Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

This paper proposes a stochastic variant of a classic algorithm--the cubicregularized Newton method [Nesterov and Polyak, 2006].

We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the "reparameterization trick." At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution.

Parameterizing the approximate posterior of a generative model with neural networks has become a common theme in recent machine learning research. While providing appealing flexibility, this approach makes it difficult to impose or assess structural constraints such as conditional independence. We propose a framework for learning representations that relies on auto-encoding variational Bayes, in which the search space is constrained via kernel-based measures of independence. In particular, our method employs the d-variable Hilbert-Schmidt Independence Criterion (dHSIC) to enforce independence between the latent representations and arbitrary nuisance factors. We show how this method can be applied to a range of problems, including problems that involve learning invariant and conditionally independent representations. We also present a full-fledged application to singlecell RNA sequencing (scRNA-seq). In this setting the biological signal is mixed in complex ways with sequencing errors and sampling effects. We show that our method outperforms the state-of-the-art approach in this domain.

We introduce TrustVI, a fast second-order algorithm for black-box variational inference based on trust-region optimization and the "reparameterization trick." At each iteration, TrustVI proposes and assesses a step based on minibatches of draws from the variational distribution.