---
title: Iclr2016 vaeまとめ
tags:  #deep learning  
author: [Deep Learning JP](https://convert.docswell.com/user/DeepLearning2023)
site: [Docswell](https://www.docswell.com/)
thumbnail: https://bcdn.docswell.com/page/Y765P1N9EV.jpg?width=480
description: 2016/9/16 Deep Learning JP: http://deeplearning.jp/workshop
published: September 20, 16
canonical: https://convert.docswell.com/s/DeepLearning2023/K8GRG7-iclr2016-vae
---
# Page. 1

![Page Image](https://bcdn.docswell.com/page/Y765P1N9EV.jpg)

ICLR2016 VAEまとめ
鈴⽊雅⼤


# Page. 2

![Page Image](https://bcdn.docswell.com/page/G75YK45D74.jpg)

今回の発表について
¤ 今⽇の内容
¤ ICLRで発表されたVAE関連を中⼼に発表します．
¤ ICLR 2016
¤ 2016年5⽉2⽇~4⽇
¤ プエルトリコ，サンフアン
¤ 発表数：
¤ 会議トラック：80
¤ ワークショップ：55


# Page. 3

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ICLR2016のトレンド
http://www.computervisionblog.com
Unsupervised Learning
Backprop Tricks
Deep Metric Learning
Computer Vision Applications
Reinforcement Learning
Incorporating Structure
Attention
Training-Free Methods
Geometric Methods
Incorporating Structure
Gaussian Processes and Auto Encoders
Visualizing Networks
Initializing Networks
Compressing Networks
Do Deep Convolutional Nets Really Need to be Deep?
ResNet


# Page. 4

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ICLRにおけるVAE論⽂
¤ ICLRに採録されたVAE（もしくはVAEに関連する）論⽂は5本
¤ Importance Weighted Autoencoders
¤ The Variational Fair Autoencoder
¤ Generating Images from Captions with Attention
¤ Variational Gaussian Process
¤ Variationally Auto-Encoded Deep Gaussian Processes
¤ VAEを基礎から説明しつつ，これらの論⽂の説明をします．


# Page. 5

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識別モデルと⽣成モデル
⽣成モデル
識別モデル（識別関数）
𝑝 𝐶# 𝑥
分類確率（事後確率）をモデル化
𝑝 𝐶# 𝑥 =
𝑝(𝑥, 𝐶# )
𝑝(𝑥)
データの分布（同時分布）をモデル化
¤ データを分けることのみに興味があるのが識別モデル
¤ 深層NNやSVMなどは識別モデル（正確には識別関数）
¤ データの⽣成源も考えるのが⽣成モデル


# Page. 6

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変分推論とVAE


# Page. 7

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452
9. MIXTURE MODELS AND EM
背景知識：変分推論
Figure 9.12
Illustration of the E step of KL(q||p) = 0
the EM algorithm. The q
distribution is set equal to
the posterior distribution for
the current parameter values θ old , causing the lower
bound to move up to the
same value as the log likelihood function, with the KL
L(q, θ old )
divergence vanishing.
¤ ⽣成モデルの学習＝データから分布𝑝(𝑥)をモデル化したい
shown in Figure 9.13. If we substitute q(Z) = p(Z|X, θ
➡尤度𝑝(𝑥)を最⼤化することで求められる．
after the E step, the lower bound takes the form
L(q, θ) =
!
Z
p(Z|X, θ old ) ln p(X, Z|θ) −
= Q(θ, θ old ) + const
!
ln p(X|θ old )
old
) into (9.71), we see that,
p(Z|X, θ old ) ln p(Z|X, θold )
Z
(9.74)
where the constant is simply the negative entropy of the q distribution and is there¤ 𝑝 𝑥 = ∫ 𝑝 𝑥, 𝑧 𝑑𝑧 のように潜在変数𝑧もモデル化した場合・・・
fore independent of θ. Thus in the M step, the quantity that is being maximized is the
expectation of the complete-data log likelihood, as we saw earlier in the case of mix-
¤ そのまま最⼤化できない．
tures of Gaussians. Note that the variable θ over which we are optimizing appears
only inside the logarithm. If the joint distribution p(Z, X|θ) comprises a member of
the exponential family, or a product of such members, then we see that the logarithm
will cancel the exponential and lead to an M step that will be typically much simpler
than the maximization of the corresponding incomplete-data log likelihood function
p(X|θ).
The operation of the EM algorithm can also be viewed in the space of parameters, as illustrated schematically in Figure 9.14. Here the red curve depicts the (in-
¤ よって，代わりに対数尤度を常に下から抑える下界を最⼤化する．
¤ 𝑝 𝑧|𝑥 を近似する分布𝑞(𝑧|𝑥)を考える．
Figure 9.13
Illustration of the M step of the EM
algorithm.
The distribution q(Z) KL(q||p)
is held fixed and the lower bound
L(q, θ) is maximized with respect
to the parameter vector θ to give
a revised value θ new . Because the
KL divergence is nonnegative, this
causes the log likelihood ln p(X|θ)
to increase by at least as much as
the lower bound does.
¤ このとき，対数尤度は次のように分解できる．
log 𝑝 𝑥 = 𝐿 𝑥 + 𝐾𝐿(𝑞(𝑧|𝑥)||𝑝(𝑧|𝑥))
下界
L(q, θ new )
真の分布と近似分布の差
必ず0以上になる
ln p(X|θ new )


# Page. 8

![Page Image](https://bcdn.docswell.com/page/LELZGDZ2JR.jpg)

Variational Autioencoder
¤ Variational Autoencoder [Kingma+ 13][Rezende+ 14]
¤ 確率分布を多層ニューラルネットワークで表現した⽣成モデル
¤ 単純のため，潜在変数は𝑧のみとする
𝑧
近似分布
＝エンコーダーと考える
𝑧~𝑝(𝑧)
𝑥~𝑝(𝑥|𝑧)
𝑞(𝑧|𝑥)
デコーダーと考える
𝑥
¤ 最⼤化する下界は
𝐿 𝐱 = 𝐸89
@
𝑝; 𝐱, 𝐳 (𝒕)
𝑝; 𝐱, 𝐳
1
𝐳 𝐱 log 𝑞 𝐳 𝐱 = 𝑇 ? log
𝑞&lt; 𝐳 (𝒕) 𝐱
&lt;
reparameterization
trick
ABC
ただし，𝐳 (𝒕) = 𝝁 + diag 𝝈 ⨀𝜺, 𝜺~𝑵(𝟎, I)


# Page. 9

![Page Image](https://bcdn.docswell.com/page/4JMVQPV9JW.jpg)

