The Information Autoencoding Family: A Lagrangian Perspective on Latent Variable Generative Models

A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information between latent and visible variables, subject to the constraints of accurately modeling the data distribution and performing correct amortized inference. By choosing to maximize or minimize mutual information, and choosing different Lagrange multipliers, we obtain different objectives including InfoGAN, ALI/BiGAN, ALICE, CycleGAN, beta-VAE, adversarial autoencoders, AVB, AS-VAE and InfoVAE. Based on this observation, we provide an exhaustive characterization of the statistical and computational trade-offs made by all the training objectives in this class of Lagrangian duals. Next, we propose a dual optimization method where we optimize model parameters as well as the Lagrange multipliers. This method achieves Pareto optimal solutions in terms of optimizing information and satisfying the constraints

Semantic Compression of Episodic Memories

Storing knowledge of an agent's environment in the form of a probabilistic generative model has been established as a crucial ingredient in a multitude of cognitive tasks. Perception has been formalised as probabilistic inference over the state of latent variables, whereas in decision making the model of the environment is used to predict likely consequences of actions. Such generative models have earlier been proposed to underlie semantic memory but it remained unclear if this model also underlies the efficient storage of experiences in episodic memory. We formalise the compression of episodes in the normative framework of information theory and argue that semantic memory provides the distortion function for compression of experiences. Recent advances and insights from machine learning allow us to approximate semantic compression in naturalistic domains and contrast the resulting deviations in compressed episodes with memory errors observed in the experimental literature on human memory.Comment: CogSci201

Online Forecasting Matrix Factorization

In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In addition, when missing values are present, low rank matrix factorization approaches are suitable for predicting future values. This paper formally defines and analyzes the forecasting problem in the online setting, i.e. where the data arrives as a stream and only a single pass is allowed. We present and analyze novel matrix factorization techniques which can learn low-dimensional embeddings effectively in an online manner. Based on these embeddings a recursive minimum mean square error estimator is derived, which learns an autoregressive model on them. Experiments with two real datasets with tens of millions of measurements show the benefits of the proposed approach

DAG-GNN: DAG Structure Learning with Graph Neural Networks

Learning a faithful directed acyclic graph (DAG) from samples of a joint distribution is a challenging combinatorial problem, owing to the intractable search space superexponential in the number of graph nodes. A recent breakthrough formulates the problem as a continuous optimization with a structural constraint that ensures acyclicity (Zheng et al., 2018). The authors apply the approach to the linear structural equation model (SEM) and the least-squares loss function that are statistically well justified but nevertheless limited. Motivated by the widespread success of deep learning that is capable of capturing complex nonlinear mappings, in this work we propose a deep generative model and apply a variant of the structural constraint to learn the DAG. At the heart of the generative model is a variational autoencoder parameterized by a novel graph neural network architecture, which we coin DAG-GNN. In addition to the richer capacity, an advantage of the proposed model is that it naturally handles discrete variables as well as vector-valued ones. We demonstrate that on synthetic data sets, the proposed method learns more accurate graphs for nonlinearly generated samples; and on benchmark data sets with discrete variables, the learned graphs are reasonably close to the global optima. The code is available at \url{https://github.com/fishmoon1234/DAG-GNN}.Comment: ICML2019. Code is available at https://github.com/fishmoon1234/DAG-GN

Neural Joint Source-Channel Coding

For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall short in the finite bit-length regime, as it requires non-trivial tuning of hand-crafted codes and assumes infinite computational power for decoding. In this work, we propose to jointly learn the encoding and decoding processes using a new discrete variational autoencoder model. By adding noise into the latent codes to simulate the channel during training, we learn to both compress and error-correct given a fixed bit-length and computational budget. We obtain codes that are not only competitive against several separation schemes, but also learn useful robust representations of the data for downstream tasks such as classification. Finally, inference amortization yields an extremely fast neural decoder, almost an order of magnitude faster compared to standard decoding methods based on iterative belief propagation

