Variational autoencoders (VAEs) are powerful deep generative models widely used to represent high-dimensional complex data through a low-dimensional latent space learned in an unsupervised manner. In the original VAE model, the input data vectors are processed independently. Recently, a series of papers have presented different extensions of the VAE to process sequential data, which model not only the latent space but also the temporal dependencies within a sequence of data vectors and corresponding latent vectors, relying on recurrent neural networks or state-space models. In this paper, we perform a literature review of these models. We introduce and discuss a general class of models, called dynamical variational autoencoders (DVAEs), which encompasses a large subset of these temporal VAE extensions. Then, we present in detail seven recently proposed DVAE models, with an aim to homogenize the notations and presentation lines, as well as to relate these models with existing classical temporal models. We have reimplemented those seven DVAE models and present the results of an experimental benchmark conducted on the speech analysis-resynthesis task (the PyTorch code is made publicly available). The paper concludes with a discussion on important issues concerning the DVAE class of models and future research guidelines.
We propose a novel amortized variational inference scheme for an empirical Bayes meta-learning model, where model parameters are treated as latent variables. We learn the prior distribution over model parameters conditioned on limited training data using a variational autoencoder approach. Our framework proposes sharing the same amortized inference network between the conditional prior and variational posterior distributions over the model parameters. While the posterior leverages both the labeled support and query data, the conditional prior is based only on the labeled support data. We show that in earlier work, relying on Monte-Carlo approximation, the conditional prior collapses to a Dirac delta function. In contrast, our variational approach prevents this collapse and preserves uncertainty over the model parameters. We evaluate our approach on the miniImageNet, CIFAR-FS and FC100 datasets, and present results demonstrating its advantages over previous work.
We learn about the world from a diverse range of sensory information. Automated systems lack this ability as investigation has centred on processing information presented in a single form. Adapting architectures to learn from multiple modalities creates the potential to learn rich representations of the world - but current multimodal systems only deliver marginal improvements on unimodal approaches. Neural networks learn sampling noise during training with the result that performance on unseen data is degraded. This research introduces a second objective over the multimodal fusion process learned with variational inference. Regularisation methods are implemented in the inner training loop to control variance and the modular structure stabilises performance as additional neurons are added to layers. This framework is evaluated on a multilabel classification task with textual and visual inputs to demonstrate the potential for multiple objectives and probabilistic methods to lower variance and improve generalisation.
Learning disentangled representations without supervision or inductive biases, often leads to non-interpretable or undesirable representations. On the other hand, strict supervision requires detailed knowledge of the true generative factors, which is not always possible. In this paper, we consider weak supervision by means of high-level labels that are not assumed to be explicitly related to the ground truth factors. Such labels, while being easier to acquire, can also be used as inductive biases for algorithms to learn more interpretable or alternative disentangled representations. To this end, we propose WeLa-VAE, a variational inference framework where observations and labels share the same latent variables, which involves the maximization of a modified variational lower bound and total correlation regularization. Our method is a generalization of TCVAE, adding only one extra hyperparameter. We experiment on a dataset generated by Cartesian coordinates and we show that, while a TCVAE learns a factorized Cartesian representation, given weak labels of distance and angle, WeLa-VAE is able to learn and disentangle a polar representation. This is achieved without the need of refined labels or having to adjust the number of layers, the optimization parameters, or the total correlation hyperparameter.
Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of normalising constants. Although these methods enjoy theoretical guarantees, a little-known fact is that they exhibit practical failure modes when the unnormalised distribution of interest has isolated components -- they cannot discover isolated components or identify the correct mixing proportions between components. We demonstrate these findings using simple distributions and present heuristic attempts to address these issues. We hope to bring the attention of theoreticians and practitioners to these issues when developing new algorithms and applications.