(l)
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settings.
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ost significant difference from the estimator of VAE’s lower bound (Eq. (3)) is that there are
(l)
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gative reconstruction terms in Eq. (8). These terms are correspondent
Same
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and
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ering the encoder
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log σ 2φ w)
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sampling
φ AUTOENCODERS
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2
・・・
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log
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e input layers,
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・・・
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epresentation ofThe
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θ ),Gaussian
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w
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# Page. 10

![Page Image](https://bcdn.docswell.com/page/PJR28129E9.jpg)

良いモデルを学習するには？
¤ 最⼤化しているのは下界だが，本当は（対数）尤度を最⼤化したい
¤ 下界が対数尤度をうまく近似できればよい
¤ これは近似分布がどれだけ近似できるか次第
𝐿 𝑥 = log 𝑝 𝑥 − 𝐾𝐿(𝑞(𝑧|𝑥)||𝑝(𝑧|𝑥))
近似分布が真の事後分布を近似できれば
KL距離は０になる＝下界と対数尤度が等しくなる
¤ しかし実際には，近似分布はVAEの下界によって制約を受けてしまう．
¤ 事後サンプルが少しでも𝑥を説明できないと，⼤きな制約となる．
¤ 解決策：
¤ より対数尤度を近似するような新たな下界を考える


# Page. 11

![Page Image](https://bcdn.docswell.com/page/PEXD8YD37X.jpg)

Importance Weighted AE
¤ Importance Weighted Autoencoders [Bruda+ 15; ICLR 2016]
¤ 次のような新たな下界を提案
¤ サンプル数kによる重要度重み推定量
𝐿# 𝑥 = 𝐸RS ,…,RU ~89
X
𝑝; 𝐱, 𝐳 (𝐤)
1
𝑧 𝑥 log 𝑘 ?
𝑞&lt; 𝐳 (𝐤) 𝐱
#BC
¤ この下界は，次の関係が証明されている
log 𝑝 𝑥 ≥ 𝐿#ZC 𝑥 ≥ 𝐿# 𝑥 ≥ 𝐿C 𝑥 = 𝐿 𝑥
¤ サンプル数を増やすだけで，制約が緩和され，真の下界に近づく．


# Page. 12

![Page Image](https://bcdn.docswell.com/page/3EKXK3XN7D.jpg)

IWAE : 実験結果
¤ テスト尤度が向上していることが確認できる
Under review as a conference paper at ICLR 2016
MNIST
OMNIGLOT
k
VAE
active
NLL
units
IWAE
active
NLL
units
1
1
5
50
86.76
86.47
86.35
19
20
20
86.76
85.54
84.78
19
22
25
108.11
107.62
107.80
28
28
28
108.11
106.12
104.67
28
34
41
2
1
5
50
85.33
85.01
84.78
16+5
17+5
17+5
85.33
83.89
82.90
16+5
21+5
26+7
107.58
106.31
106.30
28+4
30+5
30+5
107.56
104.79
103.38
30+5
38+6
44+7
# stoch.
layers
VAE
active
NLL
units
IWAE
active
NLL
units
Table 1: Results on density estimation and the number of active latent dimensions. For models with two latent
layers, “k1 +k2 ” denotes k1 active units in the first layer and k2 in the second layer. The generative performance
of IWAEs improved with increasing k, while that of VAEs benefitted only slightly. Two-layer models achieved
better generative performance than one-layer models.
The log-likelihood results are reported in Table 1. Our VAE results are comparable to those previously reported in the literature. We observe that training a VAE with k &gt; 1 helped only slightly. By
contrast, using multiple samples improved the IWAE results considerably on both datasets. Note that


# Page. 13

![Page Image](https://bcdn.docswell.com/page/L735ZG5ZE5.jpg)

条件付きVAEと半教師あり学習


# Page. 14

![Page Image](https://bcdn.docswell.com/page/87DDR1D47G.jpg)

VAEによる半教師あり学習
¤ Semi-Supervised Learning with Deep Generative Models
[Kingma+ 2014 ; NIPS 2014]
¤ 条件付きVAE（CVAE）による半教師あり学習
ラベル
𝑦
𝑧
𝑥
]
𝐱,𝐳|𝐲
¤ 条件付きVAEの下界は 𝐿 𝐱|𝒚 = 𝐸89 𝐳 𝐱, 𝐲 log ^
89 𝐳 𝐱, 𝐲
¤ よって，下界は
𝐿 𝐱 + 𝐿 𝐱|𝐲 + 𝛼𝔼[−log𝑞&lt; 𝐲 𝐱 ]
¤ 最後の項はラベル予測するモデル


# Page. 15

![Page Image](https://bcdn.docswell.com/page/VJPXWQXV78.jpg)

CVAE半教師あり学習の問題点
¤ ラベルと潜在変数はモデル上独⽴になっている
¤ しかし，近似分布が𝑞&lt; 𝐳 𝐱, 𝐲 となっているため，𝐲と𝐳に依存関係が⽣じ
てしまう
𝑦
𝑧
𝑥
¤ データの情報を保持しながら，ラベルとは独⽴な潜在変数を獲得したい．
¤ 𝐲をドメインと考えれば，ドメインを除去した表現が獲得できるはず．


# Page. 16

![Page Image](https://bcdn.docswell.com/page/2EVL85LRJQ.jpg)

