Learning Deep Generative Models with Short Run Inference Dynamics
share
This paper studies the fundamental problem of learning deep generative models that consist of one or more layers of latent variables organized in top-down architectures. Learning such a generative model requires inferring the latent variables for each training example based on the posterior distribution of these latent variables. The inference typically requires Markov chain Monte Caro (MCMC) that can be time consuming. In this paper, we propose to use short run inference dynamics guided by the log-posterior, such as finite-step gradient descent algorithm initialized from the prior distribution of the latent variables, as an approximate sampler of the posterior distribution, where the step size of the gradient descent dynamics is optimized by minimizing the Kullback-Leibler divergence between the distribution produced by the short run inference dynamics and the posterior distribution. Our experiments show that the proposed method outperforms variational auto-encoder (VAE) in terms of reconstruction error and synthesis quality. The advantage of the proposed method is that it is natural and automatic, even for models with multiple layers of latent variables.
READ FULL TEXT
