Course:CPSC522/Variational AutoEncoders
Variational AutoEncoders
Paper 1: Kingma, Diederik & Welling, Max. (2014). AutoEncoding Variational Bayes.
Paper 2: Narayanaswamy, Paige, Meent, Desmaison, Wood, Goodman, Kohli, & Torr, Philip. (2017). Learning Disentangled Representations with SemiSupervised Deep Generative Models.
Principal Author: Peyman Bateni
Abstract
Variational autoencoders (often abbreviated as VAEs) define a relatively large family of graphical models used for density estimation, usually used in unsupervised and semisupervised settings. That is, more specifically, given a set of observations, we would like to learn a latent space where observations have corresponding latent representations that best describe and distinguish them. Additionally, we would like to in parallel learn an encoder (i.e. an inference function that maps observations onto the latent space) and a decoder which would act a generative model that produces the corresponding observation for a given latent representation. While elegant and powerful, many problems arise in learning of VAEs concerning intractable posteriors, complex models using neural networks, and learning from big data with comparatively limited computational resources. In this page, we will discuss two papers concerning VAEs, the first proposing the earlier unsupervised VAE and the second, extending such work to include semisupervised discrete latent labels. It must be emphasized that in an attempt to make this page concise and informative, various details of both papers and have been excluded. Therefore, interested readers should strongly consider reading the papers themselves.
Builds on
This page builds on Variational Inference, Graphical Models, Markov Networks, Variable Elimination, Markov Chain Monte Carlo, Particle Filtering, and Deterministic AutoEncoder. It must be emphasized that while many readers may be able to navigate this page having the relevant background knowledge, it's highly recommend to still review Variational Inference for greater familiarity with the problem setup and the notation.
Related Pages
Variational autoencoders are closely related to other generative models such as Generative Adversarial Networks.
Content
Background: AutoEncoders
Autoencoders describe encoderdecoder models where the input to the encoder and the output of the decoder are of the same type. An example could be image to image autoencoding or a similar thing for text [2]. The key is that the encoder maps the input to a latent space and the decoder reconstructs that input from the latent embedding. Variational autoencoders, as explained in details within the next section, extend this idea by representing latent embedding in form of variational distributions that define the latent embedding probabilistically.
Paper 1: AutoEncoding Variational Bayes
Consider the following problem setup borrowed from Variational Inference "where a set of observed random variables (denoted as ) and a corresponding set of latent variables (denoted by ) are given where the joint probability density is defined by parameterized by ." In this setup, a VAE would be defined as the following: a learned latent space , where latent representations describe and distinguish observations and the corresponding generative and inference functions ( and ), where the former generates observations given latent representations and the latter maps such observation onto the corresponding latent space.
For instance, consider Figure 1 as an example of a VAE operation on image data. Here, the variational autoencoder shown learns two functions that together define the latent space . This latent space can be defined by some appropriate predefined distribution such a Gaussian in the case of image representations. The inference/generative functions consist of neural networks, forming nonelinear function mappings that for (denoted as in the figure) map from the image to the parameters of the Gaussian defining the latent representation, and for the generative , map from such latent representation to the pixel values of the image.
In many settings, the posterior can be intractable to estimate both using the closed form Bayesian definition and through sampling methods such as MCMC [4], Gibbs sampling [5], MetropolisHastings sampling [6] which can become exponential in computation to convergence. Variational Inference provides a nice objective, in form of ELBO, for producing an approximation to the posterior by learning the parameters of a wellknown appropriate distributional family (such as Gaussian for continuous densities). This works well when we parameterize the posterior approximation and the corresponding generative model using simple functions that operate on limited data. However, with the abundance of data in many problem settings today, neural networks can enhance performance as powerful nonelinear function approximators.
However, in order to take advantage of this power, our VAE must be endtoend differentiable to learn the inference and the generative network both together. Given images, and image reconstructions, differentiability would be key in being able to update parameters across the network. To resolve this problem, Kingma et al. use a simple yet powerful trick to form the Stochastic Gradient Variational Bayes (SGVB) estimator.
Stochastic Gradient Variational Bayes (SGVB) estimator
Let's revisit the Evidence Lower Bound Optimization (ELBO) objective. As noted in Variational Inference, we can drive ELBO from the KLdivergence between the true posterior and the approximation, leading to the lower bound:
The sampling step as described here would be stochastic but not differentiable. However, we need it to still be stochastic but differentiable to be able to learn the VAE endtoend. This is resolved by the SGVB estimator. Here, instead of sampling from directly, we consider a stochastic noise and a deterministic mapping function that produces a latent representation from output of and stochastic noise . That is more specifically, the objective becomes where produces the latent representation sample. Now, can differ depending on the choice of the distribution family to show the posterior distribution. For instance for a Gaussian, where and are produced by . This way we maintain both the stochasticity of sampling while making the network endtoend differentiable. Now, learning the VAE is a question of batch learning of the updated objective using stochastic gradient descent.