et al., 2006):
(7)
N0 X
N0
N1 X
N1
N0 X
N1
X
X
X
1
1
2
0
0
0
0
kx x0 k2
`MMD (X, X0 ) for
= a2 universal
k(xkernel
,
x
)
+
k(x
,
x
)
k(x
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x
).
Asymptotically,
such
as
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Gaussian
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k(x,
x
)
=
e
,
n
m
n
n
m
m
N0 n=1 m=1
N12 n=1 m=1
N0 N1 n=1 m=1
0
`MMD (X, X ) is 0 if and only if P0 = P1 . Equivalently, minimizing MMD can be viewed as
(7)
matching all of the moments of P and P . Therefore, we can use it as an extra “regularizer”
and
Variational Fair Autoencoder
0
1
forceAsymptotically,
the model to for
try atouniversal
match the
moments
the marginal
posterior
of our
kx x0 k2
kernel
such asbetween
the Gaussian
kernel k(x,
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,
latent`MMD
variables,
= if0)Pand
q (z |s = 1) (in the case of binary nuisance information
1 |sonly
(X, X0 )i.e.,
is 0qif (z
and
0 = P1 . 1Equivalently, minimizing MMD can be viewed as
1
matching
of the
moments
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Therefore,
we of
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it as an extra “regularizer”
and
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addingallthe
MMD
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we
0 andthe
force
the
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try Fair
to match
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between
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posterior
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our
proposed
theAutoencoder
“Variational
Autoencoder”
¤obtain
The
Variational
[Louizos+
15;
ICLR
2016]of our
latent variables, i.e., q (z1 |s = 0) and q (z1 |s = 1) (in the case of binary nuisance information
1 ( , ✓; x , x , s , s , y ) = F
F¤
( , ✓;
xn , x
, snaforementioned
, sm , yn ) VAE
`MMD
(Z1 s=0 ,we
Z1 s=1 ) (8)
s𝑥と𝑠（sensitive変数．前ページでいうラベル）を独⽴にするために，次の
). By adding
penalty
lower
bound
ofmour
architecture
VFAE
n the
m MMD
n m
n into the
VAE
obtain
our proposed
model,discrepancy（MMD）を⼩さくするようにする．
the “Variational Fair Autoencoder” (VFAE):
maximum
mean
where:
FVFAE ( , ✓; xn , xm , sn , sm , yn ) = FVAE ( , ✓; xn , xm , sn , sm , yn )
`MMD (Z1 s=0 , Z1 s=1 ) = k Ep̃(x|s=0) [Eq(z1 |x,s=0) [ (z1 )]]
where:
2.4
`MMD (Z1 s=0 , Z1 s=1 ) (8)
Ep̃(x|s=1) [Eq(z1 |x,s=1) [ (z1 )]]k2 (9)
2
`FMMD
(Z
,
Z
)
=
k
E
[E
[
(z
)]]
E
[E
[
(z
)]]k
(9)
1
1
1
1
p̃(x|s=0)
q(z
|x,s=0)
p̃(x|s=1)
q(z
|x,s=1)
s=0
s=1
1
1
AST MMD VIA R ANDOM F OURIER F EATURES
¤ s=0とs=1のときの潜在変数の差がなくなるようにする．
2.4
FAST MMD VIAof
R ANDOM
F OURIER
F EATURES
¤implementation
これをVAEの下界に追加する．
A naive
MMD in
minibatch
stochastic gradient descent would require computing
the MA⇥M
matrix for
each minibatch
training,
is therequire
minibatch
size. Instead,
naive Gram
implementation
of MMD
in minibatchduring
stochastic
gradientwhere
descentMwould
computing
we can
random
Recht,
2009)
to compute
a featuresize.
expansion
theuse
M ⇥M
Gramkitchen
matrix forsinks
each (Rahimi
minibatch &amp;
during
training,
where
M is the minibatch
Instead, such that
¤ we
MMDは通常カーネルの計算に持っていく．
computing
estimator
(6) sinks
approximates
the full2009)
MMD
(7). Toa compute
this, we
draw
can the
use random
kitchen
(Rahimi &amp; Recht,
to compute
feature expansion
such
that a random
the
estimator
the full MMD
To is
compute
this, weof
draw
a random
K ⇥ computing
D
matrix
W,
where (6)
K approximates
is the dimensionality
of (7).
x, D
the number
random
features and
¤
しかし，SGDで⾼次元のグラム⾏列を計算するのは⼤変なので，写像
⇥ Dofmatrix
wherefrom
K is athe
dimensionality
of x,Gaussian.
D is the number
of random
features is
andthen given
each K
entry
W isW,
drawn
standard
isotropic
The feature
expansion
を次の形で求める
of W is drawn from a standard isotropic Gaussian. The feature expansion is then given
as: each entry
as:
r
✓r
◆
r 2 ✓r
◆
2
(x) = 2 coscos 2 xWxW
(10)
W
+ b +. b .
(10)
W (x) =
D
D
a D-dimensionaluniform
uniform random
withwith
entries
in [0, in
2⇡].[0,Zhao
Meng &amp;
(2015)
wherewhere
b isba isD-dimensional
randomvector
vector
entries
2⇡].&amp;Zhao
Meng (2015)
successfully
appliedthe
the idea
idea of
kitchen
sinkssinks
to approximate
MMD. This
esti- This estihave have
successfully
applied
of using
usingrandom
random
kitchen
to approximate
MMD.
is fairly
accurate,and
andisis typically
typically much
faster
thanthan
the full
penalty.penalty.
We use D
500 D = 500
matormator
is fairly
accurate,
much
faster
theMMD
full MMD
We= use
in our experiments.


# Page. 17

![Page Image](https://bcdn.docswell.com/page/57GX56X6EL.jpg)

実験：公平性の検証
Under review as a conference paper at ICLR 2016
¤ zからsの情報がなくなっているかどうかを検証
¤ zからsを分類したときの正解率で評価
(a) Adult dataset
(b) German dataset
(c) Health dataset
Figure 3: Fair classification results. Columns correspond to each evaluation scenario (in order):
Random/RF/LR accuracy on s, Discrimination/Discrimination prob. against s and Random/Model


# Page. 18

![Page Image](https://bcdn.docswell.com/page/4EQ8Z482JP.jpg)

Under review as a conference paper at ICLR 2016
実験：ドメイン適応の検証
2 L EARNING I NVARIANT R EPRESENTATIONS
Under review as a conference paper at ICLR 2016
¤ 異なるドメイン間でのドメイン適応
y
¤ 半教師あり学習で実験（⽬標ドメインのラベルがない）．
¤ the Amazon reviews dataset
z network based state of the art method for domain
is concerned, we compared against asrecent neural
Domain Adversarial Neural Network (DANN) (Ganin et al., 2015). As we can observe
¤adaptation,
𝑦はセンチメント（positiveかnegative）
in table 1, our accuracy on the labels y is higher on 9 out of the 12 domain adaptation tasks whereas
on the remaining 3 it is quite similar to the DANN architecture.
x
Table 1: Results on the Amazon reviews dataset. The DANN column is taken directly from Ganin
N
et al. (2015) (the column that uses the original representation
as input).
12のうち9が既存研究([Ganin+
15])を上回った
¤ 結果：
¤
Figure 1: Unsupervised
model
S
Source - Target
Y
s
z2
z1
x
N
Figure 2: Semi-supervised model
RF
LR
VFAE DANN
books - dvd
0.535 0.564 0.799
0.784
books - electronics
0.541 0.562 0.792
0.733
2.1 Ubooks
NSUPERVISED
MODEL
- kitchen
0.537 0.583 0.816
0.779
dvd - books
0.537 0.563 0.755
0.723
dvd out
- electronics
0.538 0.566
0.754
Factoring
undesired variations
from0.786
the data
can be easily formulated as a general probabili
dvd - kitchen
0.543 0.589 0.822
0.783
model which
admits two distinct
(independent)0.713
“sources”; an observed variable s, which denotes
electronics - books
0.562 0.590 0.727
variations
that we
want to 0.556
remove,
and a0.765
continuous
electronics
- dvd
0.586
0.738 latent variable z which models all the remain
electronics
- kitchen
0.536process
0.570 can
0.850
0.854 defined as:
information.
This
generative
be formally
kitchen - books
0.560 0.593 0.720
0.709
kitchen - dvd
0.561 0.599
z ⇠ 0.733
p(z); 0.740x ⇠ p✓ (x|z, s)
kitchen - electronics 0.533 0.565 0.838
0.843
where p✓ (x|z, s) is an appropriate probability distribution for the data we are modelling. With
formulation we explicitly encode a notion of ‘invariance’ in our model, since the latent repres


