End-to-end Sinkhorn Autoencoder with Noise Generator

In this work, we propose a novel end-to-end sinkhorn autoencoder with noise generator for efficient data collection simulation. Simulating processes that aim at collecting experimental data is crucial for multiple real-life applications, including nuclear medicine, astronomy and high energy physics. Contemporary methods, such as Monte Carlo algorithms, provide high-fidelity results at a price of high computational cost. Multiple attempts are taken to reduce this burden, e.g. using generative approaches based on Generative Adversarial Networks or Variational Autoencoders. Although such methods are much faster, they are often unstable in training and do not allow sampling from an entire data distribution. To address these shortcomings, we introduce a novel method dubbed end-to-end Sinkhorn Autoencoder, that leverages sinkhorn algorithm to explicitly align distribution of encoded real data examples and generated noise. More precisely, we extend autoencoder architecture by adding a deterministic neural network trained to map noise from a known distribution onto autoencoder latent space representing data distribution. We optimise the entire model jointly. Our method outperforms competing approaches on a challenging dataset of simulation data from Zero Degree Calorimeters of ALICE experiment in LHC. as well as standard benchmarks, such as MNIST and CelebA

Wasserstein Variational Inference

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and the Wasserstein distance as special cases. The gradients of the Wasserstein variational loss are obtained by backpropagating through the Sinkhorn iterations. This technique results in a very stable likelihood-free training method that can be used with implicit distributions and probabilistic programs. Using the Wasserstein variational inference framework, we introduce several new forms of autoencoders and test their robustness and performance against existing variational autoencoding techniques.Comment: 8 pages, 1 figur

Learning Generative Models with Sinkhorn Divergences

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the estimation of generative models for high-dimensional observations such as those arising in computer vision or natural language. It is known that optimal transport metrics can represent a cure for this problem, since they were specifically designed as an alternative to information divergences to handle such problematic scenarios. Unfortunately, training generative machines using OT raises formidable computational and statistical challenges, because of (i) the computational burden of evaluating OT losses, (ii) the instability and lack of smoothness of these losses, (iii) the difficulty to estimate robustly these losses and their gradients in high dimension. This paper presents the first tractable computational method to train large scale generative models using an optimal transport loss, and tackles these three issues by relying on two key ideas: (a) entropic smoothing, which turns the original OT loss into one that can be computed using Sinkhorn fixed point iterations; (b) algorithmic (automatic) differentiation of these iterations. These two approximations result in a robust and differentiable approximation of the OT loss with streamlined GPU execution. Entropic smoothing generates a family of losses interpolating between Wasserstein (OT) and Maximum Mean Discrepancy (MMD), thus allowing to find a sweet spot leveraging the geometry of OT and the favorable high-dimensional sample complexity of MMD which comes with unbiased gradient estimates. The resulting computational architecture complements nicely standard deep network generative models by a stack of extra layers implementing the loss function

Investigating and Improving Latent Density Segmentation Models for Aleatoric Uncertainty Quantification in Medical Imaging

Data uncertainties, such as sensor noise or occlusions, can introduce irreducible ambiguities in images, which result in varying, yet plausible, semantic hypotheses. In Machine Learning, this ambiguity is commonly referred to as aleatoric uncertainty. Latent density models can be utilized to address this problem in image segmentation. The most popular approach is the Probabilistic U-Net (PU-Net), which uses latent Normal densities to optimize the conditional data log-likelihood Evidence Lower Bound. In this work, we demonstrate that the PU- Net latent space is severely inhomogenous. As a result, the effectiveness of gradient descent is inhibited and the model becomes extremely sensitive to the localization of the latent space samples, resulting in defective predictions. To address this, we present the Sinkhorn PU-Net (SPU-Net), which uses the Sinkhorn Divergence to promote homogeneity across all latent dimensions, effectively improving gradient-descent updates and model robustness. Our results show that by applying this on public datasets of various clinical segmentation problems, the SPU-Net receives up to 11% performance gains compared against preceding latent variable models for probabilistic segmentation on the Hungarian-Matched metric. The results indicate that by encouraging a homogeneous latent space, one can significantly improve latent density modeling for medical image segmentation.Comment: 12 pages incl. references, 11 figure

Learning Combinatorial Embedding Networks for Deep Graph Matching

Graph matching refers to finding node correspondence between graphs, such that the corresponding node and edge's affinity can be maximized. In addition with its NP-completeness nature, another important challenge is effective modeling of the node-wise and structure-wise affinity across graphs and the resulting objective, to guide the matching procedure effectively finding the true matching against noises. To this end, this paper devises an end-to-end differentiable deep network pipeline to learn the affinity for graph matching. It involves a supervised permutation loss regarding with node correspondence to capture the combinatorial nature for graph matching. Meanwhile deep graph embedding models are adopted to parameterize both intra-graph and cross-graph affinity functions, instead of the traditional shallow and simple parametric forms e.g. a Gaussian kernel. The embedding can also effectively capture the higher-order structure beyond second-order edges. The permutation loss model is agnostic to the number of nodes, and the embedding model is shared among nodes such that the network allows for varying numbers of nodes in graphs for training and inference. Moreover, our network is class-agnostic with some generalization capability across different categories. All these features are welcomed for real-world applications. Experiments show its superiority against state-of-the-art graph matching learning methods.Comment: ICCV2019 oral. Code available at https://github.com/Thinklab-SJTU/PCA-G