Normalizing Flow to Augmented Posterior: Conditional Density Estimation with Interpretable Dimension Reduction for High Dimensional Data
- URL: http://arxiv.org/abs/2507.04216v1
- Date: Sun, 06 Jul 2025 02:58:52 GMT
- Title: Normalizing Flow to Augmented Posterior: Conditional Density Estimation with Interpretable Dimension Reduction for High Dimensional Data
- Authors: Cheng Zeng, George Michailidis, Hitoshi Iyatomi, Leo L Duan,
- Abstract summary: Conditional density characterizes the distribution of a response variable $y$ given other predictor $x$.<n>In this work, we extend NF neural networks when external $x$ is present.<n>We show that an unconditional NF neural network, based on an unsupervised model of $z$, fails to generate interpretable results.
- Score: 20.177824207096396
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: The conditional density characterizes the distribution of a response variable $y$ given other predictor $x$, and plays a key role in many statistical tasks, including classification and outlier detection. Although there has been abundant work on the problem of Conditional Density Estimation (CDE) for a low-dimensional response in the presence of a high-dimensional predictor, little work has been done for a high-dimensional response such as images. The promising performance of normalizing flow (NF) neural networks in unconditional density estimation acts a motivating starting point. In this work, we extend NF neural networks when external $x$ is present. Specifically, they use the NF to parameterize a one-to-one transform between a high-dimensional $y$ and a latent $z$ that comprises two components \([z_P,z_N]\). The $z_P$ component is a low-dimensional subvector obtained from the posterior distribution of an elementary predictive model for $x$, such as logistic/linear regression. The $z_N$ component is a high-dimensional independent Gaussian vector, which explains the variations in $y$ not or less related to $x$. Unlike existing CDE methods, the proposed approach, coined Augmented Posterior CDE (AP-CDE), only requires a simple modification on the common normalizing flow framework, while significantly improving the interpretation of the latent component, since $z_P$ represents a supervised dimension reduction. In image analytics applications, AP-CDE shows good separation of $x$-related variations due to factors such as lighting condition and subject id, from the other random variations. Further, the experiments show that an unconditional NF neural network, based on an unsupervised model of $z$, such as Gaussian mixture, fails to generate interpretable results.
Related papers
- O(d/T) Convergence Theory for Diffusion Probabilistic Models under Minimal Assumptions [6.76974373198208]
We establish a fast convergence theory for the denoising diffusion probabilistic model (DDPM) under minimal assumptions.<n>We show that the convergence rate improves to $O(k/T)$, where $k$ is the intrinsic dimension of the target data distribution.<n>This highlights the ability of DDPM to automatically adapt to unknown low-dimensional structures.
arXiv Detail & Related papers (2024-09-27T17:59:10Z) - Learning with Norm Constrained, Over-parameterized, Two-layer Neural Networks [54.177130905659155]
Recent studies show that a reproducing kernel Hilbert space (RKHS) is not a suitable space to model functions by neural networks.
In this paper, we study a suitable function space for over- parameterized two-layer neural networks with bounded norms.
arXiv Detail & Related papers (2024-04-29T15:04:07Z) - A Mean-Field Analysis of Neural Stochastic Gradient Descent-Ascent for Functional Minimax Optimization [90.87444114491116]
This paper studies minimax optimization problems defined over infinite-dimensional function classes of overparametricized two-layer neural networks.
We address (i) the convergence of the gradient descent-ascent algorithm and (ii) the representation learning of the neural networks.
Results show that the feature representation induced by the neural networks is allowed to deviate from the initial one by the magnitude of $O(alpha-1)$, measured in terms of the Wasserstein distance.
arXiv Detail & Related papers (2024-04-18T16:46:08Z) - Effective Minkowski Dimension of Deep Nonparametric Regression: Function
Approximation and Statistical Theories [70.90012822736988]
Existing theories on deep nonparametric regression have shown that when the input data lie on a low-dimensional manifold, deep neural networks can adapt to intrinsic data structures.
This paper introduces a relaxed assumption that input data are concentrated around a subset of $mathbbRd$ denoted by $mathcalS$, and the intrinsic dimension $mathcalS$ can be characterized by a new complexity notation -- effective Minkowski dimension.
arXiv Detail & Related papers (2023-06-26T17:13:31Z) - High-Dimensional Smoothed Entropy Estimation via Dimensionality
Reduction [14.53979700025531]
We consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and identically distributed samples of $X$.
Under the absolute-error loss, the above problem has a parametric estimation rate of $fraccDsqrtn$.
We overcome this exponential sample complexity by projecting $X$ to a low-dimensional space via principal component analysis (PCA) before the entropy estimation.
arXiv Detail & Related papers (2023-05-08T13:51:48Z) - Deep Neural Networks for Nonparametric Interaction Models with Diverging
Dimension [6.939768185086753]
We analyze a $kth$ order nonparametric interaction model in both growing dimension scenarios ($d$ grows with $n$ but at a slower rate) and in high dimension ($d gtrsim n$)
We show that under certain standard assumptions, debiased deep neural networks achieve a minimax optimal rate both in terms of $(n, d)$.
arXiv Detail & Related papers (2023-02-12T04:19:39Z) - Symmetries in the dynamics of wide two-layer neural networks [0.0]
We consider the idealized setting of gradient flow on the population risk for infinitely wide two-layer ReLU neural networks (without bias)
We first describe a general class of symmetries which, when satisfied by the target function $f*$ and the input distribution, are preserved by the dynamics.
arXiv Detail & Related papers (2022-11-16T08:59:26Z) - On the Effective Number of Linear Regions in Shallow Univariate ReLU
Networks: Convergence Guarantees and Implicit Bias [50.84569563188485]
We show that gradient flow converges in direction when labels are determined by the sign of a target network with $r$ neurons.
Our result may already hold for mild over- parameterization, where the width is $tildemathcalO(r)$ and independent of the sample size.
arXiv Detail & Related papers (2022-05-18T16:57:10Z) - Inverting brain grey matter models with likelihood-free inference: a
tool for trustable cytoarchitecture measurements [62.997667081978825]
characterisation of the brain grey matter cytoarchitecture with quantitative sensitivity to soma density and volume remains an unsolved challenge in dMRI.
We propose a new forward model, specifically a new system of equations, requiring a few relatively sparse b-shells.
We then apply modern tools from Bayesian analysis known as likelihood-free inference (LFI) to invert our proposed model.
arXiv Detail & Related papers (2021-11-15T09:08:27Z) - Segmentation of high dimensional means over multi-dimensional change
points and connections to regression trees [1.0660480034605242]
This article provides a new analytically tractable and fully frequentist framework to characterize and implement regression trees.
The connection to regression trees is made by a high dimensional model with dynamic mean vectors over multi-dimensional change axes.
Results are obtained under a high dimensional scaling $slog2 p=o(T_wT_h), where $p$ is the response dimension, $s$ is a sparsity parameter, and $T_w,T_h$ are sampling periods along change axes.
arXiv Detail & Related papers (2021-05-20T20:29:48Z) - Probabilistic Circuits for Variational Inference in Discrete Graphical
Models [101.28528515775842]
Inference in discrete graphical models with variational methods is difficult.
Many sampling-based methods have been proposed for estimating Evidence Lower Bound (ELBO)
We propose a new approach that leverages the tractability of probabilistic circuit models, such as Sum Product Networks (SPN)
We show that selective-SPNs are suitable as an expressive variational distribution, and prove that when the log-density of the target model is aweighted the corresponding ELBO can be computed analytically.
arXiv Detail & Related papers (2020-10-22T05:04:38Z)
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.