# Page. 19

![Page Image](https://bcdn.docswell.com/page/KJ423Q2PE1.jpg)

CVAEの活⽤
¤ 条件付きVAEは，ラベル等に条件づけられた画像を⽣成できる
¤ 学習サンプルに存在していないデータも⽣成可能
¤ 数字ラベルで条件付け[Kingma+ 2014 ; NIPS 2014]
(a) Handwriting styles for MNIST obtained by fixing the class label and varying the 2D latent variable z
(b) MNIST analogies
(c) SVHN analogies
Figure 1: (a) Visualisation of handwriting styles learned by the model with 2D z-space. (b,c)
Analogical reasoning with generative semi-supervised models using a high-dimensional z-space.
The leftmost columns show images from the test set. The other columns show analogical fantasies
of x by the generative model, where the latent variable z of each row is set to the value inferred from


# Page. 20

![Page Image](https://bcdn.docswell.com/page/LE1M1PMX7G.jpg)

Conditional alignDRAW
¤ Generating Images from Captions with Attention [Mansimov+
16 ; ICLR 2016]
¤ DRAWにbidirectional RNNで条件づけたモデル
¤ DRAW [Gregor+ 14]
¤ VAEの枠組みでRNNを使えるようにしたもの．
¤ 各時間ステップで画像を上書きしていく
¤ 前のステップとの差分をみることで注意（attention）をモデル化
Recurrent Neural Network For Image Generation
onstructs scenes
s emitted by the
encoder.
s step by step is
the scene while
e past few years
captured by a se, than by a sinchelle &amp; Hinton,
; Ranzato, 2014;
et al., 2014; Sered by sequential
P (x|z)
decoder
FNN
ct
1
DRAW: A Recurrent Neural Network For Image Generati
ct
write
write
decoder
RNN
decoder
RNN
z
zt
zt+1
sample
sample
sample
hdec
t 1
Q(zt |x, z1:t
encoder
FNN
henc
t 1
1)
. . . cT
Q(zt+1 |x, z1:t )
encoder
RNN
encoder
RNN
read
read
x
x
P (x|z1:T )
decoding
(generative model)
encoding
(inference)
Figure 2. Left: Conventional Variational Auto-Encoder. Dur-
Time
Figure 7. MNIST generation sequences for DRAW without attention. Notice how the network first generates a very blurry im-


# Page. 21

![Page Image](https://bcdn.docswell.com/page/GEW3823KE2.jpg)

3.3
L EARNING
The model is trained to maximize a variational lower bound L on the marginal likelihood of the
correct image x given the input caption y:
X
L=
Q(Z | x, y) log P (x | y, Z) DKL (Q(Z | x, y) k P (Z | y))  log P (x | y).
(9)
Conditional alignDRAW
Z
Similar to the DRAW model, the inference recurrent network produces an approximate posterior
Q(Z1:T | x, y) via a read operator, which reads a patch from an input image x using two arrays of
¤ 1D
Conditional
alignDRAWの全体像
Gaussian filters (inverse
of write from section 3.2) at each time-step t. Specifically,
x̂t = x
(ct 1 ),
(10)
¤ DRAWにbidirectional RNNで条件づけたモデル
Published as a conference paper at ICLR 2016
rt =
gen
read
(x
,
x̂
,
h
t
t
t 1 ),
¤ Bidirectional RNNの出⼒を重み付け和したもので条件付ける．
er
er
gen
hinf
= LSTM inf er (hinf
t
t 1 , [rt , ht 1 ]),
⇣
⌘
inf er
inf er
Q(Zt |x, y, Z1:t 1 ) = N µ(ht
), (ht
) ,
(11)
(12)
(13)
er
where x̂ is the error image and hinf
is initialized to the learned bias b. Note that the inference
0
inf er
LSTM
takes as its input both the output of the read operator rt 2 Rp⇥p , which depends on
𝑧
𝑦 original input image x, and the previous state of the generative decoder hgen
the
t 1 , which depends
on the latent sample history z1:t 1 and dynamic sentence representation st 1 (see Eq. 3). Hence,
the approximate posterior Q will depend on the input image x, the corresponding caption y, and the
latent history Z1:t 1 , except for the first step Q(Z1 |x), which depends only on x.
𝑥
The terms in the variational lower bound Eq. 9 can be rearranged using the law of total expectation.
2: AlignDRAW model
for generating
images by learning
an alignment between the input captions and
Therefore, Figure
the variational
bound
L is calculated
as follows:
generating canvas.
&quot; The caption is encoded using theTBidirectional RNN (left). The generative RNN takes a
#
latent sequence z1:T sampled from the prior along X
with the dynamic caption representation s1:T to generate
the canvas matrix cTlog
, which
to generate
the final
x (right).
The inference RNN is used to
L =EQ(Z
p(xis then
| y,used
Z1:T
)
D image
(Q(Z
t | Z1:t 1 , y, x) k P (Zt | Z1:t 1 , y))
y,x)
1:T |approximate
compute
posterior Q over the
latent sequence. KL
the
t=2
3.2 I MAGE M ODEL : THE C ONDITIONAL DRAW N ETWORK
DKL (Q(Z1 | x) k P (Z1 )) .
To generate an image x conditioned on the caption information y, we extended the DRAW net1
work
(Gregor et al., 2015)
include captionGaussian
representation
hlang at eachmodel,
step, as but
shown
Fig. 2.
We also
experimented
with to
a conditional
observation
it in
worked
The conditional DRAW network is a stochastic recurrent neural network that consists of a sequence
Bernoulli
of model.
latent variables Zt 2 RD , t = 1, .., T , where the output is accumulated over all T time-steps. For
simplicity in notation, the images x 2 Rh⇥w are assumed to have size h-by-w and only one color
(14)
worse compared to


# Page. 22

![Page Image](https://bcdn.docswell.com/page/47ZV8DVNE3.jpg)

実験：キャプション付きMNIST
¤ キャプション付きのMNISTで学習
Published as a conference paper at ICLR 2016
¤ キャプションはMNISTの場所を指定
Figure 6: Examples of generating 60 ⇥ 60 MNIST images corresponding to respective captions. The captions
on the left column were part of the training set. The digits described in the captions on the right column were
hidden during training for the respective configurations.
¤ 左が訓練データにあるもの，右はないもの．
A PPENDIX A: MNIST W ITH C APTIONS
¤ 複数の数字でも適切に⽣成されている．
As an additional experiment, we trained our model on the MNIST dataset with artificial captions.
Either one or two digits from the MNIST training dataset were placed on a 60 ⇥ 60 blank image.
One digit was placed in one of the four (top-left, top-right, bottom-left or bottom-right) corners
of the image. Two digits were either placed horizontally or vertically in non-overlapping fashion.
The corresponding artificial captions specified the identity of each digit along with their relative
positions, e.g. “The digit three is at the top of the digit one”, or “The digit seven is at the bottom left
of the image”.
The generated images together with the attention alignments are displayed in Figure 6. The model


