The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite set of marginal moment conditions and applies the optimally weighted generalized method of moments (OWGMM), but this requires we know a finite set of identifying moments, can still be inefficient even if identifying, or can be theoretically efficient but practically unwieldy if we use a growing sieve of moment conditions. Motivated by a variational minimax reformulation of OWGMM, we define a very general class of estimators for the conditional moment problem, which we term the variational method of moments (VMM) and which naturally enables controlling infinitely-many moments. We provide a detailed theoretical analysis of multiple VMM estimators, including ones based on kernel methods and neural nets, and provide conditions under which these are consistent, asymptotically normal, and semiparametrically efficient in the full conditional moment model. We additionally provide algorithms for valid statistical inference based on the same kind of variational reformulations, both for kernel- and neural-net-based varieties. Finally, we demonstrate the strong performance of our proposed estimation and inference algorithms in a detailed series of synthetic experiments.
MPI for Intelligent Systems（马克斯·普朗克智能系统研究所）；Google Research（谷歌研究院）
We propose a new family of specification tests called kernel conditional moment (KCM) tests. Our tests are built on a novel representation of conditional moment restrictions in a reproducing kernel Hilbert space (RKHS) called conditional moment embedding (CMME). After transforming the conditional moment restrictions into a continuum of unconditional counterparts, the test statistic is defined as the maximum moment restriction (MMR) within the unit ball of the RKHS. We show that the MMR not only fully characterizes the original conditional moment restrictions, leading to consistency in both hyp…
Tsinghua University（清华大学）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Many problems in causal inference and economics can be formulated in the framework of conditional moment models, which characterize the target function through a collection of conditional moment restrictions. For nonparametric conditional moment models, efficient estimation often relies on preimposed conditions on various measures of ill-posedness of the hypothesis space, which are hard to validate when flexible models are used. In this work, we address this issue by proposing a procedure that automatically learns representations with controlled measures of ill-posedness. Our method approximat…
We propose a molecular generative model based on the conditional variational autoencoder for de novo molecular design. It is specialized to control multiple molecular properties simultaneously by imposing them on a latent space. As a proof of concept, we demonstrate that it can be used to generate drug-like molecules with five target properties. We were also able to adjust a single property without changing the others and to manipulate it beyond the range of the dataset.
Huawei R&D UK（华为英国研发中心）；University College London（伦敦大学学院）
We present a method for conditional sampling for pre-trained normalizing flows when only part of an observation is available. We derive a lower bound to the conditioning variable log-probability using Schur complement properties in the spirit of Gaussian conditional sampling. Our derivation relies on partitioning flow's domain in such a way that the flow restrictions to subdomains remain bijective, which is crucial for the Schur complement application. Simulation from the variational conditional flow then amends to solving an equality constraint. Our contribution is three-fold: a) we provide d…
London School of Economics（伦敦政治经济学院）；JP Morgan Chase & Co.（摩根大通公司）
Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field setting, nor infer the true posterior dimension because of the universal truncation. To overcome these limitations, we propose the conditional and adaptively truncated variational inference method (CATVI) by maximizing the nonparametric evidence lower bound and integrating Monte Carlo into the variational inference framework. CATVI enjoys several advantages over traditional methods, including a smaller divergence be…
Aalto University（阿尔托大学）；University of Helsinki（赫尔辛基大学）；Bayer Pharmaceuticals（拜耳制药）
Conditional variational autoencoders (CVAEs) are versatile deep generative models that extend the standard VAE framework by conditioning the generative model with auxiliary covariates. The original CVAE model assumes that the data samples are independent, whereas more recent conditional VAE models, such as the Gaussian process (GP) prior VAEs, can account for complex correlation structures across all data samples. While several methods have been proposed to learn standard VAEs from partially observed datasets, these methods fall short for conditional VAEs. In this work, we propose a method to …
