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Chin-wei Huang

Alumni

Publications

Note on the bias and variance of variational inference
In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can… (see more) be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the bias of variational inference can be reduced by making the distribution of the likelihood ratio more concentrated, such as via averaging and variance reduction.
Hierarchical Importance Weighted Autoencoders
Eeshan Dhekane
Alexandre Lacoste
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We be… (see more)lieve a joint proposal has the potential of reducing the number of redundant samples, and introduce a hierarchical structure to induce correlation. The hope is that the proposals would coordinate to make up for the error made by one another to reduce the variance of the importance estimator. Theoretically, we analyze the condition under which convergence of the estimator variance can be connected to convergence of the lower bound. Empirically, we confirm that maximization of the lower bound does implicitly minimize variance. Further analysis shows that this is a result of negative correlation induced by the proposed hierarchical meta sampling scheme, and performance of inference also improves when the number of samples increases.
Probability Distillation: A Caveat and Alternatives
Due to Van den Oord et al. (2018), probability distillation has recently been of interest to deep learning practitioners, where, as a practi… (see more)cal workaround for deploying autoregressive models in real-time applications, a student network is used to obtain quality samples in parallel. We identify a pathological optimization issue with the adopted stochastic minimization of the reverse-KL divergence: the curse of dimensionality results in a skewed gradient distribution that renders training inefficient. This means that KL-based “evaluative” training can be susceptible to poor exploration if the target distribution is highly structured. We then explore alternative principles for distillation, including one with an “instructive” signal, and show that it is possible to achieve qualitatively better results than with KL minimization.
On Difficulties of Probability Distillation
Neural Autoregressive Flows
David Krueger
Alexandre Lacoste
Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via M… (see more)asked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis to 20x faster than real-time, via Inverse Autoregressive Flows (IAF). We unify and generalize these approaches, replacing the (conditionally) affine univariate transformations of MAF/IAF with a more general class of invertible univariate transformations expressed as monotonic neural networks. We demonstrate that the proposed neural autoregressive flows (NAF) are universal approximators for continuous probability distributions, and their greater expressivity allows them to better capture multimodal target distributions. Experimentally, NAF yields state-of-the-art performance on a suite of density estimation tasks and outperforms IAF in variational autoencoders trained on binarized MNIST.
Generating Contradictory, Neutral, and Entailing Sentences
Learning distributed sentence representations remains an interesting problem in the field of Natural Language Processing (NLP). We want to l… (see more)earn a model that approximates the conditional latent space over the representations of a logical antecedent of the given statement. In our paper, we propose an approach to generating sentences, conditioned on an input sentence and a logical inference label. We do this by modeling the different possibilities for the output sentence as a distribution over the latent representation, which we train using an adversarial objective. We evaluate the model using two state-of-the-art models for the Recognizing Textual Entailment (RTE) task, and measure the BLEU scores against the actual sentences as a probe for the diversity of sentences produced by our model. The experiment results show that, given our framework, we have clear ways to improve the quality and diversity of generated sentences.
Improving Explorability in Variational Inference with Annealed Variational Objectives
Despite the advances in the representational capacity of approximate distributions for variational inference, the optimization process can s… (see more)till limit the density that is ultimately learned. We demonstrate the drawbacks of biasing the true posterior to be unimodal, and introduce Annealed Variational Objectives (AVO) into the training of hierarchical variational methods. Inspired by Annealed Importance Sampling, the proposed method facilitates learning by incorporating energy tempering into the optimization objective. In our experiments, we demonstrate our method's robustness to deterministic warm up, and the benefits of encouraging exploration in the latent space.
Neural Language Modeling by Jointly Learning Syntax and Lexicon
We propose a neural language model capable of unsupervised syntactic structure induction. The model leverages the structure information to f… (see more)orm better semantic representations and better language modeling. Standard recurrent neural networks are limited by their structure and fail to efficiently use syntactic information. On the other hand, tree-structured recursive networks usually require additional structural supervision at the cost of human expert annotation. In this paper, We propose a novel neural language model, called the Parsing-Reading-Predict Networks (PRPN), that can simultaneously induce the syntactic structure from unannotated sentences and leverage the inferred structure to learn a better language model. In our model, the gradient can be directly back-propagated from the language model loss into the neural parsing network. Experiments show that the proposed model can discover the underlying syntactic structure and achieve state-of-the-art performance on word/character-level language model tasks.
