David K. Duvenaud
Sticking the Landing: Simple, Lower-Variance Gradient Estimators for Variational Inference
Geoffrey Roeder, Yuhuai Wu, David K. Duvenaud
We propose a simple and general variant of the standard reparameterized gradient estimator for the variational evidence lower bound. Specifically, we remove a part of the total derivative with respect to the variational parameters that corresponds to the score function. Removing this term produces an unbiased gradient estimator whose variance approaches zero as the approximate posterior approaches the exact posterior. We analyze the behavior of this gradient estimator theoretically and empirically, and generalize it to more complex variational distributions such as mixtures and importance-weighted posteriors.
Neural Ordinary Differential Equations
Tian Qi Chen, Yulia Rubanova, Jesse Bettencourt, David K. Duvenaud
We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a blackbox differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.
Isolating Sources of Disentanglement in Variational Autoencoders
Tian Qi Chen, Xuechen Li, Roger B. Grosse, David K. Duvenaud
We decompose the evidence lower bound to show the existence of a term measuring the total correlation between latent variables. We use this to motivate the β-TCVAE (Total Correlation Variational Autoencoder) algorithm, a refinement and plug-in replacement of the β-VAE for learning disentangled representations, requiring no additional hyperparameters during training. We further propose a principled classifier-free measure of disentanglement called the mutual information gap (MIG). We perform extensive quantitative and qualitative experiments, in both restricted and non-restricted settings, and show a strong relation between total correlation and disentanglement, when the model is trained using our framework.