Paper 2: Learning Disentangled Representations with SemiSupervised Deep Generative Models
The second paper discussed in this page extends the VAE framework for disentangled learning in a semisupervised fashion. Specifically, it adds the following set of contributions:
 Disentangling the latent embedding into a discrete embedding and a continuous embedding, which to be consistent with their notation, is referred to as .
 Producing a semisupervised framework such that with few labels of , the model is able to separate the label embedding into the discrete random variable while caputring continuous differences in . You can think of this as the case where captures digits and captures the handwriting.
Note that the latent space is learned in an unsupervised way; we never have a loss signal for itself but rather the reconstruction loss that comes from ELBO. Although this latent representation is meaningful in statistical sense, it's difficult to directly associate a particular embedding with a semantic label. However, in many cases, such as hand written digits, while there is considerable variability in the style of hand writing that can be captured in the latent space, we can disentangle the actual digit the handwritten example belong to using a Categorical distribution.
This way, we are effectively augmenting our variational autoencoder to consider the case where for observed random variables (denoted as ) and a corresponding set of latent variables (denoted by ), we also a corresponding discrete random variable that corresponds to the label for the observation. You can think of as one of 0 to 9 for digits, or medical labels in a medical imaging problem, etc. When pairs of observations and labels are given, we can easily extend the previous set up to a supervised discrete VAE by several simple modifications:
 The generative model would additionally condition on the label, that is >
 The objective ELBO becomes which we'll refer to as supervised ELBO
 Learning as usual
Additionally, as the title of the paper suggest, the work extends to also include the case where only observation are available. This makes immense practical sense as for instance, image data is easy to obtain without labels, but labelling can cost a lot and therefore, a few image label pairs maybe available but we also, need to consider the unsupervised case without labels. This, as the paper notes, can be done effectively by introducing a second inference network designed to infer the label representation . That is:
 An addition inference network is introduced to learn parameters of the label posterior
 The objective for the unsupervised ELBO becomes which we'll refer to as supervised ELBO
 Learning as usual
Furthermore, given the few observation and label pairs that may be given in the supervised case, we can additionally introduce a classification loss that adds a supervised signal for predicted the correct , a prime example of which is the cross entropy loss which consists of a negative log likelihood of a Softmax function on the output. This way, we now have three specifics objectives: 1. the supervised ELBO (denoted as ), 2. the unsupervised ELBO (denoted as ), and the classification label loss . This leads to the semisupervised disentangled objective for learning a semisupervised disentangled VAE:
This objective can now be used for learning, for instance, a simple image recognition task where a few examples are labelled. Training would be done through stochastic variational gradient descent over the objective. Additionally, an extension to model is proposed where for the reconstruction loss, instead of sampled the label latent variable , the objective enumerates through all possibilities. That is, becomes where . This is empirically shown to produce better gradients, leading to a performance gain both of the tertiary classification task and on the reconstruction error.
Lastly, it must again be emphasized that both of these papers are extensive in scope with various novelties, such as the enumeration discussed just in the paragraph before, that come with complexities that deserve entire pages of their own. While they've been shortened for the purpose of being concise here, it's strongly encouraged that interested readers consult the papers themselves.
Annotated Bibliography
Put your annotated bibliography here. Add links where appropriate.
[1] Blei, David M., Alp Kucukelbir, and Jon D. McAuliffe. “Variational Inference: A Review for Statisticians.” Journal of the American Statistical Association 112.518 (2017): 859–877. Crossref. Web.
[2] Kingma, Diederik P., and Max Welling. “An Introduction to Variational Autoencoders.” Foundations and Trends® in Machine Learning 12.4 (2019): 307–392. Crossref. Web.
[3] Narayanaswamy, Paige, Meent, Desmaison, Wood, Goodman, Kohli, & Torr, Philip. (2017). Learning Disentangled Representations with SemiSupervised Deep Generative Models.
[4] Robert, Christian, and George Casella. “A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data.” Statistical Science 26.1 (2011): 102–115. Crossref. Web.
[5] Walsh, B. (2004). Markov Chain Monte Carlo and Gibbs Sampling. Lecture Notes for EEB 581, version 26, April.
[6] Robert, Christian. (2015). The Metropolis—Hastings Algorithm. 10.1007/9781475741452_7.
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