论文标题

关于Elbo的收敛到熵总和

On the Convergence of the ELBO to Entropy Sums

论文作者

Lücke, Jörg, Warnken, Jan

论文摘要

差异下限(又称Elbo或自由能)是许多已建立的核心目标,也是许多新型算法的无监督学习算法。这种算法通常会增加界限,直到参数已收敛到接近学习动力学的固定点的值。在这里,我们表明(对于非常大的生成模型),变化下限在所有固定的学习点等于熵之和。具体地,对于具有一组潜伏期和一组观察到的变量的标准生成模型,该总和由三个熵组成:(a)变异分布的(平均)熵,(b)模型先前分布的负熵,以及(c)可观察到的分布的(预期)负熵。所获得的结果适用于现实条件,包括:数据点的有限数量,在任何固定点(包括鞍点)和任何(行为良好的)变异分布的家族。我们为熵和熵总和的一系列生成模型包含许多标准和新的生成模型,包括标准(高斯)变异自动编码器。我们用来表明熵和表现出平等的先决条件相对温和。具体而言,定义给定生成模型的分布必须是指数族的家族,并且该模型必须满足参数化标准(通常是满足的)。这项工作的主要贡献是在固定点(在规定的条件下)证明Elbo到熵总和的平等。

The variational lower bound (a.k.a. ELBO or free energy) is the central objective for many established as well as for many novel algorithms for unsupervised learning. Such algorithms usually increase the bound until parameters have converged to values close to a stationary point of the learning dynamics. Here we show that (for a very large class of generative models) the variational lower bound is at all stationary points of learning equal to a sum of entropies. Concretely, for standard generative models with one set of latents and one set of observed variables, the sum consists of three entropies: (A) the (average) entropy of the variational distributions, (B) the negative entropy of the model's prior distribution, and (C) the (expected) negative entropy of the observable distribution. The obtained result applies under realistic conditions including: finite numbers of data points, at any stationary point (including saddle points) and for any family of (well behaved) variational distributions. The class of generative models for which we show the equality to entropy sums contains many standard as well as novel generative models including standard (Gaussian) variational autoencoders. The prerequisites we use to show equality to entropy sums are relatively mild. Concretely, the distributions defining a given generative model have to be of the exponential family, and the model has to satisfy a parameterization criterion (which is usually fulfilled). Proving equality of the ELBO to entropy sums at stationary points (under the stated conditions) is the main contribution of this work.

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