As a powerful approach for exploratory data analysis, unsupervised clustering is a fundamental task in computer vision and pattern recognition. Many clustering algorithms have been developed, but most of them perform unsatisfactorily on the data with complex structures. Recently, Adversarial Auto-Encoder (AAE) shows effectiveness on tackling such data by combining Auto-Encoder (AE) and adversarial training, but it cannot effectively extract classification information from the unlabeled data. In this work, we propose Dual Adversarial Auto-encoder (Dual-AAE) which simultaneously maximizes the likelihood function and mutual information between observed examples and a subset of latent variables. By performing variational inference on the objective function of Dual-AAE, we derive a new reconstruction loss which can be optimized by training a pair of Auto-encoders. Moreover, to avoid mode collapse, we introduce the clustering regularization term for the category variable. Experiments on four benchmarks show that Dual-AAE achieves superior performance over state-of-the-art clustering methods. Besides, by adding a reject option, the clustering accuracy of Dual-AAE can reach that of supervised CNN algorithms. Dual-AAE can also be used for disentangling style and content of images without using supervised information.
Blind image restoration (IR) is a common yet challenging problem in computer vision. Classical model-based methods and recent deep learning (DL)-based methods represent two different methodologies for this problem, each with their own merits and drawbacks. In this paper, we propose a novel blind image restoration method, aiming to integrate both the advantages of them. Specifically, we construct a general Bayesian generative model for the blind IR, which explicitly depicts the degradation process. In this proposed model, a pixel-wise non-i.i.d. Gaussian distribution is employed to fit the image noise. It is with more flexibility than the simple i.i.d. Gaussian or Laplacian distributions as adopted in most of conventional methods, so as to handle more complicated noise types contained in the image degradation. To solve the model, we design a variational inference algorithm where all the expected posteriori distributions are parameterized as deep neural networks to increase their model capability. Notably, such an inference algorithm induces a unified framework to jointly deal with the tasks of degradation estimation and image restoration. Further, the degradation information estimated in the former task is utilized to guide the latter IR process. Experiments on two typical blind IR tasks, namely image denoising and super-resolution, demonstrate that the proposed method achieves superior performance over current state-of-the-arts.
The importance of algorithmic fairness grows with the increasing impact machine learning has on people's lives. Recent work on fairness metrics shows the need for causal reasoning in fairness constraints. In this work, a practical method named FairTrade is proposed for creating flexible prediction models which integrate fairness constraints on sensitive causal paths. The method uses recent advances in variational inference in order to account for unobserved confounders. Further, a method outline is proposed which uses the causal mechanism estimates to audit black box models. Experiments are conducted on simulated data and on a real dataset in the context of detecting unlawful social welfare. This research aims to contribute to machine learning techniques which honour our ethical and legal boundaries.
Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent variable inputs to induce predictive distributions. However, the expressiveness of vanilla NPs is limited as they only use a global latent variable, while target specific local variation may be crucial sometimes. To address this challenge, we investigate NPs systematically and present a new variant of NP model that we call Doubly Stochastic Variational Neural Process (DSVNP). This model combines the global latent variable and local latent variables for prediction. We evaluate this model in several experiments, and our results demonstrate competitive prediction performance in multi-output regression and uncertainty estimation in classification.
Graph convolutional neural network (GCN) has effectively boosted the multi-label image recognition task by introducing label dependencies based on statistical label co-occurrence of data. However, in previous methods, label correlation is computed based on statistical information of data and therefore the same for all samples, and this makes graph inference on labels insufficient to handle huge variations among numerous image instances. In this paper, we propose an instance-aware graph convolutional neural network (IA-GCN) framework for multi-label classification. As a whole, two fused branches of sub-networks are involved in the framework: a global branch modeling the whole image and a region-based branch exploring dependencies among regions of interests (ROIs). For label diffusion of instance-awareness in graph convolution, rather than using the statistical label correlation alone, an image-dependent label correlation matrix (LCM), fusing both the statistical LCM and an individual one of each image instance, is constructed for graph inference on labels to inject adaptive information of label-awareness into the learned features of the model. Specifically, the individual LCM of each image is obtained by mining the label dependencies based on the scores of labels about detected ROIs. In this process, considering the contribution differences of ROIs to multi-label classification, variational inference is introduced to learn adaptive scaling factors for those ROIs by considering their complex distribution. Finally, extensive experiments on MS-COCO and VOC datasets show that our proposed approach outperforms existing state-of-the-art methods.
