Session

Probabilistic Methods 1

Moderator: Matthias W Seeger



Abstract:

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Wed 21 July 5:00 - 5:20 PDT
Improving Lossless Compression Rates via Monte Carlo Bits-Back Coding

Yangjun Ruan · Karen Ullrich · Daniel Severo · James Townsend · Ashish Khisti · Arnaud Doucet · Alireza Makhzani · Chris Maddison

Latent variable models have been successfully applied in lossless compression with the bits-back coding algorithm. However, bits-back suffers from an increase in the bitrate equal to the KL divergence between the approximate posterior and the true posterior. In this paper, we show how to remove this gap asymptotically by deriving bits-back coding algorithms from tighter variational bounds. The key idea is to exploit extended space representations of Monte Carlo estimators of the marginal likelihood. Naively applied, our schemes would require more initial bits than the standard bits-back coder, but we show how to drastically reduce this additional cost with couplings in the latent space. When parallel architectures can be exploited, our coders can achieve better rates than bits-back with little additional cost. We demonstrate improved lossless compression rates in a variety of settings, especially in out-of-distribution or sequential data compression.

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Wed 21 July 5:20 - 5:25 PDT
Sawtooth Factorial Topic Embeddings Guided Gamma Belief Network

Zhibin Duan · Dongsheng Wang · Bo Chen · CHAOJIE WANG · Wenchao Chen · yewen li · Jie Ren · Mingyuan Zhou

Hierarchical topic models such as the gamma belief network (GBN) have delivered promising results in mining multi-layer document representations and discovering interpretable topic taxonomies. However, they often assume in the prior that the topics at each layer are independently drawn from the Dirichlet distribution, ignoring the dependencies between the topics both at the same layer and across different layers. To relax this assumption, we propose sawtooth factorial topic embedding guided GBN, a deep generative model of documents that captures the dependencies and semantic similarities between the topics in the embedding space. Specifically, both the words and topics are represented as embedding vectors of the same dimension. The topic matrix at a layer is factorized into the product of a factor loading matrix and a topic embedding matrix, the transpose of which is set as the factor loading matrix of the layer above. Repeating this particular type of factorization, which shares components between adjacent layers, leads to a structure referred to as sawtooth factorization. An auto-encoding variational inference network is constructed to optimize the model parameter via stochastic gradient descent. Experiments on big corpora show that our models outperform other neural topic models on extracting deeper interpretable topics and deriving better document representations.

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Wed 21 July 5:25 - 5:30 PDT
Kernel Continual Learning

Mohammad Mahdi Derakhshani · Xiantong Zhen · Ling Shao · Cees Snoek

This paper introduces kernel continual learning, a simple but effective variant of continual learning that leverages the non-parametric nature of kernel methods to tackle catastrophic forgetting. We deploy an episodic memory unit that stores a subset of samples for each task to learn task-specific classifiers based on kernel ridge regression. This does not require memory replay and systematically avoids task interference in the classifiers. We further introduce variational random features to learn a data-driven kernel for each task. To do so, we formulate kernel continual learning as a variational inference problem, where a random Fourier basis is incorporated as the latent variable. The variational posterior distribution over the random Fourier basis is inferred from the coreset of each task. In this way, we are able to generate more informative kernels specific to each task, and, more importantly, the coreset size can be reduced to achieve more compact memory, resulting in more efficient continual learning based on episodic memory. Extensive evaluation on four benchmarks demonstrates the effectiveness and promise of kernels for continual learning.

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Wed 21 July 5:30 - 5:35 PDT
XOR-CD: Linearly Convergent Constrained Structure Generation

Fan Ding · Jianzhu Ma · Jinbo Xu · Yexiang Xue

We propose XOR-Contrastive Divergence learning (XOR-CD), a provable approach for constrained structure generation, which remains difficult for state-of-the-art neural network and constraint reasoning approaches. XOR-CD harnesses XOR-Sampling to generate samples from the model distribution in CD learning and is guaranteed to generate valid structures. In addition, XOR-CD has a linear convergence rate towards the global maximum of the likelihood function within a vanishing constant in learning exponential family models. Constraint satisfaction enabled by XOR-CD also boosts its learning performance. Our real-world experiments on data-driven experimental design, dispatching route generation, and sequence-based protein homology detection demonstrate the superior performance of XOR-CD compared to baseline approaches in generating valid structures as well as capturing the inductive bias in the training set.

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Wed 21 July 5:35 - 5:40 PDT
ARMS: Antithetic-REINFORCE-Multi-Sample Gradient for Binary Variables

Alek Dimitriev · Mingyuan Zhou

Estimating the gradients for binary variables is a task that arises frequently in various domains, such as training discrete latent variable models. What has been commonly used is a REINFORCE based Monte Carlo estimation method that uses either independent samples or pairs of negatively correlated samples. To better utilize more than two samples, we propose ARMS, an Antithetic REINFORCE-based Multi-Sample gradient estimator. ARMS uses a copula to generate any number of mutually antithetic samples. It is unbiased, has low variance, and generalizes both DisARM, which we show to be ARMS with two samples, and the leave-one-out REINFORCE (LOORF) estimator, which is ARMS with uncorrelated samples. We evaluate ARMS on several datasets for training generative models, and our experimental results show that it outperforms competing methods. We also develop a version of ARMS for optimizing the multi-sample variational bound, and show that it outperforms both VIMCO and DisARM. The code is publicly available.

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Wed 21 July 5:40 - 5:45 PDT
Composing Normalizing Flows for Inverse Problems

Jay Whang · Erik Lindgren · Alexandros Dimakis

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained unconditional flow model. We first establish that this is computationally hard for a large class of flow models. Motivated by this, we propose a framework for approximate inference that estimates the target conditional as a composition of two flow models. This formulation leads to a stable variational inference training procedure that avoids adversarial training. Our method is evaluated on a variety of inverse problems and is shown to produce high-quality samples with uncertainty quantification. We further demonstrate that our approach can be amortized for zero-shot inference.

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Wed 21 July 5:45 - 5:50 PDT
Nonparametric Hamiltonian Monte Carlo

Carol Mak · Fabian Zaiser · Luke Ong

Probabilistic programming uses programs to express generative models whose posterior probability is then computed by built-in inference engines. A challenging goal is to develop general purpose inference algorithms that work out-of-the-box for arbitrary programs in a universal probabilistic programming language (PPL). The densities defined by such programs, which may use stochastic branching and recursion, are (in general) nonparametric, in the sense that they correspond to models on an infinite-dimensional parameter space. However standard inference algorithms, such as the Hamiltonian Monte Carlo (HMC) algorithm, target distributions with a fixed number of parameters. This paper introduces the Nonparametric Hamiltonian Monte Carlo (NP-HMC) algorithm which generalises HMC to nonparametric models. Inputs to NP-HMC are a new class of measurable functions called “tree representable”, which serve as a language-independent representation of the density functions of probabilistic programs in a universal PPL. We provide a correctness proof of NP-HMC, and empirically demonstrate significant performance improvements over existing approaches on several nonparametric examples.

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Wed 21 July 5:50 - 5:55 PDT
Q&A

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