Fully Bayesian Autoencoders with Latent Sparse Gaussian Processes

Ba Hien Tran*, Babak Shahbaba, Stephan Mandt, Maurizio Filippone

*Corresponding author for this work

Research output: Contribution to conferencePaperpeer-review

1 Scopus citations

Abstract

We present a fully Bayesian autoencoder model that treats both local latent variables and global decoder parameters in a Bayesian fashion. This approach allows for flexible priors and posterior approximations while keeping the inference costs low. To achieve this, we introduce an amortized MCMC approach by utilizing an implicit stochastic network to learn sampling from the posterior over local latent variables. Furthermore, we extend the model by incorporating a Sparse Gaussian Process prior over the latent space, allowing for a fully Bayesian treatment of inducing points and kernel hyperparameters and leading to improved scalability. Additionally, we enable Deep Gaussian Process priors on the latent space and the handling of missing data. We evaluate our model on a range of experiments focusing on dynamic representation learning and generative modeling, demonstrating the strong performance of our approach in comparison to existing methods that combine Gaussian Processes and autoencoders.

Original languageEnglish (US)
Pages34409-34430
Number of pages22
StatePublished - 2023
Event40th International Conference on Machine Learning, ICML 2023 - Honolulu, United States
Duration: Jul 23 2023Jul 29 2023

Conference

Conference40th International Conference on Machine Learning, ICML 2023
Country/TerritoryUnited States
CityHonolulu
Period07/23/2307/29/23

Bibliographical note

Publisher Copyright:
© 2023 Proceedings of Machine Learning Research. All rights reserved.

ASJC Scopus subject areas

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

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