Deep learning motivated by convolutional neural networks has been highly successful in a range of medical imaging problems like image classification, image segmentation, image synthesis etc. However for validation and interpretability, not only do we need the predictions made by the model but also how confident it is while making those predictions. This is important in safety critical applications for the people to accept it. In this work, we used an encoder decoder architecture based on variational inference techniques for segmenting brain tumour images. We evaluate our work on the publicly available BRATS dataset using Dice Similarity Coefficient (DSC) and Intersection Over Union (IOU) as the evaluation metrics. Our model is able to segment brain tumours while taking into account both aleatoric uncertainty and epistemic uncertainty in a principled bayesian manner.
Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the original Evidence Lower Bound. In this paper, we present a stochastic bayesian neural network in which we maximize Evidence Lower Bound using a new objective function which we name as Stochastic Evidence Lower Bound. We evaluate our network on 5 publicly available UCI datasets using test RMSE and log likelihood as the evaluation metrics. We demonstrate that our work not only beats the previous state of the art algorithms but is also scalable to larger datasets.
Real-world tasks often exhibit a compositional structure that contains a sequence of simpler sub-tasks. For instance, opening a door requires reaching, grasping, rotating, and pulling the door knob. Such compositional tasks require an agent to reason about the sub-task at hand while orchestrating global behavior accordingly. This can be cast as an online task inference problem, where the current task identity, represented by a context variable, is estimated from the agent's past experiences with probabilistic inference. Previous approaches have employed simple latent distributions, e.g., Gaussian, to model a single context for the entire task. However, this formulation lacks the expressiveness to capture the composition and transition of the sub-tasks. We propose a variational inference framework OCEAN to perform online task inference for compositional tasks. OCEAN models global and local context variables in a joint latent space, where the global variables represent a mixture of sub-tasks required for the task, while the local variables capture the transitions between the sub-tasks. Our framework supports flexible latent distributions based on prior knowledge of the task structure and can be trained in an unsupervised manner. Experimental results show that OCEAN provides more effective task inference with sequential context adaptation and thus leads to a performance boost on complex, multi-stage tasks.
Neural-network based predictions of event properties in astro-particle physics are getting more and more common. However, in many cases the result is just utilized as a point prediction. Statistical uncertainties, coverage, systematic uncertainties or a goodness-of-fit measure are often not calculated. Here we describe a certain choice of training and network architecture that allows to incorporate all these properties into a single network model. We show that a KL-divergence objective of the joint distribution of data and labels allows to unify supervised learning and variational autoencoders (VAEs) under one umbrella of stochastic variational inference. The unification motivates an extended supervised learning scheme which allows to calculate a goodness-of-fit p-value for the neural network model. Conditional normalizing flows amortized with a neural network are crucial in this construction. We discuss how to calculate coverage probabilities without numerical integration for specific "base-ordered" contours that are unique to normalizing flows. Furthermore we show how systematic uncertainties can be included via effective marginalization during training. The proposed extended supervised training incorporates (1) coverage calculation, (2) systematics and (3) a goodness-of-fit measure in a single machine-learning model. There are in principle no constraints on the shape of the involved distributions, in fact the machinery works with complex multi-modal distributions defined on product spaces like $\mathbb{R}^n \times \mathbb{S}^m$. The coverage calculation, however, requires care in its interpretation when the distributions are too degenerate. We see great potential for exploiting this per-event information in event selections or for fast astronomical alerts which require uncertainty guarantees.
Downscaling is a landmark task in climate science and meteorology in which the goal is to use coarse scale, spatio-temporal data to infer values at finer scales. Statistical downscaling aims to approximate this task using statistical patterns gleaned from an existing dataset of downscaled values, often obtained from observations or physical models. In this work, we investigate the application of deep latent variable learning to the task of statistical downscaling. We present ClimAlign, a novel method for unsupervised, generative downscaling using adaptations of recent work in normalizing flows for variational inference. We evaluate the viability of our method using several different metrics on two datasets consisting of daily temperature and precipitation values gridded at low (1 degree latitude/longitude) and high (1/4 and 1/8 degree) resolutions. We show that our method achieves comparable predictive performance to existing supervised statistical downscaling methods while simultaneously allowing for both conditional and unconditional sampling from the joint distribution over high and low resolution spatial fields. We provide publicly accessible implementations of our method, as well as the baselines used for comparison, on GitHub.
