From em-Projections to Variational Auto-Encoder

Tian Han, Jun Zhang, Ying Nian Wu

Keywords: em-projection, EM algorithm, generator model, variational auto-encoder

Abstract: This paper reviews the em-projections in information geometry and the recent understanding of variational auto-encoder, and explains that they share a common formulation as joint minimization of the Kullback-Leibler divergence between two manifolds of probability distributions, and the joint minimization can be implemented by alternating projections or alternating gradient descent.