论文标题

有界证据和估计VAE的对数似然性

Bounding Evidence and Estimating Log-Likelihood in VAE

论文作者

Struski, Łukasz, Mazur, Marcin, Batorski, Paweł, Spurek, Przemysław, Tabor, Jacek

论文摘要

深度学习和统计推断中的许多关键问题是由变异差距引起的,即模型证据(log-ofikelihoos)和证据下限(ELBO)之间的差异。特别是,在涉及通过ELBO成本函数训练的经典VAE环境中,很难对模型之间训练的效果进行良好的比较,因为我们不知道数据的对数可能性(但只有其下限)。在本文中,为了解决这个问题,我们引入了一个一般有效的上限,这使我们能够有效地近似数据的证据。我们为方法提供了广泛的理论和实验研究,包括它与其他最新上限的比较,以及它作为评估在各种下限训练的模型的工具。

Many crucial problems in deep learning and statistical inference are caused by a variational gap, i.e., a difference between model evidence (log-likelihood) and evidence lower bound (ELBO). In particular, in a classical VAE setting that involves training via an ELBO cost function, it is difficult to provide a robust comparison of the effects of training between models, since we do not know a log-likelihood of data (but only its lower bound). In this paper, to deal with this problem, we introduce a general and effective upper bound, which allows us to efficiently approximate the evidence of data. We provide extensive theoretical and experimental studies of our approach, including its comparison to the other state-of-the-art upper bounds, as well as its application as a tool for the evaluation of models that were trained on various lower bounds.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源