We present a new data-driven model to reconstruct nonlinear flow from spatially sparse observations. The model is a version of a conditional variational auto-encoder (CVAE), which allows for probabilistic reconstruction and thus uncertainty quantification of the prediction. We show that in our model, conditioning on the measurements from the complete flow data leads to a CVAE where only the decoder depends on the measurements. For this reason we call the model as Semi-Conditional Variational Autoencoder (SCVAE). The method, reconstructions and associated uncertainty estimates are illustrated o…
Alibaba Group（阿里巴巴集团）；Wuhan University（武汉大学）；University of Michigan（密歇根大学）；Amazon（亚马逊）；Tencent AI Lab（腾讯人工智能实验室）
Conditional Text Generation has drawn much attention as a topic of Natural Language Generation (NLG) which provides the possibility for humans to control the properties of generated contents. Current conditional generation models cannot handle emerging conditions due to their joint end-to-end learning fashion. When a new condition added, these techniques require full retraining. In this paper, we present a new framework named Pre-train and Plug-in Variational Auto-Encoder (PPVAE) towards flexible conditional text generation. PPVAE decouples the text generation module from the condition represe…
University of Toronto（多伦多大学）；Vector Institute（向量研究所）；University of Massachusetts（马萨诸塞大学）
Variational Autoencoders (VAEs) are a popular generative model, but one in which conditional inference can be challenging. If the decomposition into query and evidence variables is fixed, conditional VAEs provide an attractive solution. To support arbitrary queries, one is generally reduced to Markov Chain Monte Carlo sampling methods that can suffer from long mixing times. In this paper, we propose an idea we term cross-coding to approximate the distribution over the latent variables after conditioning on an evidence assignment to some subset of the variables. This allows generating query sam…
Microsoft Search, Assistance and Intelligence（微软搜索、辅助与智能部门（Microsoft Search, Assistance and Intelligence））
We consider the problem of diversifying automated reply suggestions for a commercial instant-messaging (IM) system (Skype). Our conversation model is a standard matching based information retrieval architecture, which consists of two parallel encoders to project messages and replies into a common feature representation. During inference, we select replies from a fixed response set using nearest neighbors in the feature space. To diversify responses, we formulate the model as a generative latent variable model with Conditional Variational Auto-Encoder (M-CVAE). We propose a constrained-sampling…
University of Padua（帕多瓦大学）；Fondazione Bruno Kessler（布鲁诺·凯斯勒基金会）
In recent years, deep generative models for graphs have been used to generate new molecules. These models have produced good results, leading to several proposals in the literature. However, these models may have troubles learning some of the complex laws governing the chemical world. In this work, we explore the usage of the histogram of atom valences to drive the generation of molecules in such models. We present Conditional Constrained Graph Variational Autoencoder (CCGVAE), a model that implements this key-idea in a state-of-the-art model, and shows improved results on several evaluation m…
The task of predicting stochastic behaviors of road agents in diverse environments is a challenging problem for autonomous driving. To best understand scene contexts and produce diverse possible future states of the road agents adaptively in different environments, a prediction model should be probabilistic, multi-modal, context-driven, and general. We present Conditionalizing Variational AutoEncoders via Hypernetworks (CVAE-H); a conditional VAE that extensively leverages hypernetwork and performs generative tasks for high-dimensional problems like the prediction task. We first evaluate CVAE-…
European Organization for Nuclear Research (CERN)（欧洲核子研究组织（CERN））；Laboratoire de Recherche en Informatique (LRI)（计算机科学研究实验室（LRI））；Université Paris-Saclay（巴黎萨克雷大学）
Exploiting the rapid advances in probabilistic inference, in particular variational Bayes and variational autoencoders (VAEs), for anomaly detection (AD) tasks remains an open research question. Previous works argued that training VAE models only with inliers is insufficient and the framework should be significantly modified in order to discriminate the anomalous instances. In this work, we exploit the deep conditional variational autoencoder (CVAE) and we define an original loss function together with a metric that targets hierarchically structured data AD. Our motivating application is a rea…
