ML math · paper 07

Auto-Encoding Variational Bayes

Kingma, Welling · 2013 · ICLR 2014 · 60 min · Dense
Summary

The variational autoencoder trains an encoder to approximate the posterior over latent variables and a decoder to reconstruct data, maximising a lower bound on the likelihood. The reparameterisation trick makes the sampling step differentiable so the whole thing trains with ordinary gradients.

Key ideas
  • Maximise a tractable lower bound instead of the intractable likelihood
  • Sample by transforming noise so gradients pass through
  • The KL term is a regulariser toward the prior
Why read it now

The evidence lower bound and the reparameterisation trick are the two tools that connect probability to backpropagation; diffusion models are their descendants.

Question to keep in mind

Which term of the objective pulls the latent space toward the prior, and what happens to samples if it wins?

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