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Improving Variational Auto-Encoders using Householder Flow (1611.09630v4)

Published 29 Nov 2016 in cs.LG and stat.ML

Abstract: Variational auto-encoders (VAE) are scalable and powerful generative models. However, the choice of the variational posterior determines tractability and flexibility of the VAE. Commonly, latent variables are modeled using the normal distribution with a diagonal covariance matrix. This results in computational efficiency but typically it is not flexible enough to match the true posterior distribution. One fashion of enriching the variational posterior distribution is application of normalizing flows, i.e., a series of invertible transformations to latent variables with a simple posterior. In this paper, we follow this line of thinking and propose a volume-preserving flow that uses a series of Householder transformations. We show empirically on MNIST dataset and histopathology data that the proposed flow allows to obtain more flexible variational posterior and competitive results comparing to other normalizing flows.

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Authors (2)
  1. Jakub M. Tomczak (54 papers)
  2. Max Welling (202 papers)
Citations (171)

Summary

  • The paper introduces Householder Flow, a novel method that employs orthogonal transformations to construct full covariance matrices for VAEs.
  • It demonstrates that this approach improves posterior flexibility and model performance on datasets like MNIST while keeping computational costs low.
  • The study paves the way for future VAE enhancements by integrating Householder Flow into advanced architectures to better model complex data distributions.

Improving Variational Auto-Encoders using Householder Flow

In the paper "Improving Variational Auto-Encoders using Householder Flow" by Jakub M. Tomczak and Max Welling, the authors address a notable challenge in Variational Auto-Encoders (VAEs): the rigidity of variational posterior distributions when constrained to diagonal covariance matrices. VAEs are prominent generative models known for their scalability and efficiency in modeling complex data distributions. However, traditional implementations often use normal distributions with diagonal covariance matrices for latent variables, which can limit the model's ability to accurately reflect the true posterior distribution, thereby affecting performance.

Householder Flow Approach

The authors propose augmenting the VAE framework via a novel architectural modification called the Householder Flow (HF). This flow is a subset of normalizing flows, a concept that involves applying invertible transformations to latent variables to create more expressive variational posteriors. Householder transformations, traditionally utilized in linear algebra for orthogonal matrix operations, are exploited in this work to enhance posterior flexibility while maintaining computational efficiency.

Householder transformations act as reflections that can alter vectors across a hyperplane. When applied in series, these transformations can model any orthogonal matrix, thus enabling the construction of a full covariance matrix from an initial diagonal one. By embedding these reflections into the VAE's inference model, the authors claim increased expressiveness in the distribution of latent variables without a burdensome computational overhead since the determinants of orthogonal matrices are equal to one, simplifying the calculation processes involved.

Empirical Validation

The authors empirically demonstrate the efficacy of Householder Flow using benchmark datasets such as MNIST and histopathologic data. For MNIST, the results show competitive performance with the Householder Flow achieving a closer fit to the true posterior compared to other normalizing flows like NICE and HVI. The computational cost remains low due to the simplicity of linear operations involved with Householder matrices. In the case of histopathology, the model retains similar advantages despite the greater complexity and variability in the data, again providing evidence of flexibility imparted by HF without excessive computational load.

Implications and Future Work

The introduction of Householder Flow provides a promising path for improving VAEs, particularly in contexts demanding highly flexible posterior distributions. This work positions HF as an efficient alternative to other methodologies that require significantly more computational resources or architectural complexity. Future work may explore further integration of Householder Flow into advanced VAE structures such as Ladder VAE or extending it within frameworks like the Importance Weighted Autoencoder. Additionally, its application to large-scale and diverse datasets, including natural and medical images, offers intriguing opportunities to leverage the enhanced modeling capabilities it promises.

This paper contributes a substantive refinement in the domain of generative models, suggesting robust potential for Householder Flow to be widely adopted in scenarios where modeling the intricacies of data distributions is paramount.