Monge-Amp\`ere Flow for Generative Modeling

We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory. The generative map from the latent space to the data space follows a dynamical system, where a learnable potential function guides a compressible fluid to flow towards the target density distribution. Training of the model amounts to solving an optimal control problem. The Monge-Amp\`ere flow has tractable likelihoods and supports efficient sampling and inference. One can easily impose symmetry constraints in the generative model by designing suitable scalar potential functions. We apply the approach to unsupervised density estimation of the MNIST dataset and variational calculation of the two-dimensional Ising model at the critical point. This approach brings insights and techniques from Monge-Amp\`ere equation, optimal transport, and fluid dynamics into reversible flow-based generative models

Variational Information Bottleneck on Vector Quantized Autoencoders

In this paper, we provide an information-theoretic interpretation of the Vector Quantized-Variational Autoencoder (VQ-VAE). We show that the loss function of the original VQ-VAE can be derived from the variational deterministic information bottleneck (VDIB) principle. On the other hand, the VQ-VAE trained by the Expectation Maximization (EM) algorithm can be viewed as an approximation to the variational information bottleneck(VIB) principle

Deep Component Analysis via Alternating Direction Neural Networks

Despite a lack of theoretical understanding, deep neural networks have achieved unparalleled performance in a wide range of applications. On the other hand, shallow representation learning with component analysis is associated with rich intuition and theory, but smaller capacity often limits its usefulness. To bridge this gap, we introduce Deep Component Analysis (DeepCA), an expressive multilayer model formulation that enforces hierarchical structure through constraints on latent variables in each layer. For inference, we propose a differentiable optimization algorithm implemented using recurrent Alternating Direction Neural Networks (ADNNs) that enable parameter learning using standard backpropagation. By interpreting feed-forward networks as single-iteration approximations of inference in our model, we provide both a novel theoretical perspective for understanding them and a practical technique for constraining predictions with prior knowledge. Experimentally, we demonstrate performance improvements on a variety of tasks, including single-image depth prediction with sparse output constraints

Discriminative Nonlinear Analysis Operator Learning: When Cosparse Model Meets Image Classification

Linear synthesis model based dictionary learning framework has achieved remarkable performances in image classification in the last decade. Behaved as a generative feature model, it however suffers from some intrinsic deficiencies. In this paper, we propose a novel parametric nonlinear analysis cosparse model (NACM) with which a unique feature vector will be much more efficiently extracted. Additionally, we derive a deep insight to demonstrate that NACM is capable of simultaneously learning the task adapted feature transformation and regularization to encode our preferences, domain prior knowledge and task oriented supervised information into the features. The proposed NACM is devoted to the classification task as a discriminative feature model and yield a novel discriminative nonlinear analysis operator learning framework (DNAOL). The theoretical analysis and experimental performances clearly demonstrate that DNAOL will not only achieve the better or at least competitive classification accuracies than the state-of-the-art algorithms but it can also dramatically reduce the time complexities in both training and testing phases.Comment: IEEE TIP Accepte

Exact Rate-Distortion in Autoencoders via Echo Noise

Compression is at the heart of effective representation learning. However, lossy compression is typically achieved through simple parametric models like Gaussian noise to preserve analytic tractability, and the limitations this imposes on learning are largely unexplored. Further, the Gaussian prior assumptions in models such as variational autoencoders (VAEs) provide only an upper bound on the compression rate in general. We introduce a new noise channel, \emph{Echo noise}, that admits a simple, exact expression for mutual information for arbitrary input distributions. The noise is constructed in a data-driven fashion that does not require restrictive distributional assumptions. With its complex encoding mechanism and exact rate regularization, Echo leads to improved bounds on log-likelihood and dominates $\beta$-VAEs across the achievable range of rate-distortion trade-offs. Further, we show that Echo noise can outperform flow-based methods without the need to train additional distributional transformations.Comment: NeurIPS 2019; updated Gaussian baseline results, added disentanglemen