Discrete flow posteriors for variational inference in discrete dynamical systems

Laurence Aitchison, Vincent Adam, Srinivas C. Turaga

Sep 27, 2018 ICLR 2019 Conference Blind Submission readers: everyone Show Bibtex
  • Abstract: Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully exploits GPU parallelism. However, such simple approximate posteriors are often insufficient, as they eliminate statistical dependencies in the posterior. While it is possible to use normalizing flow approximate posteriors for continuous latents, there is nothing analogous for discrete latents. The most natural approach to model discrete dependencies is an autoregressive distribution, but sampling from such distributions is inherently sequential and thus slow. We develop a fast, parallel sampling procedure for autoregressive distributions based on fixed-point iterations which enables efficient and accurate variational inference in discrete state-space models. To optimize the variational bound, we considered two ways to evaluate probabilities: inserting the relaxed samples directly into the pmf for the discrete distribution, or converting to continuous logistic latent variables and interpreting the K-step fixed-point iterations as a normalizing flow. We found that converting to continuous latent variables gave considerable additional scope for mismatch between the true and approximate posteriors, which resulted in biased inferences, we thus used the former approach. We tested our approach on the neuroscience problem of inferring discrete spiking activity from noisy calcium-imaging data, and found that it gave accurate connectivity estimates in an order of magnitude less time.
  • Keywords: normalising flow, variational inference, discrete latent variable
  • TL;DR: We give a fast normalising-flow like sampling procedure for discrete latent variable models.
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