Statistical Model Criticism of Variational Auto-Encoders
This addresses the need for better evaluation methods for VAEs in machine learning, though it is incremental as it adapts existing statistical concepts to a specific model type.
The authors tackled the problem of evaluating variational auto-encoders (VAEs) by proposing a statistical model criticism framework, testing it on handwritten digits and English text, and showed it provides more detailed and qualitative model selection beyond existing metrics.
We propose a framework for the statistical evaluation of variational auto-encoders (VAEs) and test two instances of this framework in the context of modelling images of handwritten digits and a corpus of English text. Our take on evaluation is based on the idea of statistical model criticism, popular in Bayesian data analysis, whereby a statistical model is evaluated in terms of its ability to reproduce statistics of an unknown data generating process from which we can obtain samples. A VAE learns not one, but two joint distributions over a shared sample space, each exploiting a choice of factorisation that makes sampling tractable in one of two directions (latent-to-data, data-to-latent). We evaluate samples from these distributions, assessing their (marginal) fit to the observed data and our choice of prior, and we also evaluate samples through a pipeline that connects the two distributions starting from a data sample, assessing whether together they exploit and reveal latent factors of variation that are useful to a practitioner. We show that this methodology offers possibilities for model selection qualitatively beyond intrinsic evaluation metrics and at a finer granularity than commonly used statistics can offer.