Towards Model-Agnostic Posterior Approximation for Fast and Accurate Variational Autoencoders
- URL: http://arxiv.org/abs/2403.08941v2
- Date: Wed, 12 Jun 2024 19:15:38 GMT
- Title: Towards Model-Agnostic Posterior Approximation for Fast and Accurate Variational Autoencoders
- Authors: Yaniv Yacoby, Weiwei Pan, Finale Doshi-Velez,
- Abstract summary: We show that we can compute a deterministic, model-agnostic posterior approximation (MAPA) of the true model's posterior.
We present preliminary results on low-dimensional synthetic data that (1) MAPA captures the trend of the true posterior, and (2) our MAPA-based inference performs better density estimation with less computation than baselines.
- Score: 22.77397537980102
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which approximates the posterior of the latent codes given data. The two components are learned jointly via a lower bound to the generative model's log marginal likelihood. In early phases of joint training, the inference model poorly approximates the latent code posteriors. Recent work showed that this leads optimization to get stuck in local optima, negatively impacting the learned generative model. As such, recent work suggests ensuring a high-quality inference model via iterative training: maximizing the objective function relative to the inference model before every update to the generative model. Unfortunately, iterative training is inefficient, requiring heuristic criteria for reverting from iterative to joint training for speed. Here, we suggest an inference method that trains the generative and inference models independently. It approximates the posterior of the true model a priori; fixing this posterior approximation, we then maximize the lower bound relative to only the generative model. By conventional wisdom, this approach should rely on the true prior and likelihood of the true model to approximate its posterior (which are unknown). However, we show that we can compute a deterministic, model-agnostic posterior approximation (MAPA) of the true model's posterior. We then use MAPA to develop a proof-of-concept inference method. We present preliminary results on low-dimensional synthetic data that (1) MAPA captures the trend of the true posterior, and (2) our MAPA-based inference performs better density estimation with less computation than baselines. Lastly, we present a roadmap for scaling the MAPA-based inference method to high-dimensional data.
Related papers
- Consensus-Adaptive RANSAC [104.87576373187426]
We propose a new RANSAC framework that learns to explore the parameter space by considering the residuals seen so far via a novel attention layer.
The attention mechanism operates on a batch of point-to-model residuals, and updates a per-point estimation state to take into account the consensus found through a lightweight one-step transformer.
arXiv Detail & Related papers (2023-07-26T08:25:46Z) - Analysis of Interpolating Regression Models and the Double Descent
Phenomenon [3.883460584034765]
It is commonly assumed that models which interpolate noisy training data are poor to generalize.
The best models obtained are overparametrized and the testing error exhibits the double descent behavior as the model order increases.
We derive a result based on the behavior of the smallest singular value of the regression matrix that explains the peak location and the double descent shape of the testing error as a function of model order.
arXiv Detail & Related papers (2023-04-17T09:44:33Z) - Adaptive Sparse Gaussian Process [0.0]
We propose the first adaptive sparse Gaussian Process (GP) able to address all these issues.
We first reformulate a variational sparse GP algorithm to make it adaptive through a forgetting factor.
We then propose updating a single inducing point of the sparse GP model together with the remaining model parameters every time a new sample arrives.
arXiv Detail & Related papers (2023-02-20T21:34:36Z) - Variational Laplace Autoencoders [53.08170674326728]
Variational autoencoders employ an amortized inference model to approximate the posterior of latent variables.
We present a novel approach that addresses the limited posterior expressiveness of fully-factorized Gaussian assumption.
We also present a general framework named Variational Laplace Autoencoders (VLAEs) for training deep generative models.
arXiv Detail & Related papers (2022-11-30T18:59:27Z) - Bayesian Neural Network Inference via Implicit Models and the Posterior
Predictive Distribution [0.8122270502556371]
We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks.
The approach is more scalable to large data than Markov Chain Monte Carlo.
We see this being useful in applications such as surrogate and physics-based models.
arXiv Detail & Related papers (2022-09-06T02:43:19Z) - Model Comparison in Approximate Bayesian Computation [0.456877715768796]
A common problem in natural sciences is the comparison of competing models in the light of observed data.
This framework relies on the calculation of likelihood functions which are intractable for most models used in practice.
I propose a new efficient method to perform Bayesian model comparison in ABC.
arXiv Detail & Related papers (2022-03-15T10:24:16Z) - Mismatched No More: Joint Model-Policy Optimization for Model-Based RL [172.37829823752364]
We propose a single objective for jointly training the model and the policy, such that updates to either component increases a lower bound on expected return.
Our objective is a global lower bound on expected return, and this bound becomes tight under certain assumptions.
The resulting algorithm (MnM) is conceptually similar to a GAN.
arXiv Detail & Related papers (2021-10-06T13:43:27Z) - Probabilistic Modeling for Human Mesh Recovery [73.11532990173441]
This paper focuses on the problem of 3D human reconstruction from 2D evidence.
We recast the problem as learning a mapping from the input to a distribution of plausible 3D poses.
arXiv Detail & Related papers (2021-08-26T17:55:11Z) - Generative Text Modeling through Short Run Inference [47.73892773331617]
The present work proposes a short run dynamics for inference. It is variation from the prior distribution of the latent variable and then runs a small number of Langevin dynamics steps guided by its posterior distribution.
We show that the models trained with short run dynamics more accurately model the data, compared to strong language model and VAE baselines, and exhibit no sign of posterior collapse.
arXiv Detail & Related papers (2021-05-27T09:14:35Z) - Goal-directed Generation of Discrete Structures with Conditional
Generative Models [85.51463588099556]
We introduce a novel approach to directly optimize a reinforcement learning objective, maximizing an expected reward.
We test our methodology on two tasks: generating molecules with user-defined properties and identifying short python expressions which evaluate to a given target value.
arXiv Detail & Related papers (2020-10-05T20:03:13Z)
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.