Dmitry P. Vetrov
The Implicit Metropolis-Hastings Algorithm
Kirill Neklyudov, Evgenii Egorov, Dmitry P. Vetrov
Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target distribution represented by a set of samples, implicit Metropolis-Hastings operates by learning a discriminator to estimate the density-ratio and then generating a chain of samples. Since the approximation of density ratio introduces an error on every step of the chain, it is crucial to analyze the stationary distribution of such chain. For that purpose, we present a theoretical result stating that the discriminator loss upper bounds the total variation distance between the target distribution and the stationary distribution. Finally, we validate the proposed algorithm both for independent and Markov proposals on CIFAR-10, CelebA and ImageNet datasets.
A Prior of a Googol Gaussians: a Tensor Ring Induced Prior for Generative Models
Maxim Kuznetsov, Daniil Polykovskiy, Dmitry P. Vetrov, Alex Zhebrak
Generative models produce realistic objects in many domains, including text, image, video, and audio synthesis. Most popular models--Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs)--usually employ a standard Gaussian distribution as a prior. Previous works show that the richer family of prior distributions may help to avoid the mode collapse problem in GANs and to improve the evidence lower bound in VAEs. We propose a new family of prior distributions--Tensor Ring Induced Prior (TRIP)--that packs an exponential number of Gaussians into a high-dimensional lattice with a relatively small number of parameters. We show that these priors improve Frรฉchet Inception Distance for GANs and Evidence Lower Bound for VAEs. We also study generative models with TRIP in the conditional generation setup with missing conditions. Altogether, we propose a novel plug-and-play framework for generative models that can be utilized in any GAN and VAE-like architectures.
A Simple Baseline for Bayesian Uncertainty in Deep Learning
Wesley J. Maddox, Pavel Izmailov, Timur Garipov, Dmitry P. Vetrov, Andrew Gordon Wilson
We propose SWA-Gaussian (SWAG), a simple, scalable, and general purpose approach for uncertainty representation and calibration in deep learning. Stochastic Weight Averaging (SWA), which computes the first moment of stochastic gradient descent (SGD) iterates with a modified learning rate schedule, has recently been shown to improve generalization in deep learning. With SWAG, we fit a Gaussian using the SWA solution as the first moment and a low rank plus diagonal covariance also derived from the SGD iterates, forming an approximate posterior distribution over neural network weights; we then sample from this Gaussian distribution to perform Bayesian model averaging. We empirically find that SWAG approximates the shape of the true posterior, in accordance with results describing the stationary distribution of SGD iterates. Moreover, we demonstrate that SWAG performs well on a wide variety of tasks, including out of sample detection, calibration, and transfer learning, in comparison to many popular alternatives including MC dropout, KFAC Laplace, SGLD, and temperature scaling.
The Implicit Metropolis-Hastings Algorithm
Kirill Neklyudov, Evgenii Egorov, Dmitry P. Vetrov
Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target distribution represented by a set of samples, implicit Metropolis-Hastings operates by learning a discriminator to estimate the density-ratio and then generating a chain of samples. Since the approximation of density ratio introduces an error on every step of the chain, it is crucial to analyze the stationary distribution of such chain. For that purpose, we present a theoretical result stating that the discriminator loss upper bounds the total variation distance between the target distribution and the stationary distribution. Finally, we validate the proposed algorithm both for independent and Markov proposals on CIFAR-10, CelebA and ImageNet datasets.
A Prior of a Googol Gaussians: a Tensor Ring Induced Prior for Generative Models
Maxim Kuznetsov, Daniil Polykovskiy, Dmitry P. Vetrov, Alex Zhebrak
Generative models produce realistic objects in many domains, including text, image, video, and audio synthesis. Most popular models--Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs)--usually employ a standard Gaussian distribution as a prior. Previous works show that the richer family of prior distributions may help to avoid the mode collapse problem in GANs and to improve the evidence lower bound in VAEs. We propose a new family of prior distributions--Tensor Ring Induced Prior (TRIP)--that packs an exponential number of Gaussians into a high-dimensional lattice with a relatively small number of parameters. We show that these priors improve Frรฉchet Inception Distance for GANs and Evidence Lower Bound for VAEs. We also study generative models with TRIP in the conditional generation setup with missing conditions. Altogether, we propose a novel plug-and-play framework for generative models that can be utilized in any GAN and VAE-like architectures.
A Simple Baseline for Bayesian Uncertainty in Deep Learning
Wesley J. Maddox, Pavel Izmailov, Timur Garipov, Dmitry P. Vetrov, Andrew Gordon Wilson
We propose SWA-Gaussian (SWAG), a simple, scalable, and general purpose approach for uncertainty representation and calibration in deep learning. Stochastic Weight Averaging (SWA), which computes the first moment of stochastic gradient descent (SGD) iterates with a modified learning rate schedule, has recently been shown to improve generalization in deep learning. With SWAG, we fit a Gaussian using the SWA solution as the first moment and a low rank plus diagonal covariance also derived from the SGD iterates, forming an approximate posterior distribution over neural network weights; we then sample from this Gaussian distribution to perform Bayesian model averaging. We empirically find that SWAG approximates the shape of the true posterior, in accordance with results describing the stationary distribution of SGD iterates. Moreover, we demonstrate that SWAG performs well on a wide variety of tasks, including out of sample detection, calibration, and transfer learning, in comparison to many popular alternatives including MC dropout, KFAC Laplace, SGLD, and temperature scaling.
PerforatedCNNs: Acceleration through Elimination of Redundant Convolutions
Mikhail Figurnov, Aizhan Ibraimova, Dmitry P. Vetrov, Pushmeet Kohli
We propose a novel approach to reduce the computational cost of evaluation of convolutional neural networks, a factor that has hindered their deployment in lowpower devices such as mobile phones. Inspired by the loop perforation technique from source code optimization, we speed up the bottleneck convolutional layers by skipping their evaluation in some of the spatial positions. We propose and analyze several strategies of choosing these positions. We demonstrate that perforation can accelerate modern convolutional networks such as AlexNet and VGG-16 by a factor of 2 - 4 . Additionally, we show that perforation is complementary to the recently proposed acceleration method of Zhang et al. [28].
Loss Surfaces, Mode Connectivity, and Fast Ensembling of DNNs
Timur Garipov, Pavel Izmailov, Dmitrii Podoprikhin, Dmitry P. Vetrov, Andrew G. Wilson
The loss functions of deep neural networks are complex and their geometric properties are not well understood. We show that the optima of these complex loss functions are in fact connected by simple curves over which training and test accuracy are nearly constant. We introduce a training procedure to discover these high-accuracy pathways between modes. Inspired by this new geometric insight, we also propose a new ensembling method entitled Fast Geometric Ensembling (FGE). Using FGE we can train high-performing ensembles in the time required to train a single model. We achieve improved performance compared to the recent state-of-the-art Snapshot Ensembles, on CIFAR-10, CIFAR-100, and ImageNet.
Structured Bayesian Pruning via Log-Normal Multiplicative Noise
Kirill Neklyudov, Dmitry Molchanov, Arsenii Ashukha, Dmitry P. Vetrov
Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves generalization but also leads to extremely sparse neural architectures by automatically setting the individual noise magnitude per weight. However, this sparsity can hardly be used for acceleration since it is unstructured. In the paper, we propose a new Bayesian model that takes into account the computational structure of neural networks and provides structured sparsity, e.g.