domains.
To isolate the common factors we combine the theory of deep latent variable models with information bottleneck theory.
Two outer VAEs with shared weights attempt to reconstruct the input and infer a latent space, whilst a nested VAE attempts to reconstruct the latent representation of one image, from the latent representation of its paired image.
arXiv Detail & Related papers (2020-02-26T15:49:57Z) - Be Like Water: Robustness to Extraneous Variables Via Adaptive Feature
Normalization [17.829013101192295]
Extraneous variables are variables that are irrelevant for a certain task, but heavily affect the distribution of the available data.
We show that the presence of such variables can degrade the performance of deep-learning models.
We show that estimating the feature statistics adaptively during inference, as in instance normalization, addresses this issue.
arXiv Detail & Related papers (2020-02-10T18:47:08Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.