Max Planck Institute for Informatics（马克斯·普朗克信息学研究所）；Bosch Center for Artificial Intelligence（博世人工智能中心）；CISPA Helmholtz Center for Information Security（CISPA亥姆霍兹信息安全中心）
Prediction of future states of the environment and interacting agents is a key competence required for autonomous agents to operate successfully in the real world. Prior work for structured sequence prediction based on latent variable models imposes a uni-modal standard Gaussian prior on the latent variables. This induces a strong model bias which makes it challenging to fully capture the multi-modality of the distribution of the future states. In this work, we introduce Conditional Flow Variational Autoencoders (CF-VAE) using our novel conditional normalizing flow based prior to capture compl…
University at Buffalo（布法罗大学）；JD Finance America Corporation（京东金融美国公司）
We investigate large-scale latent variable models (LVMs) for neural story generation -- an under-explored application for open-domain long text -- with objectives in two threads: generation effectiveness and controllability. LVMs, especially the variational autoencoder (VAE), have achieved both effective and controllable generation through exploiting flexible distributional latent representations. Recently, Transformers and its variants have achieved remarkable effectiveness without explicit latent representation learning, thus lack satisfying controllability in generation. In this paper, we a…
This paper aims to develop an acoustic signal-based unsupervised anomaly detection method for automatic machine monitoring. Existing approaches such as deep autoencoder (DAE), variational autoencoder (VAE), conditional variational autoencoder (CVAE) etc. have limited representation capabilities in the latent space and, hence, poor anomaly detection performance. Different models have to be trained for each different kind of machines to accurately perform the anomaly detection task. To solve this issue, we propose a new method named as hierarchical conditional variational autoencoder (HCVAE). Th…
Transductive methods always outperform inductive methods in few-shot image classification scenarios. However, the existing few-shot methods contain a latent condition: the number of samples in each class is the same, which may be unrealistic. To cope with those cases where the query shots of each class are nonuniform (i.e. nonuniform few-shot learning), we propose a Task-Prior Conditional Variational Auto-Encoder model named TP-VAE, conditioned on support shots and constrained by a task-level prior regularization. Our method obtains high performance in the more challenging nonuniform few-shot …
Skobeltsyn Institute of Nuclear Physics, Lomonosov Moscow State University（罗蒙诺索夫莫斯科国立大学斯科别利岑核物理研究所）；Applied Physics Institute of Irkutsk State University（伊尔库茨克国立大学应用物理研究所）；Lomonosov Moscow State University（罗蒙诺索夫莫斯科国立大学）
High-energy particles hitting the upper atmosphere of the Earth produce extensive air showers that can be detected from the ground level using imaging atmospheric Cherenkov telescopes. The images recorded by Cherenkov telescopes can be analyzed to separate gamma-ray events from the background hadron events. Many of the methods of analysis require simulation of massive amounts of events and the corresponding images by the Monte Carlo method. However, Monte Carlo simulation is computationally expensive. The data simulated by the Monte Carlo method can be augmented by images generated using faste…
We propose a novel amortized variational inference scheme for an empirical Bayes meta-learning model, where model parameters are treated as latent variables. We learn the prior distribution over model parameters conditioned on limited training data using a variational autoencoder approach. Our framework proposes sharing the same amortized inference network between the conditional prior and variational posterior distributions over the model parameters. While the posterior leverages both the labeled support and query data, the conditional prior is based only on the labeled support data. We show …
Kyungpook National University（庆北国立大学）；Electronics and Telecommunications Research Institute（韩国电子通信研究院）
Deep generative models for audio synthesis have recently been significantly improved. However, the task of modeling raw-waveforms remains a difficult problem, especially for audio waveforms and music signals. Recently, the realtime audio variational autoencoder (RAVE) method was developed for high-quality audio waveform synthesis. The RAVE method is based on the variational autoencoder and utilizes the two-stage training strategy. Unfortunately, the RAVE model is limited in reproducing wide-pitch polyphonic music sound. Therefore, to enhance the reconstruction performance, we adopt the pitch a…
