论文标题
可处理概率模型的连续混合物
Continuous Mixtures of Tractable Probabilistic Models
论文作者
论文摘要
基于连续的潜在空间(例如变异自动编码器)的概率模型可以理解为不可数的混合模型,在该模型中,组件连续取决于潜在代码。事实证明,它们是生成和概率建模的表达工具,但与可诱处理的概率推断不一致,即计算代表概率分布的边际和条件。同时,可以将诸如概率电路(PC)之类的易概率模型理解为层次离散混合模型,因此能够有效地进行精确的推断,但与连续的潜在空间模型相比,经常显示出较低的性能。在本文中,我们研究了一种混合方法,即具有较小的潜在尺寸的可拖动模型的连续混合物。尽管这些模型在分析上是棘手的,但基于有限的集成点,它们与数值集成方案非常适合。有足够数量的集成点,近似值变得精确。此外,对于一组有限的集成点,集成方法有效地将连续混合物汇编为标准PC。在实验中,我们表明,这种简单的方案证明非常有效,因为PC在许多标准密度估计基准上学习了新的可拖动模型的最新技术。
Probabilistic models based on continuous latent spaces, such as variational autoencoders, can be understood as uncountable mixture models where components depend continuously on the latent code. They have proven to be expressive tools for generative and probabilistic modelling, but are at odds with tractable probabilistic inference, that is, computing marginals and conditionals of the represented probability distribution. Meanwhile, tractable probabilistic models such as probabilistic circuits (PCs) can be understood as hierarchical discrete mixture models, and thus are capable of performing exact inference efficiently but often show subpar performance in comparison to continuous latent-space models. In this paper, we investigate a hybrid approach, namely continuous mixtures of tractable models with a small latent dimension. While these models are analytically intractable, they are well amenable to numerical integration schemes based on a finite set of integration points. With a large enough number of integration points the approximation becomes de-facto exact. Moreover, for a finite set of integration points, the integration method effectively compiles the continuous mixture into a standard PC. In experiments, we show that this simple scheme proves remarkably effective, as PCs learnt this way set new state of the art for tractable models on many standard density estimation benchmarks.