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Title: Understanding Posterior Collapse in Generative Latent Variable Models

Paper content:
Posterior collapse in Variational Autoencoders (VAEs) arises when the variational distribution closely matches the uninformative prior for a subset of latent variables.
This paper presents a simple and intuitive explanation for posterior collapse through the analysis of linear VAEs and their direct correspondence with Probabilistic PCA (pPCA).
We identify how local maxima can emerge from the marginal log-likelihood of pPCA, which yields similar local maxima for the evidence lower bound (ELBO).
We show that training a linear VAE with variational inference recovers a uniquely identifiable global maximum corresponding to the principal component directions.
We provide empirical evidence that the presence of local maxima causes posterior collapse in deep non-linear VAEs.
Our findings help to explain a wide range of heuristic approaches in the literature that attempt to diminish the effect of the KL term in the ELBO to reduce posterior collapse.
The generative process of a deep latent variable model entails drawing a number of latent factors from an uninformative prior and using a neural network to convert such factors to real data points.
Maximum likelihood estimation of the parameters requires marginalizing out the latent factors, which is intractable for deep latent variable models.
The influential work of BID21 and BID28 on Variational Autoencoders (VAEs) enables optimization of a tractable lower bound on the likelihood via a reparameterization of the Evidence Lower Bound (ELBO) BID18 BID4 .
This has created a surge of recent interest in automatic discovery of the latent factors of variation for a data distribution based on VAEs and principled probabilistic modeling BID15 BID5 BID8 BID13 .Unfortunately
, the quality and the number of the latent factors learned is directly controlled by the extent of a phenomenon known as posterior collapse, where the generative model learns to ignore a subset of the latent variables. Most existing
work suggests that posterior collapse is caused by the KL-divergence term in the ELBO objective, which directly encourages the variational distribution to match the prior. Thus, a wide
range of heuristic approaches in the literature have attempted to diminish the effect of the KL term in the ELBO to alleviate posterior collapse. By contrast,
we hypothesize that posterior collapse arises due to spurious local maxima in the training objective. Surprisingly
, we show that these local maxima may arise even when training with exact marginal log-likelihood.While linear autoencoders BID30 have been studied extensively BID2 BID23 , little attention has been given to their variational counterpart. A well-known
relationship exists between linear autoencoders and PCAthe optimal solution to the linear autoencoder problem has decoder weight columns which span the subspace defined by the principal components. The Probabilistic
PCA (pPCA) model BID32 recovers the principal component subspace as the maximum likelihood solution of a Gaussian latent variable model. In this work, we
show that pPCA is recovered exactly using linear variational autoencoders. Moreover, by specifying
a diagonal covariance structure on the variational distribution we recover an identifiable model which at the global maximum has the principal components as the columns of the decoder.The study of linear VAEs gives us new insights into the cause of posterior collapse. Following the analysis
of BID32 , we characterize the stationary points of pPCA and show that the variance of the observation model directly impacts the stability of local stationary points -if the variance is too large then the pPCA objective has spurious local maxima, which correspond to a collapsed posterior. Our contributions include:•
We prove that linear VAEs can recover the true posterior of pPCA and using ELBO to train linear VAEs does not add any additional spurious local maxima. Further, we prove that at its
global optimum, the linear VAE recovers the principal components.• We shows that posterior collapse
may occur in optimization of marginal log-likelihood, without powerful decoders. Our experiments verify the analysis
of the linear setting and show that these insights extend even to high-capacity, deep, non-linear VAEs.• By learning the observation noise
carefully, we are able to reduce posterior collapse.We present evidence that the success of existing approaches in alleviating posterior collapse depends on their ability to reduce the stability of spurious local maxima.
By analyzing the correspondence between linear VAEs and pPCA we have made significant progress towards understanding the causes of posterior collapse.
We have shown that for simple linear VAEs posterior collapse is caused by spurious local maxima in the marginal log-likelihood and we demonstrated empirically that the same local maxima seem to play a role when optimizing deep non-linear VAEs.
In future work, we hope to extend this analysis to other observation models and provide theoretical support for the non-linear case.

assistant: text: We show that posterior collapse in linear VAEs is caused entirely by marginal log-likelihood (not ELBO). Experiments on deep VAEs suggest a similar phenomenon is at play.