Data augmentation methods for Natural Language Processing tasks are explored in recent years, however they are limited and it is hard to capture the diversity on sentence level. Besides, it is not always possible to perform data augmentation on supervised tasks. To address those problems, we propose a neural data augmentation method, which is a combination of Conditional Variational Autoencoder and encoder-decoder Transformer model. While encoding and decoding the input sentence, our model captures the syntactic and semantic representation of the input language with its class condition. Follow…
Generating power system states that have similar distribution and dependency to the historical ones is essential for the tasks of system planning and security assessment, especially when the historical data is insufficient. In this paper, we described a generative model for load profiles of industrial and commercial customers, based on the conditional variational autoencoder (CVAE) neural network architecture, which is challenging due to the highly variable nature of such profiles. Generated contextual load profiles were conditioned on the month of the year and typical power exchange with the …
Computer poetry generation is our first step towards computer writing. Writing must have a theme. The current approaches of using sequence-to-sequence models with attention often produce non-thematic poems. We present a novel conditional variational autoencoder with a hybrid decoder adding the deconvolutional neural networks to the general recurrent neural networks to fully learn topic information via latent variables. This approach significantly improves the relevance of the generated poems by representing each line of the poem not only in a context-sensitive manner but also in a holistic way…
One of the major shortcomings of variational autoencoders is the inability to produce generations from the individual modalities of data originating from mixture distributions. This is primarily due to the use of a simple isotropic Gaussian as the prior for the latent code in the ancestral sampling procedure for the data generations. We propose a novel formulation of variational autoencoders, conditional prior VAE (CP-VAE), which learns to differentiate between the individual mixture components and therefore allows for generations from the distributional data clusters. We assume a two-level ge…
Discrete latent spaces in variational autoencoders have been shown to effectively capture the data distribution for many real-world problems such as natural language understanding, human intent prediction, and visual scene representation. However, discrete latent spaces need to be sufficiently large to capture the complexities of real-world data, rendering downstream tasks computationally challenging. For instance, performing motion planning in a high-dimensional latent representation of the environment could be intractable. We consider the problem of sparsifying the discrete latent space of a…
Lehigh University（利哈伊大学）；University of Illinois at Chicago（伊利诺伊大学芝加哥分校）；NYU Grossman School of Medicine（纽约大学格罗斯曼医学院）
Normative modeling is an emerging and promising approach to effectively study disorder heterogeneity in individual participants. In this study, we propose a novel normative modeling method by combining conditional variational autoencoder with adversarial learning (ACVAE) to identify brain dysfunction in Alzheimer's Disease (AD). Specifically, we first train a conditional VAE on the healthy control (HC) group to create a normative model conditioned on covariates like age, gender and intracranial volume. Then we incorporate an adversarial training process to construct a discriminative feature sp…
Domain adaptation approaches aim to exploit useful information from the source domain where supervised learning examples are easier to obtain to address a learning problem in the target domain where there is no or limited availability of such examples. In classification problems, domain adaptation has been studied under varying supervised, unsupervised and semi-supervised conditions. However, a common situation when the labelled samples are available for a subset of target domain classes has been overlooked. In this paper, we formulate this particular domain adaptation problem within a general…
Predicting Critical Heat Flux with Uncertainty Quantification and Domain Generalization Using Conditional Variational Autoencoders and Deep Neural Networks
