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Unbiased Implicit Variational Inference (UIVI) We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a hierarchical manner using a simple reparameterizable distribution whose variational parameters are defined by arbitrarily flexible deep neural networks. Unlike previous works, UIVI directly optimizes the evidence lower bound (ELBO) rather than an approximation to the ELBO. We demonstrate UIVI on several models, including Bayesian multinomial logistic regression and variational autoencoders, and show that UIVI achieves both tighter ELBO and better predictive performance than existing approaches at a similar computational cost. …

Safe Policy-Model Iteration (SPMI) In many real-world problems, there is the possibility to configure, to a limited extent, some environmental parameters to improve the performance of a learning agent. In this paper, we propose a novel framework, Configurable Markov Decision Processes (Conf-MDPs), to model this new type of interaction with the environment. Furthermore, we provide a new learning algorithm, Safe Policy-Model Iteration (SPMI), to jointly and adaptively optimize the policy and the environment configuration. After having introduced our approach and derived some theoretical results, we present the experimental evaluation in two explicative problems to show the benefits of the environment configurability on the performance of the learned policy. …

Professor Forcing The Teacher Forcing algorithm trains recurrent networks by supplying observed sequence values as inputs during training and using the network’s own one-step-ahead predictions to do multi-step sampling. We introduce the Professor Forcing algorithm, which uses adversarial domain adaptation to encourage the dynamics of the recurrent network to be the same when training the network and when sampling from the network over multiple time steps. We apply Professor Forcing to language modeling, vocal synthesis on raw waveforms, handwriting generation, and image generation. Empirically we find that Professor Forcing acts as a regularizer, improving test likelihood on character level Penn Treebank and sequential MNIST. We also find that the model qualitatively improves samples, especially when sampling for a large number of time steps. This is supported by human evaluation of sample quality. Trade-offs between Professor Forcing and Scheduled Sampling are discussed. We produce T-SNEs showing that Professor Forcing successfully makes the dynamics of the network during training and sampling more similar. …

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