# Page. 23

![Page Image](https://bcdn.docswell.com/page/YJ65P1597V.jpg)

実験：MSCOCOデータセット
Published as a conference paper at ICLR 2016
¤ キャプションの⼀部（下線部）だけを変換
A yellow school bus
parked in a parking lot.
A red school bus parked
in a parking lot.
A green school bus
parked in a parking lot.
A blue school bus parked
in a parking lot.
The decadent chocolate
desert is on the table.
A bowl of bananas is on
the table.
A vintage photo of a cat.
A vintage photo of a dog.
Figure 3: Top: Examples of changing the color while keeping the caption fixed. Bottom: Examples of changing
the object while keeping the caption fixed. The shown images are the probabilities (cT ). Best viewed in
Published
as a conference paper at ICLR 2016
colour.
¤ 存在していないキャプションから⽣成
The expectation can be approximated by L Monte Carlo samples z̃1:T from Q(Z1:T | y, x):
&quot;
#
L
T
X
1X
l
l
l
L⇡
log p(x | y, z̃1:T
)
DKL Q(Zt | z̃1:t
1 , y, x) k P (Zt | z̃1:t 1 , y)
L
t=2
l=1
DKL (Q(Z1 | x) k P (Z1 )) .
(15)
The model can be trained using stochastic gradient descent. In all of our experiments, we used
single
sample
Q(Z1:T
y, x) for parameter
Training
details,
A stop only
signa is
flying
in from
A herd
of | elephants
fly- Alearning.
toilet seat
sits open
in hyperparameter
A person skiing on sand
settings,
and
the
overall
model
architecture
are
specified
in
Appendix
B.
The
code
isclad
available
at
blue skies.
ing in the blue skies.
the grass field.
vast desert.
https://github.com/emansim/text2image.
Figure 1: Examples of generated images based on captions that describe novel scene compositions that are
3.4 G ENERATING I MAGES FROM C APTIONS
highly unlikely
to occur in real life. The captions describe a common object doing unusual things or set in a
the image generation step, we discard the inference network and instead sample from the
strange During
location.
prior distribution. Due to the blurriness of samples generated by the DRAW model, we perform an
additional post processing step where we use an adversarial network trained on residuals of a Lapla-


# Page. 24

![Page Image](https://bcdn.docswell.com/page/GJ5YK4YDJ4.jpg)

ガウス過程とVAE


# Page. 25

![Page Image](https://bcdn.docswell.com/page/9E2GWVYMER.jpg)

and Nickisch, 2015) and extensions in Wilson et al. (2015) for efficiently representing kernel
show that the proposed model outperforms state of the art stand-alone deep learning archifunctions,
to and
produce
scalable
kernels. kernel learning procedures on a wide range
tectures
Gaussian
processesdeep
with advanced
of datasets,
demonstrating
its
practical significance. We achieve scalability while retaining
ns
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likelihood
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Gaussian
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X,X is the


# Page. 26

![Page Image](https://bcdn.docswell.com/page/D7YVL3GP7M.jpg)

EEP
2
D EEP G AUSSIAN P ROCESSES
2
D EEP G AUSSIAN P ROCESSES
G AUSSIAN Gaussian
P ROCESSES
processes provide flexible, non-parametric, probabilistic
approaches
to function
Gaussian
processes
provide estimaflexible, non-parame
tion. However, their tractability comes at a price: they can only
a restricted
class comes
of
tion.represent
However,
their tractability
at a pric
n processes provide
flexible,
non-parametric,
probabilistic
approaches
to
function
estimafunctions. Indeed, even though sophisticated definitions and combinations
of
covariance
functions
functions. Indeed, even though sophisticated defi
However, their tractability
comes
at
a
price:
they
can
only
represent
a
restricted
class
of
can lead to powerful models (Durrande et al., 2011; Gönen &amp; Alpaydin,
Hensman
al.,
can lead to 2011;
powerful
models et
(Durrande
et al., 2
ns. Indeed, even though sophisticated definitions and combinations of covariance functions 2013; Duvenaud et al., 2013; Wilson &amp; Adams, 2
2013; Duvenaud et al., 2013; Wilson &amp; Adams, 2013), the assumption about joint normal distribud to powerful models (Durrande et al., 2011; Gönen &amp; Alpaydin, 2011; Hensman et al.,
of instantiations
the latentOne
function remain
tionWilson
of instantiations
of thethelatent
function
remains;
this limits
thetion
applicability
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Duvenaud et al., 2013;
&amp; Adams, 2013),
assumption
about
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recent research
to address
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of function
recent research
to address
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onOne
function
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nstantiations of¤
theline
latent
remains; this
limits thethis
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the models.
より複雑なサンプルを表現するため，process
compositionによって
2004; Calandra et al., 2014). Inspired by deep n
et al.,
2014).on Inspired
by deep neural
networks,
recent research to 2004;
addressCalandra
this limitation
focused
function composition
(Snelson
et al., a deep Gaussian process instead
employs
process
(Lawrence &amp; Moor
多層化する[Lawrence
&amp;a deep
Moore,
07]
Calandra et al., 2014).
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by deep
neural networks,
Gaussian
process
employs
process
composition
(Lawrence
&amp;
Moore,
2007; instead
Damianou
et al.,
2011;composition
Lázaro-Gredilla,
2012; Damianou &amp; Lawrence, 2013; Hensman &amp;
s process composition
(Lawrence
&amp; Moore,
2007; Damianou
et al., 2011;
Lázaro-Gredilla,
2012;
Damianou
&amp; Lawrence,
2013;
Hensman
&amp;
Lawrence,
2014).
➡2014).
深層ガウス過程（deep AGP）
Damianou &amp; Lawrence, 2013; Hensman &amp; Lawrence,
deep GP is a deep directed graphical model th
A deep GP is a deep directed graphical model that consists of multiple
layers of latent variables
GP is a deep directed graphical model that consists of multiple layers of latent variables and employs Gaussian processes to govern the m
and employs Gaussian processes to govern the mapping between consecutive layers (Lawrence &amp;
ploys Gaussian processes to govern the mapping between consecutive layers (Lawrence &amp; Moore, 2007; Damianou, 2015). Observed output
Moore,Observed
2007; Damianou,
2015).inObserved
outputs
in the
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2007; Damianou, 2015).
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N
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{Xl }l=1L
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ここでは𝑌がデータ，𝑋が潜在変数．
L
N
⇥Q
N ⇥Ql
l
latent
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ariables, {Xl }L
through
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l 2 Rvariables,
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I)
(1)
Y
f1ICLR
(X1 ) +
✏1 , ✏1 ⇠ N (0, 2 I)
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Published
as1 )a+conference
paper
2016
深層ガウス過程
Xl
= fl (Xl ) + ✏l ,
2
l I),
✏l ⇠ N
l = 2 . . . L ✏ ⇠ N (0,
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l 1 = fl (Xl ) + ✏l ,
l
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l = 2 .the
..L
(2) Gaussian pr
where
functions fl are drawn from
he functions fl are drawn from Gaussian processes with covariance functions kl , i.e. fl (x) ⇠ GP(0, kl (x, x0 )). In the unsupervised case, the
where the functions
drawnlayer
fromis Gaussian
withascovariance
functions kl ,prior
i.e. fwhich
l are
l (x) ⇠also provides
a fairly uninformative
kl (x, x0 )). In the unsupervised
case,
theftop
hidden
assigned aprocesses
unit Gaussian
0
GP(0,
(x, xprovides
)). In soft
the regularization,
unsupervised i.e.
case,
layer
is assigned
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Gaussian
as
supervised
learning
scenario,
the inputs
of the to
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whichklalso
XLthe
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a fairly
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⇠ GP
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supervised learning
scenario, the inputs
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The expressive power of a deep GP is significantl
outputs.
pressive power of a deep GP is significantly greater than that of a standard GP, because the successive warping of latent variables through the
ive warping of latent
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Figure
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histicated, non-parametric functional “features” (see Figure 2). Similarly to how a GP is the limit of an infinitely wide neural network, a de
successive warping of latent variables through the hierarchy allows for modeling non-stationarities
t of an infinitely wide neural network, a deep GP is the limit where the parametric function composition of a deep neural network turns into a
andnetwork
sophisticated,
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“features”
(see
Figure 2). Similarly to how a GP is
ition of a deep neural
turns intonon-parametric
a process composition.
Specifically,
a deep
neural
network can be written as:


# Page. 27

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深層ガウス過程からのサンプリング


# Page. 28

![Page Image](https://bcdn.docswell.com/page/Y79NQ6WW73.jpg)

VAE-DGP
¤ DGPで変分推論する枠組みは提案されている[Damianou &amp;
Lawrence 13]が，少ないデータでしか学習できなかった．
¤ 共分散⾏列の逆数や，膨⼤なパラメータのため．
¤ DGPの推論をVAEの識別モデル（エンコーダー）と考える．
¤ 制約が加わり，パラメータを減らして推論が速くなる．
¤ 従来のDGPより過学習を抑えられる．
Published as a conference paper at ICLR ➡VAE-DGP
2016
Variationally Auto-Encoded Deep Gaussian Processes [Dai+ 15; ICLR 2016]
X3
f1 ⇠ GP
(n)
{g3 (µ2 )}N
n=1
X2
f2 ⇠ GP
(n)
{g2 (µ1 )}N
n=1
X1
f3 ⇠ GP
Y
{g1 (y(n) )}N
n=1
Figure 3: A deep Gaussian process with three hidden layers and back-constraints.


# Page. 29

![Page Image](https://bcdn.docswell.com/page/G78KGZNRJD.jpg)

実験：⽋損補間
¤ テストデータの⽋損補間
Published as a conference paper at ICLR 2016
ed as a conference paper at ICLR 2016
¤ 各例の右端が元画像
5.1
U NSUPERVISED L EARNING
Model
DBN
Stacked CAE
Deep GSN
Adversarial nets
GMMN+AE
VAE-DGP (5)
VAE-DGP (10-50)
VAE-DGP (5-20-50)
MNIST
138±2
121 ± 1.6
214 ± 1.1
225 ± 2
282 ± 2
301.67
674.86
723.65
Table 1: Log-likelihood for the MNIST test
data with different models. The baselines are
(a)
(b)
DBN and Stacked CAE (c)
(Bengio et al., 2013),
Deep GSN (Bengio et al., 2014), Adversarial
5: (a) The samples generated from VAE-DGP trained
on the combination
Frey
faces and
nets (Goodfellow
et al., 2014)ofand
GMMN+AE
ces (Frey-Yale). (b) Imputation from the test set
(LiofetFrey-Yale.
al., 2015). (c) Imputation from the test
Figure 6: Samples of imputation on the test
sets. The gray color indicates the missing
area. The 1st column shows the input images, the 2nd column show the imputed images and 3rd column shows the original full
images.
VHN. The gray color indicates the missing area. The 1st column shows the input images,
We first apply to our model to the combination of Frey faces and Yale faces (Frey-Yale). The Frey
column show the imputed images and 3rd column
shows the original full images.
faces contains 1956 20 ⇥ 28 frames taken from a video clip. The Yale faces contains 2414 images,
which are resized to 20 ⇥ 28. We take the last 200 frames from the Frey faces and 300 images
randomly from Yale faces as the test set and use the rest for training. The intensity of the original
KF1 F1 , KU1 U1 are the covariance matrices of F
respectively,
KF1 U1tois[0,the
1 and U1images
gray-scale
are normalized
1].crossThe applied VAE-DGP has two hidden layers (a 2D top
nce matrix between F1 and U1 , and 1 = Tr(hK
),
= hKF
and
F1 F
1 middle
1 iq(X
1 U1 iq(X
)
)
hidden
layer
and
a
20D
hidden
layer).
The exponentiated quadratic kernel is used for all the
1
1
⌦ &gt;
↵
layers
with
100
inducing
points.
All
the
MLPs
in the recognition model have two hidden layers with
KF U KF 1 U 1
, and ⇤1 = KU1 U1 + 1 . This enables data-parallelism by dis1
1
q(X )


# Page. 30

![Page Image](https://bcdn.docswell.com/page/L7LZGDP2ER.jpg)