The ultimate goal of various fields is to directly generate molecules with desired properties, such as finding water-soluble molecules in drug development and finding molecules suitable for organic light-emitting diode (OLED) or photosensitizers in the field of development of new organic materials. In this respect, this study proposes a molecular graph generative model based on the autoencoder for de novo design. The performance of molecular graph conditional variational autoencoder (MGCVAE) for generating molecules having specific desired properties is investigated by comparing it to molecula…
For planning of power systems and for the calibration of operational tools, it is essential to analyse system performance in a large range of representative scenarios. When the available historical data is limited, generative models are a promising solution, but modelling high-dimensional dependencies is challenging. In this paper, a multivariate load state generating model on the basis of a conditional variational autoencoder (CVAE) neural network is proposed. Going beyond common CVAE implementations, the model includes stochastic variation of output samples under given latent vectors and co-…
Cyprus University of Technology（塞浦路斯理工大学）；National and Kapodistrian University of Athens（雅典大学）；Aalborg University（奥尔堡大学）
Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple immediately preceding frames is unrealistic; more complicated dynamics potentially exist in real world scenarios. This paper revisits conventional sequential modeling approaches, aiming to address the problem of capturing time-varying temporal dependency patterns. To this end, we propose a different formulation of HMMs, whereby the dependence on past frames is dy…
Gradient-free variational learning with conditional mixture networks
VERSES AI Research Lab（VERSES AI研究实验室）；Max Planck Institute of Animal Behavior（马克斯·普朗克动物行为研究所）；Technische Universität Dresden（德累斯顿工业大学）；University of Sussex（萨塞克斯大学）；Duke University（杜克大学）
Massachusetts General Hospital（麻省总医院）；Harvard Medical School（哈佛医学院）；Beth Israel Deaconess Medical Center（贝斯以色列女执事医疗中心）；National University of Singapore（新加坡国立大学）；Johns Hopkins University（约翰斯·霍普金斯大学）
In this work, we propose a domain generalization (DG) approach to learn on several labeled source domains and transfer knowledge to a target domain that is inaccessible in training. Considering the inherent conditional and label shifts, we would expect the alignment of $p(x|y)$ and $p(y)$. However, the widely used domain invariant feature learning (IFL) methods relies on aligning the marginal concept shift w.r.t. $p(x)$, which rests on an unrealistic assumption that $p(y)$ is invariant across domains. We thereby propose a novel variational Bayesian inference framework to enforce the conditiona…
School of Computer Science, The University of Sydney（悉尼大学计算机科学学院）；School of Computer Science, University of Technology Sydney（悉尼科技大学计算机科学学院）
Class imbalance occurs in many real-world applications, including image classification, where the number of images in each class differs significantly. With imbalanced data, the generative adversarial networks (GANs) leans to majority class samples. The two recent methods, Balancing GAN (BAGAN) and improved BAGAN (BAGAN-GP), are proposed as an augmentation tool to handle this problem and restore the balance to the data. The former pre-trains the autoencoder weights in an unsupervised manner. However, it is unstable when the images from different categories have similar features. The latter is …
School of Computer Science, Harbin Institute of Technology Shenzhen（哈尔滨工业大学（深圳）计算机科学与学院）；Qianhai Financial Holdings Co., Ltd.（前海金融控股有限公司）
Automatically generating financial report from a piece of news is quite a challenging task. Apparently, the difficulty of this task lies in the lack of sufficient background knowledge to effectively generate long financial report. To address this issue, this paper proposes the conditional variational autoencoders (CVAE) based approach which distills external knowledge from a corpus of news-report data. Particularly, we choose Bi-GRU as the encoder and decoder component of CVAE, and learn the latent variable distribution from input news. A higher level latent variable distribution is learnt fro…
Gravitational wave (GW) detection is now commonplace and as the sensitivity of the global network of GW detectors improves, we will observe $\mathcal{O}(100)$s of transient GW events per year. The current methods used to estimate their source parameters employ optimally sensitive but computationally costly Bayesian inference approaches where typical analyses have taken between 6 hours and 5 days. For binary neutron star and neutron star black hole systems prompt counterpart electromagnetic (EM) signatures are expected on timescales of 1 second -- 1 minute and the current fastest method for ale…
CyberAgent, Inc.（赛博代理公司）；The University of Tokyo（东京大学）；Temple University（天普大学）
