Variational autoencoders (VAEs) suffer from posterior collapse, where the powerful neural networks used for modeling and inference optimize the objective without meaningfully using the latent representation. We introduce inference critics that detect and incentivize against posterior collapse by requiring correspondence between latent variables and the observations. By connecting the critic's objective to the literature in self-supervised contrastive representation learning, we show both theoretically and empirically that optimizing inference critics increases the mutual information between observations and latents, mitigating posterior collapse. This approach is straightforward to implement and requires significantly less training time than prior methods, yet obtains competitive results on three established datasets. Overall, the approach lays the foundation to bridge the previously disconnected frameworks of contrastive learning and probabilistic modeling with variational autoencoders, underscoring the benefits both communities may find at their intersection.
相關內容
Self-supervised learning allows AI systems to learn effective representations from large amounts of data using tasks that do not require costly labeling. Mode collapse, i.e., the model producing identical representations for all inputs, is a central problem to many self-supervised learning approaches, making self-supervised tasks, such as matching distorted variants of the inputs, ineffective. In this article, we argue that a straightforward application of information maximization among alternative latent representations of the same input naturally solves the collapse problem and achieves competitive empirical results. We propose a self-supervised learning method, CorInfoMax, that uses a second-order statistics-based mutual information measure that reflects the level of correlation among its arguments. Maximizing this correlative information measure between alternative representations of the same input serves two purposes: (1) it avoids the collapse problem by generating feature vectors with non-degenerate covariances; (2) it establishes relevance among alternative representations by increasing the linear dependence among them. An approximation of the proposed information maximization objective simplifies to a Euclidean distance-based objective function regularized by the log-determinant of the feature covariance matrix. The regularization term acts as a natural barrier against feature space degeneracy. Consequently, beyond avoiding complete output collapse to a single point, the proposed approach also prevents dimensional collapse by encouraging the spread of information across the whole feature space. Numerical experiments demonstrate that CorInfoMax achieves better or competitive performance results relative to the state-of-the-art SSL approaches.
Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and classification. The concurrent missing data handling procedures could inevitably arouse the biased estimation and redundancy-training problem when encountering multiple downstream tasks. This paper presents a universally applicable MTS pre-train model, DBT-DMAE, to conquer the abovementioned obstacle. First, a missing representation module is designed by introducing dynamic positional embedding and random masking processing to characterize the missing symptom. Second, we proposed an auto-encoder structure to obtain the generalized MTS encoded representation utilizing an ameliorated TCN structure called dynamic-bidirectional-TCN as the basic unit, which integrates the dynamic kernel and time-fliping trick to draw temporal features effectively. Finally, the overall feed-in and loss strategy is established to ensure the adequate training of the whole model. Comparative experiment results manifest that the DBT-DMAE outperforms the other state-of-the-art methods in six real-world datasets and two different downstream tasks. Moreover, ablation and interpretability experiments are delivered to verify the validity of DBT-DMAE's substructures.
Positive and unlabelled learning is an important problem which arises naturally in many applications. The significant limitation of almost all existing methods lies in assuming that the propensity score function is constant (SCAR assumption), which is unrealistic in many practical situations. Avoiding this assumption, we consider parametric approach to the problem of joint estimation of posterior probability and propensity score functions. We show that under mild assumptions when both functions have the same parametric form (e.g. logistic with different parameters) the corresponding parameters are identifiable. Motivated by this, we propose two approaches to their estimation: joint maximum likelihood method and the second approach based on alternating maximization of two Fisher consistent expressions. Our experimental results show that the proposed methods are comparable or better than the existing methods based on Expectation-Maximisation scheme.
Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this work, we first show that BNN+LV suffers from a serious form of non-identifiability: explanatory power can be transferred between the model parameters and latent variables while fitting the data equally well. We demonstrate that as a result, in the limit of infinite data, the posterior mode over the network weights and latent variables is asymptotically biased away from the ground-truth. Due to this asymptotic bias, traditional inference methods may in practice yield parameters that generalize poorly and misestimate uncertainty. Next, we develop a novel inference procedure that explicitly mitigates the effects of likelihood non-identifiability during training and yields high-quality predictions as well as uncertainty estimates. We demonstrate that our inference method improves upon benchmark methods across a range of synthetic and real data-sets.