Published as a conference paper at ICLR 2016
実験：精度評価
¤ 対数尤度（MNIST）
5.1
U NSUPERVISED L EARNING
Model
DBN
Stacked CAE
Deep GSN
Adversarial nets
GMMN+AE
VAE-DGP (5)
VAE-DGP (10-50)
VAE-DGP (5-20-50)
MNIST
138±2
121 ± 1.6
214 ± 1.1
225 ± 2
282 ± 2
301.67
674.86
723.65
Figure 6: Samples of imputation on the test
Published as a conference paper at ICLR 2016 Table 1: Log-likelihood for the MNIST test
sets. The gray color indicates the missing
data with different models. The baselines are
area. The 1st column shows the input imDBN and Stacked CAE (Bengio et al., 2013),
ages, the 2nd column show the imputed imDeep GSN (Bengio et al., 2014), Adversarial
ages and 3rd column shows the original full
nets (Goodfellow et al., 2014) and GMMN+AE
images.
¤ データセット：
(Li et al., 2015).
Model
Abalone
We first apply
to our model to
the combination of Frey faces and Yale faces (Frey-Yale). The Frey
¤ The Abalone dataset
VEA-DGP
825.31
± 64.35
faces contains 1956 20 ⇥ 28 frames
taken from a video clip. The Yale faces contains 2414 images,
GP
888.96
±
which are resized to 20 ⇥ 28. We 78.22
take the last 200 frames from the Frey faces and 300 images
Lin. Yale
Reg. faces917.31
randomly from
as the ±
test53.76
set and use the rest for training. The intensity of the original
gray-scale images are normalized to [0, 1]. The applied VAE-DGP has two hidden layers (a 2D top
¤ The Creep dataset
hidden layer and a 20D middle hidden layer). The exponentiated quadratic kernel is used for all the
Model
Creep
layers with 100
inducing points.
All the MLPs in the recognition model have two hidden layers with
VEA-DGP
575.39 ±model,
29.10we can draw samples from the learned model by sampling
widths (500-300).
As a generative
GP
602.11
±
29.59
first from the prior distribution of the top hidden layer (a 2D unit Gaussian distribution in this case)
Lin.downwards.
Reg.
1865.76
± 23.36 images are shown in Figure 5a.
and layer-wise
The generated
¤ 教師あり学習（回帰）
To evaluate the ability of our model learning the data distribution, we train the VAE-DGP on MNIST
(LeCun
1998).obtained
We usefrom
the whole
training set for learning, which consists of 60,000 28 ⇥ 28
Tableet2:al.,MSE
our VEA-DGP,
images.
The
intensity
of
the
original
gray-scale
images are normalized to [0, 1]. We train our model
Figure 7: Bayesian optimization experiments for standard GP and linear regression for the
withAbalone
three different
model
settings (one, two and three hidden layers). The trained models are
and Creep
benchmarks.


# Page. 31

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Variational
Models
変分推論における平均場近似
We want to compute posterior p(z|x) (z: latent variables, x: data)
log 𝑝 𝑥
¤ VAEでは近似分布は𝑞(𝑧|𝑥)と考えてきた
• Variational inference seeks to minimize KL(q(z;
= 𝐿 𝑥)||p(z|x))
+ 𝐾𝐿(𝑞(𝑧|𝑥)||𝑝(𝑧|𝑥))
¤ 𝑞(𝑧|𝑥)はニューラルネットワークで表現
for a family q(z; )
•
¤ ⼀般的に近似分布は平均場近似によって近似される．
• Maximizing evidence lower bound (ELBO)
log p(x)
•
Eq(z; ) [log p(x|z)]
(Common) Mean-field distribution
KL(q(z; )||p(z))
Y
q(z; ) =
q(z i ;
i)
i
• (Newer) Interpret the family as a variational model for posterior
¤ もっとリッチな近似分布を考えることもできる
variables z (introducing new latent variables)[1]
¤ latent
パラメータ𝜆を確率変数として事前分布を考える（階層変分モデル）
• Hierarchical variational models
Lawrence, N. (2000). Variational Inference in Probabilistic Models. PhD thesis.
4


# Page. 32

![Page Image](https://bcdn.docswell.com/page/PER281W979.jpg)

Variational Gaussian Processes
Variational Gaussian
Processes
Variational
Gaussian Processes
変分ガウス過程
Variational Gaussian Processes
¤ The Variational Gaussain Process [Tran+ 15; ICLR 2016]
¤ とても強⼒な変分モデルを提案
¤
を変分データ（パラメータ）とし，次のような𝑧の
⽣成過程を考える．
¤ 潜在変数
¤ ⾮線形写像をDによって条件づけられたガウス過程から⽣成
¤ 潜在変数zを⽣成
Variational Gaussian Processes
7
7
7


# Page. 33

![Page Image](https://bcdn.docswell.com/page/P7XD8YP3JX.jpg)

variational distribution. (This idea appears in a different context in Blei &amp; Lafferty (2006).) The
VGP specifies the following generative process for posterior latent variables z:
1. Draw latent input ⇠ 2 Rc : ⇠ ⇠ N (0, I).
変分ガウス過程の尤度
Qd
Draw mappings
non-linear mapping
f :R !R
conditioned
on latent
D: f ⇠variable
quence of 2.
domain
during inference,
from
variational
spaceK⇠⇠ ) | D.
i=1 GP(0,
Qdthe
r latent variable space Q to data space P. We perform variational inference in
3. Draw approximate posterior samples z 2 supp(p): z = (z1 , . . . , zd ) ⇠ i=1 q(fi (⇠)).
e and auxiliary inference in the variational space.
¤ 全ページの⽣成過程から，潜在変数𝑧の周辺尤度は
c
d
Figure 1 displays a graphical model for the VGP. Marginalizing over all non-linear mappings and
latent inputs, the VGP is
resses the task of posterior inference
by learning
f ⇤ : conditional on variational
data
&quot;
#
&quot;
#
Z
Z
d
ameters to learn, the distributionY
of
the GP learns Y
tod concentrate around this optimal
✓, D) = provides
q(zintuition
GP(f
D N (⇠; 0, I) df d⇠,
(4)
VGP (z;perspective
i | fi (⇠)) behind
i ; 0, K⇠⇠ ) |result.
ng inference.qThis
the following
i=1
i=1
Universal approximation). Let q(z; ✓, D) denote the variational Gaussian process. For
which isp(z
parameterized
kernel
hyperparameters
✓ and variational
data.
distribution
| x) with aby
finite
number
of latent variables
and continuous
quantile
rse CDF),
there existmodel,
a set the
of parameters
(✓,
D) such
that of mean-field distributions. A mean-field
As a variational
VGP forms an
infinite
ensemble
¤ このようにしてモデル化した近似分布は，𝑝(𝑧|𝑥)がどんな分布であろ
distribution
is specified
conditional
on a| fixed
function
f (·) and input ⇠; the d outputs fi (⇠) = i are
KL(q(z;
✓, D) k p(z
x)) =
0.とするパラメータが存在する
うと，
the mean-field’s parameters. The VGP is a form of a hierarchical variational model (Ranganath et al.,
（Universal
Approximation）
2015); it places
a continuous
Bayesian nonparametric prior over mean-field parameters.
x B for a proof.
Theorem 1 states that any posterior distribution with strictly posi¤ つまり，これまでのどの⼿法よりも限りなく柔軟なモデルとなる．
that the VGP
the d
a GP at the
samefor
latent
input posterior
⇠, which induces coran beNote
represented
by aevaluates
VGP . Thus
thedraws
VGPfrom
is a flexible
model
learning
relation between their outputs, the mean-field parameters. In再掲
turn, this induces correlation between
latent variables of the variational model, correlations that arelog
not𝑝 captured
in classical mean-field.
𝑥
Finally, the complex non-linear mappings drawn from the GP
make the VGP a flexible model for
= 𝐿 𝑥 + 𝐾𝐿(𝑞(𝑧|𝑥)||𝑝(𝑧|𝑥))
complex
discrete and continuous posteriors.
BOX
INFERENCE
We emphasize that the VGP needs variational data because—unlike typical GP regression—there is
IONAL
no OBJECTIVE
observed data available to learn a distribution over non-linear mappings. The variational data


