Variational Diffusion Autoencoders with Random Walk Sampling
Authors: Henry Li, Ofir Lindenbaum, Xiuyuan Cheng, Alexander Cloninger
Keywords: generative models, variational inference, manifold learning, diffusion maps
TL;DR: We combine variational inference and manifold learning (specifically VAEs and diffusion maps) to build a generative model based on a diffusion random walk on a data manifold; we generate samples by drawing from the walk's stationary distribution.
Abstract: Variational inference (VI) methods and especially variational autoencoders (VAEs) specify scalable generative models that enjoy an intuitive connection to manifold learning --- with many default priors the posterior/likelihood pair $q(z|x)$/$p(x|z)$ can be viewed as an approximate homeomorphism (and its inverse) between the data manifold and a latent Euclidean space. However, these approximations are well-documented to become degenerate in training. Unless the subjective prior is carefully chosen, the topologies of the prior and data distributions often will not match.
Conversely, diffusion maps (DM) automatically \textit{infer} the data topology and enjoy a rigorous connection to manifold learning, but do not scale easily or provide the inverse homeomorphism.
In this paper, we propose \textbf{a)} a principled measure for recognizing the mismatch between data and latent distributions and \textbf{b)} a method that combines the advantages of variational inference and diffusion maps to learn a homeomorphic generative model. The measure, the \textit{locally bi-Lipschitz property}, is a sufficient condition for a homeomorphism and easy to compute and interpret. The method, the \textit{variational diffusion autoencoder} (VDAE), is a novel generative algorithm that first infers the topology of the data distribution, then models a diffusion random walk over the data. To achieve efficient computation in VDAEs, we use stochastic versions of both variational inference and manifold learning optimization. We prove approximation theoretic results for the dimension dependence of VDAEs, and that locally isotropic sampling in the latent space results in a random walk over the reconstructed manifold.
Finally, we demonstrate the utility of our method on various real and synthetic datasets, and show that it exhibits performance superior to other generative models.