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Paradoxically, a Variational Autoencoder (VAE) could be pushed in two opposite directions, utilizing powerful decoder model for generating realistic images but collapsing the learned representation, or increasing regularization coefficient…
Data-driven fault diagnostics of safety-critical systems often faces the challenge of a complete lack of labeled data associated with faulty system conditions (i.e., fault types) at training time. Since an unknown number and nature of fault…
In this paper we introduce a recurrent neural network (RNN) based variational autoencoder (VAE) model with a new constrained loss function that can generate more meaningful electroencephalography (EEG) features from raw EEG features to…
Optimization of rotating electrical machines is both time- and computationally expensive. Because of the different parametrization, design optimization is commonly executed separately for each machine technology. In this paper, we present…
We propose a family of novel hierarchical Bayesian deep auto-encoder models capable of identifying disentangled factors of variability in data. While many recent attempts at factor disentanglement have focused on sophisticated learning…
Many economic variables feature changes in their conditional mean and volatility, and Time Varying Vector Autoregressive Models are often used to handle such complexity in the data. Unfortunately, when the number of series grows, they…
This paper introduces a dynamic minimum variance portfolio (MVP) model using nonlinear volatility dynamic models, based on high-frequency financial data. Specifically, we impose an autoregressive dynamic structure on MVP processes, which…
This paper proposes a variational Bayes algorithm for computationally efficient posterior and predictive inference in time-varying parameter (TVP) models. Within this context we specify a new dynamic variable/model selection strategy for…
Variational AutoEncoder (VAE) has been extended as a representative nonlinear method for collaborative filtering. However, the bottleneck of VAE lies in the softmax computation over all items, such that it takes linear costs in the number…
Learning disentanglement aims at finding a low dimensional representation which consists of multiple explanatory and generative factors of the observational data. The framework of variational autoencoder (VAE) is commonly used to…
Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…
Deep hierarchical variational autoencoders (VAEs) are powerful latent variable generative models. In this paper, we introduce Hierarchical VAE with Diffusion-based Variational Mixture of the Posterior Prior (VampPrior). We apply…
Recurrent Neural Networks (RNN) received a vast amount of attention last decade. Recently, the architectures of Recurrent AutoEncoders (RAE) found many applications in practice. RAE can extract the semantically valuable information, called…
Reinforcement learning (RL) in non-stationary environments is challenging, as changing dynamics and rewards quickly make past experiences outdated. Traditional experience replay (ER) methods, especially those using TD-error prioritization,…
Active investing aims to construct a portfolio of assets that are believed to be relatively profitable in the markets, with one popular method being to construct a portfolio via factor-based strategies. In recent years, there have been…
Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data collected in previous iterations to accelerate policy optimization. Classical experience replay treats all past observations uniformly…
This paper introduces the Descriptive Variational Autoencoder (DVAE), an unsupervised and end-to-end trainable neural network for predicting vehicle trajectories that provides partial interpretability. The novel approach is based on the…
We present a simple yet effective generative model for time series, based on a Recurrent Variational Autoencoder that we refer to as AEQ-RVAE-ST. Recurrent layers often struggle with unstable optimization and poor convergence when modeling…
This paper reviews the novel concept of controllable variational autoencoder (ControlVAE), discusses its parameter tuning to meet application needs, derives its key analytic properties, and offers useful extensions and applications.…
We propose a robust variational autoencoder with $\beta$ divergence for tabular data (RTVAE) with mixed categorical and continuous features. Variational autoencoders (VAE) and their variations are popular frameworks for anomaly detection…