# Page. 34

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derive
a tractable
variational objective inspired by auto-encoders.
B LACK
BOX INFERENCE
Under review as a conference paper at ICLR 2016
Specifically, a tractable lower bound to the model evidence log p(x) can be derived by subtracting
KL divergence term from the ELBO:
3.1 anVexpected
ARIATIONAL
conference
paper atOBJECTIVE
ICLR 2016
h
i
EqVGPfor
[log
p(x | z)] black
KL(qVGP
EqVGPa wide
KL(q(⇠,
f |of
z)kr(⇠,
f | z))models.
,
We derivelog
anp(x)
algorithm
performing
box(z)kp(z))
inference over
class
generative
3
w as a
下界
The original ELBO (Eq.1) is analytically intractable due to the log density log qVGP (z) (Eq.4). We
where
r(⇠, f | variational
z) is an auxiliary
model.
Such an
has been considered independently by Salderive
a tractable
objective
inspired
byobjective
auto-encoders.
3.2 and
AUTO
- ENCODING
VARIATIONAL
MODELS
imans et al. (2015)
Ranganath
et al. (2015).
Variational inference
is performed in the posterior
Specifically,
a tractable
bound KL(qkp)
to the model
evidence
log p(x) model;
can be derived
byoccur
subtracting
latent variable
space,lower
minimizing
to learn
the variational
for this to
auxil¤
学習では次の下界を最⼤化する
iary inference
is performed
in from
the variational
variable space,
minimizing KL(qkr)
to learn an
an expected
KL divergence
term
theprovide
ELBOlatent
: a flexible
Inference
networks
parameterization
of approximating
ENCODINGauxiliary
VARIATIONAL
MODELS
model. See Figure 2.
h 1994), deep Boltzmann
i
in Helmholtz machines (Hinton &amp; Zemel,
machin
log
p(x)
E
[log
p(x
|
z)]
KL(q
(z)kp(z))
E
KL(q(⇠,
f
|
z)kr(⇠,
f
|
z))
,
qVGPapproaches, we rewrite
VGP
VGP
Unlike previous
this variational qobjective
to connect to auto-encoders:
Larochelle,
2010), and variational
auto-encoders distributions
(Kingma &amp; Welling,
2014; R
tworks provide a flexible
parameterization
of
approximating
as
used
h parameters with global parameters coming
i
replaces
local
variational
from
where
r(⇠,
f
|
z)
is
an
auxiliary
model.
Such
an
objective
has
been
considered
independently
e=&amp;
z machines (Hinton
Boltzmann
machines
&amp; a ne
L
Eq Zemel,
[log p(x |1994),
z)] Eq deep
KL(q(z
| f (⇠))kp(z))
+ KL(q(⇠, f(Salakhutdinov
)kr(⇠, f | z)) , by Sal(5)
ically,
for latent(Kingma
znVariational
which correspond
a data
point
xposterior
imans
et al. (2015)
and Ranganath
etvariables
al. (2015).
inference
isto
performed
in the
n , anItinfere
010), and
variational
auto-encoders
&amp;
Welling,
2014;
Rezende
et
al.,
2014).
the KL
are now
takento
over
tractable
distributions
(seelocal
Appendix
In auxilautolatentwhere
variable
space,
minimizing
KL(qkp)
learn
variational
model;
for
this
to C).
occur
a divergences
neural
network
which
takes
xthe
input and
its
variational
parameter
n as
補助モデル
l variational
parameters
with
global
parameters
coming
from
a
neural
network.
Specifwe maximize
the expected
negative
reconstruction
error, regularized
an exiary encoder
inferenceparlance,
is amortizes
performed
in
the variational
latent
variable
space,
minimizing
KL(qkr) tobylearn
an
再構成誤差
正規化項
inference
by
only
defining
a
set
of
global
parameters.
pected
divergence
between
original
model’s network
prior, and an
expected
ent variables
znmodel.
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to a datamodel
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2. the variational
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auto-encode
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イメージとしては次のような感じ
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shall
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it
also
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ode the
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n , zn ; n
where from
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where
q has
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補助モデルでxとzから写像と潜在変数を⽣成
5
a point xpected
and
variational
data
point
z
as
input:
n
n
divergence
between
the variational
model
the original
model’s
prior, and an expected
fully
factorized
Gaussian
withand
local
variational
parameters
(µn 2 R
n =
divergence
between
the
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and
the
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2014):
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This local
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ed Gaussian
Rc+d
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). we
n = (µbound
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x andduring
z as
input,optimization.
we avoid the restrictive


# Page. 35

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実験：対数尤度
Published as a conference paper at ICLR 2016
¤
前⼈未到の70代に突⼊
¤ ⽣成部分のモデルをDRAW, 近似分布をVGPとしたモデルが⼀番良い
Model
DLGM + VAE [1]
DLGM + HVI (8 leapfrog steps) [2]
DLGM + NF (k = 80) [3]
EoNADE-5 2hl (128 orderings) [4]
DBN 2hl [5]
DARN 1hl [6]
Convolutional VAE + HVI [2]
DLGM 2hl + IWAE (k = 50) [1]
DRAW [7]
DLGM 1hl + VGP
DLGM 2hl + VGP
DRAW + VGP
log p(x)
85.51
84.68
84.55
84.13
81.94

86.76
88.30
85.10
83.49
82.90
80.97
84.79
81.32
79.88
Table 1: Negative predictive log-likelihood for binarized MNIST. Previous best results are
[1] (Burda et al., 2016), [2] (Salimans et al., 2015), [3] (Rezende &amp; Mohamed, 2015), [4] (Raiko
et al., 2014), [5] (Murray &amp; Salakhutdinov, 2009), [6] (Gregor et al., 2014), [7] (Gregor et al., 2015).


# Page. 36

![Page Image](https://bcdn.docswell.com/page/8JDDR1Y4JG.jpg)

まとめ
¤ 今回はICLR2016のVAE研究を中⼼に
¤ 変分推論とVAE
¤ 条件付きVAEと半教師あり学習
¤ ガウス過程とVAE
についてまとめた
¤ 感想
¤ ICLRの傾向がなんとなくわかった
¤ まとめるのが難しかった


