论文标题
更紧密的变化界限不一定更好。有关实施,消融研究和扩展的研究报告
Tighter Variational Bounds are Not Necessarily Better. A Research Report on Implementation, Ablation Study, and Extensions
论文作者
论文摘要
该报告解释,实施和扩展了“更紧密的变化界限不一定更好”所介绍的作品(T Rainforth等,2018)。我们提供了理论和经验证据,这些证据增加了重要性的重要性数量$ k $在重要性加权自动编码器(IWAE)(Burda等人,2016年)中降低了推理网络中梯度估计量的信噪比(SNR),从而降低了梯度估计器的信号 - 噪声比率(SNR),从而降低了整个学习过程。换句话说,即使增加$ k $减少了梯度的标准偏差,但它也会更快地降低真实梯度的幅度,从而增加梯度更新的相对差异。进行广泛的实验以了解$ k $的重要性。这些实验表明,更紧密的变分界对生成网络有益,而宽松的边界对推理网络更可取。通过这些见解,可以实施和研究三种方法:部分重要性加权自动编码器(PIWAE),倍增重要性加权自动编码器(MIWAE)和重要的重要性加权自动编码器(CIWAE)。这三种方法中的每一种都需要IWAE作为一种特殊情况,但采用不同的重量权重,以确保较高的梯度估计器的SNR。在我们的研究和分析中,这些算法的疗效在多个数据集(例如MNIST和Omniglot)上进行了测试。最后,我们证明了三种呈现的IWAE变化能够产生近似后验分布,而后分布与IWAE更接近真正的后验分布,同时匹配IWAE生成网络的性能,或者在PIWAE的情况下可能超过了它的表现。
This report explains, implements and extends the works presented in "Tighter Variational Bounds are Not Necessarily Better" (T Rainforth et al., 2018). We provide theoretical and empirical evidence that increasing the number of importance samples $K$ in the importance weighted autoencoder (IWAE) (Burda et al., 2016) degrades the signal-to-noise ratio (SNR) of the gradient estimator in the inference network and thereby affecting the full learning process. In other words, even though increasing $K$ decreases the standard deviation of the gradients, it also reduces the magnitude of the true gradient faster, thereby increasing the relative variance of the gradient updates. Extensive experiments are performed to understand the importance of $K$. These experiments suggest that tighter variational bounds are beneficial for the generative network, whereas looser bounds are preferable for the inference network. With these insights, three methods are implemented and studied: the partially importance weighted autoencoder (PIWAE), the multiply importance weighted autoencoder (MIWAE) and the combination importance weighted autoencoder (CIWAE). Each of these three methods entails IWAE as a special case but employs the importance weights in different ways to ensure a higher SNR of the gradient estimators. In our research study and analysis, the efficacy of these algorithms is tested on multiple datasets such as MNIST and Omniglot. Finally, we demonstrate that the three presented IWAE variations are able to generate approximate posterior distributions that are much closer to the true posterior distribution than for the IWAE, while matching the performance of the IWAE generative network or potentially outperforming it in the case of PIWAE.