English

tvGP-VAE: Tensor-variate Gaussian Process Prior Variational Autoencoder

Machine Learning 2020-06-09 v1 Machine Learning

Abstract

Variational autoencoders (VAEs) are a powerful class of deep generative latent variable model for unsupervised representation learning on high-dimensional data. To ensure computational tractability, VAEs are often implemented with a univariate standard Gaussian prior and a mean-field Gaussian variational posterior distribution. This results in a vector-valued latent variables that are agnostic to the original data structure which might be highly correlated across and within multiple dimensions. We propose a tensor-variate extension to the VAE framework, the tensor-variate Gaussian process prior variational autoencoder (tvGP-VAE), which replaces the standard univariate Gaussian prior and posterior distributions with tensor-variate Gaussian processes. The tvGP-VAE is able to explicitly model correlation structures via the use of kernel functions over the dimensions of tensor-valued latent variables. Using spatiotemporally correlated image time series as an example, we show that the choice of which correlation structures to explicitly represent in the latent space has a significant impact on model performance in terms of reconstruction.

Keywords

Cite

@article{arxiv.2006.04788,
  title  = {tvGP-VAE: Tensor-variate Gaussian Process Prior Variational Autoencoder},
  author = {Alex Campbell and Pietro Liò},
  journal= {arXiv preprint arXiv:2006.04788},
  year   = {2020}
}

Comments

8 pages, 2 Figures

R2 v1 2026-06-23T16:09:21.579Z