12/07/2020

Amortized Population Gibbs Samplers with Neural Sufficient Statistics

Hao Wu, Heiko Zimmermann, Eli Sennesh, Tuan Anh Le, Jan-Willem van de Meent

Keywords: Probabilistic Inference - Approximate, Monte Carlo, and Spectral Methods

Abstract: Amortized variational methods have proven difficult to scale to structured problems, such as inferring positions of multiple objects from video images. We develop amortized population Gibbs (APG) samplers, a class of scalable methods that frame structured variational inference as adaptive importance sampling. APG samplers construct high-dimensional proposals by iterating over updates to lower-dimensional blocks of variables. We train each conditional proposal by minimizing the inclusive KL divergence with respect to the conditional posterior. To appropriately account for the size of the input data, we develop a new parameterization in terms of neural sufficient statistics. Experiments show that APG samplers can be used to train highly-structured deep generative models in an unsupervised manner, and achieve substantial improvements in inference accuracy relative to standard autoencoding variational methods.

 0
 0
 0
 0
This is an embedded video. Talk and the respective paper are published at ICML 2020 virtual conference. If you are one of the authors of the paper and want to manage your upload, see the question "My papertalk has been externally embedded..." in the FAQ section.

Comments

Post Comment
no comments yet
code of conduct: tbd

Similar Papers