Authors: Sotirios P. Chatzis
Deep generative models (DGMs) have brought about a major breakthrough, as well as renewed interest, in generative latent variable models. However, an issue current DGM formulations do not address concerns the data-driven inference of the number of latent features needed to represent the observed data. Traditional linear formulations allow for addressing this issue by resorting to tools from the field of nonparametric statistics: Indeed, nonparametric linear latent variable models, obtained by appropriate imposition of Indian Buffet Process (IBP) priors, have been extensively studied by the machine learning community; inference for such models can been performed either via exact sampling or via approximate variational techniques. Based on this inspiration, in this paper we examine whether similar ideas from the field of Bayesian nonparametrics can be utilized in the context of modern DGMs in order to address the latent variable dimensionality inference problem. To this end, we propose a novel DGM formulation, based on the imposition of an IBP prior. We devise an efficient Black-Box Variational inference algorithm for our model, and exhibit its efficacy in a number of semi-supervised classification experiments. In all cases, we use popular benchmark datasets, and compare to state-of-the-art DGMs.
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