We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in high-dimensional settings. To address this issue, we propose a method that transforms conditional moment restrictions to unconditional moment restrictions through importance weighting, using a conditional density ratio estimator. Using this transformation, we successfully estimate nonparametric functions defined under conditional moment restrictions. Our propo…
University of Tartu（塔尔图大学）；University of Naples Federico II（那不勒斯费德里科二世大学）
Autonomous driving has a natural bi-level structure. The goal of the upper behavioural layer is to provide appropriate lane change, speeding up, and braking decisions to optimize a given driving task. However, this layer can only indirectly influence the driving efficiency through the lower-level trajectory planner, which takes in the behavioural inputs to produce motion commands. Existing sampling-based approaches do not fully exploit the strong coupling between the behavioural and planning layer. On the other hand, end-to-end Reinforcement Learning (RL) can learn a behavioural layer while in…
Human behavior prediction models enable robots to anticipate how humans may react to their actions, and hence are instrumental to devising safe and proactive robot planning algorithms. However, modeling complex interaction dynamics and capturing the possibility of many possible outcomes in such interactive settings is very challenging, which has recently prompted the study of several different approaches. In this work, we provide a self-contained tutorial on a conditional variational autoencoder (CVAE) approach to human behavior prediction which, at its core, can produce a multimodal probabili…
We address the problem of one-to-many mappings in supervised learning, where a single instance has many different solutions of possibly equal cost. The framework of conditional variational autoencoders describes a class of methods to tackle such structured-prediction tasks by means of latent variables. We propose to incentivise informative latent representations for increasing the generalisation capacity of conditional variational autoencoders. To this end, we modify the latent variable model by defining the likelihood as a function of the latent variable only and introduce an expressive multi…
Indian Institute of Technology Kharagpur（印度理工学院卡拉格普尔分校）
With the rapid advancement and increased use of deep learning models in image identification, security becomes a major concern to their deployment in safety-critical systems. Since the accuracy and robustness of deep learning models are primarily attributed from the purity of the training samples, therefore the deep learning architectures are often susceptible to adversarial attacks. Adversarial attacks are often obtained by making subtle perturbations to normal images, which are mostly imperceptible to humans, but can seriously confuse the state-of-the-art machine learning models. What is so …
Diversity plays a vital role in many text generating applications. In recent years, Conditional Variational Auto Encoders (CVAE) have shown promising performances for this task. However, they often encounter the so called KL-Vanishing problem. Previous works mitigated such problem by heuristic methods such as strengthening the encoder or weakening the decoder while optimizing the CVAE objective function. Nevertheless, the optimizing direction of these methods are implicit and it is hard to find an appropriate degree to which these methods should be applied. In this paper, we propose an explici…
In this draft, which reports on work in progress, we 1) adapt the information bottleneck functional by replacing the compression term by class-conditional compression, 2) relax this functional using a variational bound related to class-conditional disentanglement, 3) consider this functional as a training objective for stochastic neural networks, and 4) show that the latent representations are learned such that they can be used in a naive Bayes classifier. We continue by suggesting a series of experiments along the lines of Nonlinear In-formation Bottleneck [Kolchinsky et al., 2018], Deep Vari…
The application of deep learning to generative molecule design has shown early promise for accelerating lead series development. However, questions remain concerning how factors like training, dataset, and seed bias impact the technology's utility to medicine and computational chemists. In this work, we analyze the impact of seed and training bias on the output of an activity-conditioned graph-based variational autoencoder (VAE). Leveraging a massive, labeled dataset corresponding to the dopamine D2 receptor, our graph-based generative model is shown to excel in producing desired conditioned a…
