论文标题
全部在指数族中:热力学变异推理中的布雷格曼二元性
All in the Exponential Family: Bregman Duality in Thermodynamic Variational Inference
论文作者
论文摘要
最近提出的热力学变异物镜(TVO)利用热力学整合提供了一系列变异的推理目标,这些家族都拧紧和概括了无处不在的证据下限(ELBO)。但是,TVO边界的紧密度以前尚不清楚,使用昂贵的网格搜索来选择中间分布的“时间表”,并且表面上更紧密的界限遭受了模型学习。在这项工作中,我们提出了TVO和各种路径采样方法的几何混合物曲线的指数式家庭解释,这使我们能够将TVO可能性界限的差距表征为KL差异的总和。我们建议在指数家族的瞬间参数中使用平等间距选择中间分布,该分布与网格搜索性能相匹配,并允许时间表在培训过程中自适应更新。最后,我们得出了双重重新聚集的梯度估计器,该梯度估计器改善了模型学习,并允许TVO从更精致的界限中受益。为了进一步化我们的贡献,我们提供了一个统一的框架,以了解热力学整合和使用Taylor系列剩余的TVO。
The recently proposed Thermodynamic Variational Objective (TVO) leverages thermodynamic integration to provide a family of variational inference objectives, which both tighten and generalize the ubiquitous Evidence Lower Bound (ELBO). However, the tightness of TVO bounds was not previously known, an expensive grid search was used to choose a "schedule" of intermediate distributions, and model learning suffered with ostensibly tighter bounds. In this work, we propose an exponential family interpretation of the geometric mixture curve underlying the TVO and various path sampling methods, which allows us to characterize the gap in TVO likelihood bounds as a sum of KL divergences. We propose to choose intermediate distributions using equal spacing in the moment parameters of our exponential family, which matches grid search performance and allows the schedule to adaptively update over the course of training. Finally, we derive a doubly reparameterized gradient estimator which improves model learning and allows the TVO to benefit from more refined bounds. To further contextualize our contributions, we provide a unified framework for understanding thermodynamic integration and the TVO using Taylor series remainders.