On the challenges of learning with inference networks on sparse, high-dimensional data
원문 초록
We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a crucial problem when modeling large, sparse, high-dimensional datasets -- underfitting. We study the extent of underfitting, highlighting that its severity increases with the sparsity of the data. We propose methods to tackle it via iterative optimization inspired by stochastic variational inference \citep{hoffman2013stochastic} and improvements in the sparse data representation used for inference. The proposed techniques drastically improve the ability of these powerful models to fit sparse data, achieving state-of-the-art results on a benchmark text-count dataset and excellent results on the task of top-N recommendation.
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
IntrinsicTimescales.jl: A Julia package to estimate intrinsic (neural) timescales (INTs) from time-series data
A New Stochastic Approximation Method for Gradient-based Simulated Parameter Estimation
Deep Operator Networks for Bayesian Parameter Estimation in PDEs
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
Interpretable Bayesian Tensor Network Kernel Machines with Automatic Rank and Feature Selection
A Simple Approximate Bayesian Inference Neural Surrogate for Stochastic Petri Net Models
토론
이 논문과 연결된 포럼 글이 아직 없습니다.