It is a very well-designed library that clearly abides by its guiding principles of modularity and extensibility, enabling us to easily assemble powerful, complex models from primitive building blocks. This has been demonstrated in numerous blog posts and tutorials, in particular, the excellent tutorial on Building Autoencoders in Keras. As the name suggests, that tutorial provides examples of how to implement various kinds of autoencoders in Keras, including the variational autoencoder (VAE) . Visualization of 2D manifold of MNIST digits (left) and the representation of digits in latent space colored according to their digit labels (right). Like all autoencoders, the variational autoencoder is primarily used for unsupervised learning of hidden representations.
Probabilistic modeling is a powerful approach for analyzing empirical information. We describe Edward, a library for probabilistic modeling. Edward's design reflects an iterative process pioneered by George Box: build a model of a phenomenon, make inferences about the model given data, and criticize the model's fit to the data. Edward supports a broad class of probabilistic models, efficient algorithms for inference, and many techniques for model criticism. The library builds on top of TensorFlow to support distributed training and hardware such as GPUs. Edward enables the development of complex probabilistic models and their algorithms at a massive scale.
We propose Edward, a Turing-complete probabilistic programming language. Edward defines two compositional representations---random variables and inference. By treating inference as a first class citizen, on a par with modeling, we show that probabilistic programming can be as flexible and computationally efficient as traditional deep learning. For flexibility, Edward makes it easy to fit the same model using a variety of composable inference methods, ranging from point estimation to variational inference to MCMC. In addition, Edward can reuse the modeling representation as part of inference, facilitating the design of rich variational models and generative adversarial networks. For efficiency, Edward is integrated into TensorFlow, providing significant speedups over existing probabilistic systems. For example, we show on a benchmark logistic regression task that Edward is at least 35x faster than Stan and 6x faster than PyMC3. Further, Edward incurs no runtime overhead: it is as fast as handwritten TensorFlow.
Deep probabilistic programming languages try to combine the advantages of deep learning with those of probabilistic programming languages. If successful, this would be a big step forward in machine learning and programming languages. Unfortunately, as of now, this new crop of languages is hard to use and understand. This paper addresses this problem directly by explaining deep probabilistic programming languages and indirectly by characterizing their current strengths and weaknesses.
The "Gaussian Copula" creates a few custom Bijectors and then shows how to easily build several different copulas. For more background on distributions, see "Understanding TensorFlow Distributions Shapes." It describes how to manage shapes for sampling, batch training, and modeling events. A variational autoencoder is a machine learning model which uses one learned system to represent data in some low-dimensional space and a second learned system to restore the low-dimensional representation to what would have otherwise been the input. Because TF supports automatic differentiation, black-box variational inference is a breeze!