In domains where sample sizes are limited, efficient learning algorithms are critical. Learning using privileged information (LuPI) offers increased sample efficiency by allowing prediction models access to types of information at training time which is unavailable when the models are used. In recent work, it was shown that for prediction in linear-Gaussian dynamical systems, a LuPI learner with access to intermediate time series data is never worse and often better in expectation than any unbiased classical learner. We provide new insights into this analysis and generalize it to nonlinear prediction tasks in latent dynamical systems, extending theoretical guarantees to the case where the map connecting latent variables and observations is known up to a linear transform. In addition, we propose algorithms based on random features and representation learning for the case when this map is unknown. A suite of empirical results confirm theoretical findings and show the potential of using privileged time-series information in nonlinear prediction.
Learning concise data representations without supervisory signals is a fundamental challenge in machine learning. A prominent approach to this goal is likelihood-based models such as variational autoencoders (VAE) to learn latent representations based on a meta-prior, which is a general premise assumed beneficial for downstream tasks (e.g., disentanglement). However, such approaches often deviate from the original likelihood architecture to apply the introduced meta-prior, causing undesirable changes in their training. In this paper, we propose a novel representation learning method, Gromov-Wasserstein Autoencoders (GWAE), which directly matches the latent and data distributions. Instead of a likelihood-based objective, GWAE models have a trainable prior optimized by minimizing the Gromov-Wasserstein (GW) metric. The GW metric measures the distance structure-oriented discrepancy between distributions supported on incomparable spaces, e.g., with different dimensionalities. By restricting the family of the trainable prior, we can introduce meta-priors to control latent representations for downstream tasks. The empirical comparison with the existing VAE-based methods shows that GWAE models can learn representations based on meta-priors by changing the prior family without further modifying the GW objective.
Deep supervised learning has achieved great success in the last decade. However, its deficiencies of dependence on manual labels and vulnerability to attacks have driven people to explore a better solution. As an alternative, self-supervised learning attracts many researchers for its soaring performance on representation learning in the last several years. Self-supervised representation learning leverages input data itself as supervision and benefits almost all types of downstream tasks. In this survey, we take a look into new self-supervised learning methods for representation in computer vision, natural language processing, and graph learning. We comprehensively review the existing empirical methods and summarize them into three main categories according to their objectives: generative, contrastive, and generative-contrastive (adversarial). We further investigate related theoretical analysis work to provide deeper thoughts on how self-supervised learning works. Finally, we briefly discuss open problems and future directions for self-supervised learning. An outline slide for the survey is provided.
Sequential recommendation as an emerging topic has attracted increasing attention due to its important practical significance. Models based on deep learning and attention mechanism have achieved good performance in sequential recommendation. Recently, the generative models based on Variational Autoencoder (VAE) have shown the unique advantage in collaborative filtering. In particular, the sequential VAE model as a recurrent version of VAE can effectively capture temporal dependencies among items in user sequence and perform sequential recommendation. However, VAE-based models suffer from a common limitation that the representational ability of the obtained approximate posterior distribution is limited, resulting in lower quality of generated samples. This is especially true for generating sequences. To solve the above problem, in this work, we propose a novel method called Adversarial and Contrastive Variational Autoencoder (ACVAE) for sequential recommendation. Specifically, we first introduce the adversarial training for sequence generation under the Adversarial Variational Bayes (AVB) framework, which enables our model to generate high-quality latent variables. Then, we employ the contrastive loss. The latent variables will be able to learn more personalized and salient characteristics by minimizing the contrastive loss. Besides, when encoding the sequence, we apply a recurrent and convolutional structure to capture global and local relationships in the sequence. Finally, we conduct extensive experiments on four real-world datasets. The experimental results show that our proposed ACVAE model outperforms other state-of-the-art methods.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.
Spectral clustering is a leading and popular technique in unsupervised data analysis. Two of its major limitations are scalability and generalization of the spectral embedding (i.e., out-of-sample-extension). In this paper we introduce a deep learning approach to spectral clustering that overcomes the above shortcomings. Our network, which we call SpectralNet, learns a map that embeds input data points into the eigenspace of their associated graph Laplacian matrix and subsequently clusters them. We train SpectralNet using a procedure that involves constrained stochastic optimization. Stochastic optimization allows it to scale to large datasets, while the constraints, which are implemented using a special-purpose output layer, allow us to keep the network output orthogonal. Moreover, the map learned by SpectralNet naturally generalizes the spectral embedding to unseen data points. To further improve the quality of the clustering, we replace the standard pairwise Gaussian affinities with affinities leaned from unlabeled data using a Siamese network. Additional improvement can be achieved by applying the network to code representations produced, e.g., by standard autoencoders. Our end-to-end learning procedure is fully unsupervised. In addition, we apply VC dimension theory to derive a lower bound on the size of SpectralNet. State-of-the-art clustering results are reported on the Reuters dataset. Our implementation is publicly available at //github.com/kstant0725/SpectralNet .
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