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Main Authors: Kim, Juno, Kwon, Jaehyuk, Cho, Mincheol, Lee, Hyunjong, Won, Joong-Ho
Format: Preprint
Published: 2023
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Online Access:https://arxiv.org/abs/2312.01133
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author Kim, Juno
Kwon, Jaehyuk
Cho, Mincheol
Lee, Hyunjong
Won, Joong-Ho
author_facet Kim, Juno
Kwon, Jaehyuk
Cho, Mincheol
Lee, Hyunjong
Won, Joong-Ho
contents The variational autoencoder (VAE) typically employs a standard normal prior as a regularizer for the probabilistic latent encoder. However, the Gaussian tail often decays too quickly to effectively accommodate the encoded points, failing to preserve crucial structures hidden in the data. In this paper, we explore the use of heavy-tailed models to combat over-regularization. Drawing upon insights from information geometry, we propose $t^3$VAE, a modified VAE framework that incorporates Student's t-distributions for the prior, encoder, and decoder. This results in a joint model distribution of a power form which we argue can better fit real-world datasets. We derive a new objective by reformulating the evidence lower bound as joint optimization of KL divergence between two statistical manifolds and replacing with $γ$-power divergence, a natural alternative for power families. $t^3$VAE demonstrates superior generation of low-density regions when trained on heavy-tailed synthetic data. Furthermore, we show that $t^3$VAE significantly outperforms other models on CelebA and imbalanced CIFAR-100 datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2312_01133
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle $t^3$-Variational Autoencoder: Learning Heavy-tailed Data with Student's t and Power Divergence
Kim, Juno
Kwon, Jaehyuk
Cho, Mincheol
Lee, Hyunjong
Won, Joong-Ho
Machine Learning
The variational autoencoder (VAE) typically employs a standard normal prior as a regularizer for the probabilistic latent encoder. However, the Gaussian tail often decays too quickly to effectively accommodate the encoded points, failing to preserve crucial structures hidden in the data. In this paper, we explore the use of heavy-tailed models to combat over-regularization. Drawing upon insights from information geometry, we propose $t^3$VAE, a modified VAE framework that incorporates Student's t-distributions for the prior, encoder, and decoder. This results in a joint model distribution of a power form which we argue can better fit real-world datasets. We derive a new objective by reformulating the evidence lower bound as joint optimization of KL divergence between two statistical manifolds and replacing with $γ$-power divergence, a natural alternative for power families. $t^3$VAE demonstrates superior generation of low-density regions when trained on heavy-tailed synthetic data. Furthermore, we show that $t^3$VAE significantly outperforms other models on CelebA and imbalanced CIFAR-100 datasets.
title $t^3$-Variational Autoencoder: Learning Heavy-tailed Data with Student's t and Power Divergence
topic Machine Learning
url https://arxiv.org/abs/2312.01133