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Fully Bayesian Autoencoders with Latent Sparse Gaussian Processes
Ba-Hien Tran · Babak Shahbaba · Stephan Mandt · Maurizio Filippone

Thu Jul 27 01:30 PM -- 03:00 PM (PDT) @ Exhibit Hall 1 #806

We present a fully Bayesian autoencoder model that treats both local latent variables and global decoder parameters in a Bayesian fashion. This approach allows for flexible priors and posterior approximations while keeping the inference costs low. To achieve this, we introduce an amortized MCMC approach by utilizing an implicit stochastic network to learn sampling from the posterior over local latent variables. Furthermore, we extend the model by incorporating a Sparse Gaussian Process prior over the latent space, allowing for a fully Bayesian treatment of inducing points and kernel hyperparameters and leading to improved scalability. Additionally, we enable Deep Gaussian Process priors on the latent space and the handling of missing data. We evaluate our model on a range of experiments focusing on dynamic representation learning and generative modeling, demonstrating the strong performance of our approach in comparison to existing methods that combine Gaussian Processes and autoencoders.

Author Information

Ba-Hien Tran (EURECOM)
Babak Shahbaba (University of California, Irvine)
Stephan Mandt (University of California, Irivine)

Stephan Mandt is an Assistant Professor of Computer Science at the University of California, Irvine. From 2016 until 2018, he was a Senior Researcher and head of the statistical machine learning group at Disney Research, first in Pittsburgh and later in Los Angeles. He held previous postdoctoral positions at Columbia University and at Princeton University. Stephan holds a PhD in Theoretical Physics from the University of Cologne. He is a Fellow of the German National Merit Foundation, a Kavli Fellow of the U.S. National Academy of Sciences, and was a visiting researcher at Google Brain. Stephan serves regularly as an Area Chair for NeurIPS, ICML, AAAI, and ICLR, and is a member of the Editorial Board of JMLR. His research is currently supported by NSF, DARPA, IBM, and Qualcomm.

Maurizio Filippone (EURECOM)

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