Bayesian Hypernetworks
David M. Krueger
Ryan Turner
Alexandre Lacoste
We propose Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork, h, is a neura… (see more)l network which learns to transform a simple noise distribution, p(e) = N(0,I), to a distribution q(t) := q(h(e)) over the parameters t of another neural network (the ``primary network). We train q with variational inference, using an invertible h to enable efficient estimation of the variational lower bound on the posterior p(t | D) via sampling. In contrast to most methods for Bayesian deep learning, Bayesian hypernets can represent a complex multimodal approximate posterior with correlations between parameters, while enabling cheap iid sampling of q(t). In practice, Bayesian hypernets provide a better defense against adversarial examples than dropout, and also exhibit competitive performance on a suite of tasks which evaluate model uncertainty, including regularization, active learning, and anomaly detection.
Learnable Explicit Density for Continuous Latent Space and Variational Inference
In this paper, we study two aspects of the variational autoencoder (VAE): the prior distribution over the latent variables and its correspon… (see more)ding posterior. First, we decompose the learning of VAEs into layerwise density estimation, and argue that having a flexible prior is beneficial to both sample generation and inference. Second, we analyze the family of inverse autoregressive flows (inverse AF) and show that with further improvement, inverse AF could be used as universal approximation to any complicated posterior. Our analysis results in a unified approach to parameterizing a VAE, without the need to restrict ourselves to use factorial Gaussians in the latent real space.
Facilitating Multimodality in Normalizing Flows
David M. Krueger
The true Bayesian posterior of a model such as a neural network may be highly multimodal. In principle, normalizing flows can represent such… (see more) a distribution via compositions of invertible transformations of random noise. In practice, however, existing normalizing flows may fail to capture most of the modes of a distribution. We argue that the conditionally affine structure of the transformations used in [Dinh et al., 2014, 2016, Kingma et al., 2016] is inefficient, and show that flows which instead use (conditional) invertible non-linear transformations naturally enable multimodality in their output distributions. With just two layers of our proposed deep sigmoidal flow, we are able to model complicated 2d energy functions with much higher fidelity than six layers of deep affine flows.
Sequentialized Sampling Importance Resampling and Scalable IWAE
We propose a new sequential algorithm for Sampling Importance Resampling. The algorithm serves as a solution to expensive evaluation of impo… (see more)rtance weight, and can be interpreted as stochastically and iteratively refining the particles by correcting them towards the target distribution as pool size increases. We apply this algorithm to variational inference with Importance Weighted Lower Bound and propose a memory-scalable training procedure 1 that implicitly improves the variational proposal. 1 Sequentializing Sampling Importance Resampling 1.1 Sampling Importance Resampling Given an unnormalized target distribution p̃(x) and proposal distribution q(x), the Sampling Importance Resampling (SIR) proceeds as follows: 1. draw xi for 1 ≤ i ≤ n from q(x) 2. calculate the importance weight wi = p̃(xi) q(xi) 3. calculate the normalized importance weight w̄i = wi ∑ i wi 4. draw index variable yj ∼ mul(w̄1, ..., w̄n) for 1 ≤ j ≤ m The density of the set of resampled particles xy1 , ..., xym should resemble the pdf of the target distribution, and the new samples will be approximately distributed by p(x) (Bishop, 2007). On average, the samples can be improved by increasing the pool size n, and becomes corrected when n→∞. The procedure is visualized in Figure 1a. 1.2 SeqSIR The above procedure can be combined with the idea of reservoir sampling, so that we need not evaluate all n samples at the same time, which will be an issue when n is large or when evaluation of a sample (i.e. computation of wi) is expensive. The intuition is to keep a running sum of the importance weights while we evaluate the pool samples sequentially, and then decide to keep the old sample or replace it with the new one based on the ratio of the new sample’s importance weight to the running sum. This is what we call Sequentialized Sampling Importance Resampling (SEQSIR), which is summarized in Algorithm 1. See Figure 1b for illustration. Note that density and importance weight are computed on log scale to deal with numerical instability, and log-sum-exp operation (LSE) is used in place of addition to calculate the running sum of See https://github.com/CW-Huang/SeqIWAE for implementation. Second workshop on Bayesian Deep Learning (NIPS 2017), Long Beach, CA, USA. Algorithm 1 Sequentialized Sampling Importance Resampling and Stochastic Iterative Refinement procedure SEQSIR ( logp, logq . unnormalized target density function and proposal density function ss . n samples to be evaluated ) A←−∞ . initialize accumulated sum of importance weight on log scale s_old← 0 . initialize sample n← len([s1,...,sn]) for i=1,...,n do s_new = ss[i] A, s_old← STOCHREFINE(logp, logq, A, s_old, s_new) return s_old procedure STOCHREFINE ( logp, logq . unnormalized target density function and proposal density function A . accumulated sum of importance weight on log scale s_old, s_new . old and new samples ) w_new← logp(s_new) logq(s_new) A← LSE(A, w_new) u← unif(0,1) if w_new A >= log u then return A, s_new else return A, s_old