Stochastic Backpropagation and Approximate Inference in Deep Generative Models. Rezende, D. J., Mohamed, S., & Wierstra, D.
Stochastic Backpropagation and Approximate Inference in Deep Generative Models [link]Paper  abstract   bibtex   
We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a recognition model to represent approximate posterior distributions, and that acts as a stochastic encoder of the data. We develop stochastic back-propagation – rules for back-propagation through stochastic variables – and use this to develop an algorithm that allows for joint optimisation of the parameters of both the generative and recognition model. We demonstrate on several real-world data sets that the model generates realistic samples, provides accurate imputations of missing data and is a useful tool for high-dimensional data visualisation.
@article{rezendeStochasticBackpropagationApproximate2014,
  archivePrefix = {arXiv},
  eprinttype = {arxiv},
  eprint = {1401.4082},
  primaryClass = {cs, stat},
  title = {Stochastic {{Backpropagation}} and {{Approximate Inference}} in {{Deep Generative Models}}},
  url = {http://arxiv.org/abs/1401.4082},
  abstract = {We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a recognition model to represent approximate posterior distributions, and that acts as a stochastic encoder of the data. We develop stochastic back-propagation -- rules for back-propagation through stochastic variables -- and use this to develop an algorithm that allows for joint optimisation of the parameters of both the generative and recognition model. We demonstrate on several real-world data sets that the model generates realistic samples, provides accurate imputations of missing data and is a useful tool for high-dimensional data visualisation.},
  urldate = {2019-01-25},
  date = {2014-01-16},
  keywords = {Statistics - Machine Learning,Computer Science - Artificial Intelligence,Statistics - Computation,Statistics - Methodology,Computer Science - Machine Learning},
  author = {Rezende, Danilo Jimenez and Mohamed, Shakir and Wierstra, Daan},
  file = {/home/dimitri/Nextcloud/Zotero/storage/KQQEGKHT/Rezende et al. - 2014 - Stochastic Backpropagation and Approximate Inferen.pdf;/home/dimitri/Nextcloud/Zotero/storage/DHSBCQPC/1401.html}
}

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