transition operator
Variational Walkback: Learning a Transition Operator as a Stochastic Recurrent Net
We propose a novel method to {\it directly} learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model whose stationary distribution obeys detailed balance with respect to a parameterized energy function. The energy function is then modified so the model and data distributions match, with no guarantee on the number of steps required for the Markov chain to converge. Moreover, the detailed balance condition is highly restrictive: energy based models corresponding to neural networks must have symmetric weights, unlike biological neural circuits. In contrast, we develop a method for directly learning arbitrarily parameterized transition operators capable of expressing non-equilibrium stationary distributions that violate detailed balance, thereby enabling us to learn more biologically plausible asymmetric neural networks and more general non-energy based dynamical systems. The proposed training objective, which we derive via principled variational methods, encourages the transition operator to walk back (prefer to revert its steps) in multi-step trajectories that start at data-points, as quickly as possible back to the original data points. We present a series of experimental results illustrating the soundness of the proposed approach, Variational Walkback (VW), on the MNIST, CIFAR-10, SVHN and CelebA datasets, demonstrating superior samples compared to earlier attempts to learn a transition operator. We also show that although each rapid training trajectory is limited to a finite but variable number of steps, our transition operator continues to generate good samples well past the length of such trajectories, thereby demonstrating the match of its non-equilibrium stationary distribution to the data distribution.
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- Instructional Material (0.67)
- Research Report (0.46)
Variational Walkback: Learning a Transition Operator as a Stochastic Recurrent Net
We propose a novel method to {\it directly} learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model whose stationary distribution obeys detailed balance with respect to a parameterized energy function. The energy function is then modified so the model and data distributions match, with no guarantee on the number of steps required for the Markov chain to converge. Moreover, the detailed balance condition is highly restrictive: energy based models corresponding to neural networks must have symmetric weights, unlike biological neural circuits. In contrast, we develop a method for directly learning arbitrarily parameterized transition operators capable of expressing non-equilibrium stationary distributions that violate detailed balance, thereby enabling us to learn more biologically plausible asymmetric neural networks and more general non-energy based dynamical systems. The proposed training objective, which we derive via principled variational methods, encourages the transition operator to walk back (prefer to revert its steps) in multi-step trajectories that start at data-points, as quickly as possible back to the original data points. We present a series of experimental results illustrating the soundness of the proposed approach, Variational Walkback (VW), on the MNIST, CIFAR-10, SVHN and CelebA datasets, demonstrating superior samples compared to earlier attempts to learn a transition operator. We also show that although each rapid training trajectory is limited to a finite but variable number of steps, our transition operator continues to generate good samples well past the length of such trajectories, thereby demonstrating the match of its non-equilibrium stationary distribution to the data distribution.
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- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks > Deep Learning (1.00)
- Information Technology > Artificial Intelligence > Representation & Reasoning > Uncertainty (0.69)
- Information Technology > Artificial Intelligence > Machine Learning > Learning Graphical Models > Directed Networks > Bayesian Learning (0.47)
Compensating Distribution Drifts in Class-incremental Learning of Pre-trained Vision Transformers
Rao, Xuan, Xu, Simian, Li, Zheng, Zhao, Bo, Liu, Derong, Ha, Mingming, Alippi, Cesare
Recent advances have shown that sequential fine-tuning (SeqFT) of pre-trained vision transformers (ViTs), followed by classifier refinement using approximate distributions of class features, can be an effective strategy for class-incremental learning (CIL). However, this approach is susceptible to distribution drift, caused by the sequential optimization of shared backbone parameters. This results in a mismatch between the distributions of the previously learned classes and that of the updater model, ultimately degrading the effectiveness of classifier performance over time. To address this issue, we introduce a latent space transition operator and propose Sequential Learning with Drift Compensation (SLDC). SLDC aims to align feature distributions across tasks to mitigate the impact of drift. First, we present a linear variant of SLDC, which learns a linear operator by solving a regularized least-squares problem that maps features before and after fine-tuning. Next, we extend this with a weakly nonlinear SLDC variant, which assumes that the ideal transition operator lies between purely linear and fully nonlinear transformations. This is implemented using learnable, weakly nonlinear mappings that balance flexibility and generalization. To further reduce representation drift, we apply knowledge distillation (KD) in both algorithmic variants. Extensive experiments on standard CIL benchmarks demonstrate that SLDC significantly improves the performance of SeqFT. Notably, by combining KD to address representation drift with SLDC to compensate distribution drift, SeqFT achieves performance comparable to joint training across all evaluated datasets. Code: https://github.com/raoxuan98-hash/sldc.git.
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- Instructional Material (0.67)
- Research Report (0.46)
Reviews: GibbsNet: Iterative Adversarial Inference for Deep Graphical Models
This paper presents GibbsNet, a deep generative model formulated as transition operators. The transition operators are learned in an adversarial way, similar to that of the adversarially learned inference (ALI). However instead of using a fixed prior p(z), GibbsNet does not require the specification of a particular prior, but rather learn a prior implicitly. Training is done by unrolling the sampling process multiple times and doing adversarial learning to match the sampling distribution to the one clamped from data and doing posterior only once. When unrolling for only one step GibbsNet becomes equivalent to ALI.
GibbsNet: Iterative Adversarial Inference for Deep Graphical Models
Alex M. Lamb, Devon Hjelm, Yaroslav Ganin, Joseph Paul Cohen, Aaron C. Courville, Yoshua Bengio
Directed latent variable models that formulate the joint distribution as p(x, z) = p(z)p(x | z) have the advantage of fast and exact sampling. However, these models have the weakness of needing to specify p(z), often with a simple fixed prior that limits the expressiveness of the model. Undirected latent variable models discard the requirement that p(z) be specified with a prior, yet sampling from them generally requires an iterative procedure such as blocked Gibbs-sampling that may require many steps to draw samples from the joint distribution p(x, z). We propose a novel approach to learning the joint distribution between the data and a latent code which uses an adversarially learned iterative procedure to gradually refine the joint distribution, p(x, z), to better match with the data distribution on each step. GibbsNet is the best of both worlds both in theory and in practice. Achieving the speed and simplicity of a directed latent variable model, it is guaranteed (assuming the adversarial game reaches the virtual training criteria global minimum) to produce samples from p(x, z) with only a few sampling iterations. Achieving the expressiveness and flexibility of an undirected latent variable model, GibbsNet does away with the need for an explicit p(z) and has the ability to do attribute prediction, class-conditional generation, and joint image-attribute modeling in a single model which is not trained for any of these specific tasks. We show empirically that GibbsNet is able to learn a more complex p(z) and show that this leads to improved inpainting and iterative refinement of p(x, z) for dozens of steps and stable generation without collapse for thousands of steps, despite being trained on only a few steps.