论文标题
标准化流量的变化混合物
Variational Mixture of Normalizing Flows
论文作者
论文摘要
在过去的几年中,深层生成模型,例如生成对抗网络\ Autocite {gan},变异自动编码器\ Autocite {vaepaper}及其变体,对对复杂数据分布进行建模的任务进行了广泛的采用。尽管这些早期方法获得了出色的样本质量,但它们还是对目标分布\ emph {remph {}建模,因为它们引起的概率密度函数无法明确访问。这个事实使这些方法不适合使用,例如,需要将新的数据实例与学习分布进行评分。正常化的流量通过利用可变化的公式来克服了这一限制,并通过使用旨在具有可拖动且可计算的雅各布人的转换。尽管灵活,但该框架缺乏(直到最近\ Autocites {semisuplearning_nflows,rad})一种在模型中引入离散结构(例如在混合物中发现的结构)的方法,它可以在无用的情况下构建。目前的工作通过使用标准化流作为混合模型中的组件并为这种模型设计了端到端的训练程序来克服这一点。该过程基于变异推断,并使用由神经网络参数化的变分后端。正如将变得很清楚的那样,该模型自然地将自己适合(多模式)密度估计,半监督学习和聚类。在两个合成数据集以及现实世界数据集上说明了所提出的模型。 关键字:深层生成模型,标准化流,变异推理,概率建模,混合模型。
In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data distributions. In spite of the outstanding sample quality achieved by those early methods, they model the target distributions \emph{implicitly}, in the sense that the probability density functions induced by them are not explicitly accessible. This fact renders those methods unfit for tasks that require, for example, scoring new instances of data with the learned distributions. Normalizing flows have overcome this limitation by leveraging the change-of-variables formula for probability density functions, and by using transformations designed to have tractable and cheaply computable Jacobians. Although flexible, this framework lacked (until recently \autocites{semisuplearning_nflows, RAD}) a way to introduce discrete structure (such as the one found in mixtures) in the models it allows to construct, in an unsupervised scenario. The present work overcomes this by using normalizing flows as components in a mixture model and devising an end-to-end training procedure for such a model. This procedure is based on variational inference, and uses a variational posterior parameterized by a neural network. As will become clear, this model naturally lends itself to (multimodal) density estimation, semi-supervised learning, and clustering. The proposed model is illustrated on two synthetic datasets, as well as on a real-world dataset. Keywords: Deep generative models, normalizing flows, variational inference, probabilistic modelling, mixture models.