Learning variational autoencoders via MCMC speed measures

Abstract

AbstractVariational autoencoders (VAEs) are popular likelihood-based generative models which can be efficiently trained by maximising an evidence lower bound. There has been much progress in improving the expressiveness of the variational distribution to obtain tighter variational bounds and increased generative performance. Whilst previous work has leveraged Markov chain Monte Carlo methods for constructing variational densities, gradient-based methods for adapting the proposal distributions for deep latent variable models have received less attention. This work suggests an entropy-based adaptation for a short-run metropolis-adjusted Langevin or Hamiltonian Monte Carlo (HMC) chain while optimising a tighter variational bound to the log-evidence. Experiments show that this approach yields higher held-out log-likelihoods as well as improved generative metrics. Our implicit variational density can adapt to complicated posterior geometries of latent hierarchical representations arising in hierarchical VAEs.