For the single image rain removal (SIRR) task, the performance of deep learning (DL)-based methods is mainly affected by the designed deraining models and training datasets. Most of current state-of-the-art focus on constructing powerful deep models to obtain better deraining results. In this paper, to further improve the deraining performance, we novelly attempt to handle the SIRR task from the perspective of training datasets by exploring a more efficient way to synthesize rainy images. Specifically, we build a full Bayesian generative model for rainy image where the rain layer is parameterized as a generator with the input as some latent variables representing the physical structural rain factors, e.g., direction, scale, and thickness. To solve this model, we employ the variational inference framework to approximate the expected statistical distribution of rainy image in a data-driven manner. With the learned generator, we can automatically and sufficiently generate diverse and non-repetitive training pairs so as to efficiently enrich and augment the existing benchmark datasets. User study qualitatively and quantitatively evaluates the realism of generated rainy images. Comprehensive experiments substantiate that the proposed model can faithfully extract the complex rain distribution that not only helps significantly improve the deraining performance of current deep single image derainers, but also largely loosens the requirement of large training sample pre-collection for the SIRR task.
Uncertainty quantification in neural networks gained a lot of attention in the past years. The most popular approaches, Bayesian neural networks (BNNs), Monte Carlo dropout, and deep ensembles have one thing in common: they are all based on some kind of mixture model. While the BNNs build infinite mixture models and are derived via variational inference, the latter two build finite mixtures trained with the maximum likelihood method. In this work we investigate the effect of training an infinite mixture distribution with the maximum likelihood method instead of variational inference. We find that the proposed objective leads to stochastic networks with an increased predictive variance, which improves uncertainty based identification of miss-classification and robustness against adversarial attacks in comparison to a standard BNN with equivalent network structure. The new model also displays higher entropy on out-of-distribution data.
Visible-infrared person re-identification (VI-ReID) is a challenging and essential task in night-time intelligent surveillance systems. Except for the intra-modality variance that RGB-RGB person re-identification mainly overcomes, VI-ReID suffers from additional inter-modality variance caused by the inherent heterogeneous gap. To solve the problem, we present a carefully designed dual Gaussian-based variational auto-encoder (DG-VAE), which disentangles an identity-discriminable and an identity-ambiguous cross-modality feature subspace, following a mixture-of-Gaussians (MoG) prior and a standard Gaussian distribution prior, respectively. Disentangling cross-modality identity-discriminable features leads to more robust retrieval for VI-ReID. To achieve efficient optimization like conventional VAE, we theoretically derive two variational inference terms for the MoG prior under the supervised setting, which not only restricts the identity-discriminable subspace so that the model explicitly handles the cross-modality intra-identity variance, but also enables the MoG distribution to avoid posterior collapse. Furthermore, we propose a triplet swap reconstruction (TSR) strategy to promote the above disentangling process. Extensive experiments demonstrate that our method outperforms state-of-the-art methods on two VI-ReID datasets.
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in $N$) cost of matrix operations used in exact inference. Many solutions have been proposed that rely on $M \ll N$ inducing variables to form an approximation at a cost of $\mathcal{O}(NM^2)$. While the computational cost appears linear in $N$, the true complexity depends on how $M$ must scale with $N$ to ensure a certain quality of the approximation. In this work, we investigate upper and lower bounds on how $M$ needs to grow with $N$ to ensure high quality approximations. We show that we can make the KL-divergence between the approximate model and the exact posterior arbitrarily small for a Gaussian-noise regression model with $M\ll N$. Specifically, for the popular squared exponential kernel and $D$-dimensional Gaussian distributed covariates, $M=\mathcal{O}((\log N)^D)$ suffice and a method with an overall computational cost of $\mathcal{O}(N(\log N)^{2D}(\log\log N)^2)$ can be used to perform inference.
Flexible variational distributions improve variational inference but are harder to optimize. In this work we present a control variate that is applicable for any reparameterizable distribution with known mean and covariance matrix, e.g. Gaussians with any covariance structure. The control variate is based on a quadratic approximation of the model, and its parameters are set using a double-descent scheme by minimizing the gradient estimator's variance. We empirically show that this control variate leads to large improvements in gradient variance and optimization convergence for inference with non-factorized variational distributions.