Introduction to Generative Modeling

Francois Lanusse @EiffL

Do you know this person?

Probably not, this is a randomly generated person: thispersondoesntexist.com

What is generative modeling?

  • The goal of generative modeling is to learn the distribution     from which the training set                                           is drawn
     
  • Usually, this means building a parametric model     that tries to be close to 
p
X = \{ x_0, x_1, \ldots, x_N \}
p
p_\theta

True 

p

samples 

x \sim p

Model 

p_\theta

Why it isn't that easy

  • The curse of dimensionality put all points far apart in high dimension









     

     
  • Classical methods for estimating probability densities, i.e. Kernel Density Estimation (KDE) start to fail in high dimension because of all the gaps

Distance between pairs of points drawn from a Gaussian distribution

So how do we get to this ?

Hint: Deep Learning is involved...

The Evolution of Deep Generative Models

  • Deep Belief Network
    (Hinton et al. 2006)
     
  • Variational Auto-Encoder
    (Kingma &  Welling 2014)
     
  • Generative Adversarial Network
    (Goodfellow et al. 2014)
     
  • Wasserstein GAN
    (Arjovsky et al. 2017)

A Visual Turing Test

Fake images from a PixelCNN

Real SDSS images

How are these models usefull for physics?

They are data-driven models, can complement physical models

VAE model of galaxy morphology

  • They can learn from real data
  • They can learn from simulations
     
  • They can be orders of magnitude faster than a proper simulation and speed up significantly part of an analysis

Simulation of Dark Matter Maps

  • They can be used alongside physical model to solve diverse problems

Observations

Model convolved with PSF

Model

Residuals

Observed data

Imagined solutions

DGM are a vast domain of research

Grathwohl et al. 2019

  • We will focus on a subset of Latent Variable Models today: GANs and VAEs

Latent Variable Models

  • We model     using a mapping     from a latent distribution to data space.
     
  • To draw a sample from     , follow this recipe:
    • Draw a latent variable z from a known/fixed distribution, e.g. a Gaussian, of low dimension:

       
    • Transform this random variable to the data space using a deep neural network      :

       
  • The goal of the game is to find the parameters    so that    ends up looking realistic.
p_\theta
z \sim \mathcal{N}(0, I)
g_\theta
p_\theta
g_\theta
x = g_\theta(z)
\theta
x
z \sim \mathcal{N}(0, I)
x = g_\theta(z)

Problem: In the data, I only have access to the output     , but how can I train if I never see the input     ????

x
z

Why do we expect this to work? We are saying that the data can actually be represented on the low dimensionality manifold in latent space. 

Part I: Auto-Encoders

The idea of auto-encoding:
Introduce a second network

z

The encoder tries to guess the latent variable     that generates the image

Encoder

Decoder

z
\mathcal{L} = \parallel g_\theta( f_\phi(x) ) - x \parallel_2^2

The benefits of Auto-Encoding

  • Because the code is low-dimensional, it forces the model to compress the information as efficiently as possible in just a few numbers.

    -> A great way to do dimensionality reduction







     

Auto-Encoded MNIST digits in 2d

  • Because they cannot preserve all of the information, they discard "noise", they can be used as denoisers
    -> Denoising Auto-Encoders
  • Because they only know how to reconstruct a specific type of data, they will fail on an example from a different dataset
    -> Anomaly detection

Let's try it out!

  • Guided tutorial on Colab at this link.

Main Takeaway

  • Auto-Encoders can work very well to compress data
     
  • They can't be directly used as generative models because we don't know a priori how the latent space gets distributed

Part II: Variational Auto-Encoders

What is the difference to a normal Auto-Encoder?

  • An Auto-Encoder has only one constraint: Encode and then Decode has best you can:


    -> We never ask it to make sure that the latent variables                    follow a particular distribution.
  • If the latent space has regularity.... it's only by chance
\mathcal{L} = \parallel g_\theta( f_\phi(x) ) - x \parallel_2^2
z= f_\phi(x)
  • A Variational Auto-Encoder tries to make sure that the latent variable follows a desired prior distribution:


    because if we know that the latent space of the auto-encoder is Gaussian distributed, we can sample from it.






     
  • To achieve this, a VAE is trained using the Evidence Lower Bound (ELBO):
     
z \sim \mathcal{N}(0, I)
p_{\theta, \phi}(x) \geq \mathbb{E}_{z \sim q(.|x) }\left[ \log p_\theta(x | z) \right] - D_\mathrm{KL}\left(q_\phi(z | x) \parallel p(z)\right)

Reconstruction Error

Code Regularization

Unpacking the ELBO

p_{\theta, \phi}(x) \geq \mathbb{E}_{z \sim q_\phi(.|x) }\left[ \log p_\theta(x | z) \right] - D_\mathrm{KL}\left(q_\phi(z | x) \parallel p(z)\right)
  • The Likelihood term
    -> Probability  of  image    if     is known.
    • This needs to assume some knowledge of the statistics of the signal x
       
\log p_\theta(x | z)
p_\theta(x |z) = \mathrm{Bernoulli}( x | p=g_\theta(z) )
x
z
p_\theta(x |z) = \mathcal{N}( x | \mu=g_\theta(z); \Sigma=\sigma^2 I )

In this case, this is equivalent to the AE loss if 

\sigma=1
\mathcal{L}_{AE} = \parallel g_\theta( z ) - x \parallel_2^2

Unpacking the ELBO

p_{\theta, \phi}(x) \geq \mathbb{E}_{z \sim q_\phi(.|x) }\left[ \log p_\theta(x | z) \right] - D_\mathrm{KL}\left(q_\phi(z | x) \parallel p(z)\right)
  • The Posterior 
    -> Tries to estimate the probability  of    if image      is known
  • This is what the encoder models.
q_\phi(z | x)
x
z
  • The Kullback-Leibler Divergence

A distance between distributions: the Kullback-Leibler Divergence

Unpacking the ELBO

p_{\theta, \phi}(x) \geq \mathbb{E}_{z \sim q_\phi(.|x) }\left[ \log p_\theta(x | z) \right] - D_\mathrm{KL}\left(q_\phi(z | x) \parallel p(z)\right)

The ELBO is maximal when the input x is close to the output, and the code is close to a Gaussian

Reconstruction Error

Code Regularization

How do we build a network that outputs distributions?

q_\phi(z | x)
import tensorflow as tf
import tensorflow_probability as tfp
tfd = tfp.distributions

# Build model.
model = tf.keras.Sequential([
  tf.keras.layers.Dense(1+1),
  tfp.layers.IndependentNormal(1),
])

# Define the loss function:
negloglik = lambda x, q: - q.log_prob(x)

# Do inference.
model.compile(optimizer='adam', loss=negloglik)
model.fit(x, y, epochs=500)

# Make predictions.
yhat = model(x_tst)

Let's try it out!

  • Guided tutorial on Colab at this link.

Part III: Generative Adversarial Networks

What is a GAN?

  • It is again a Latent Variable Model











 

  • ​Contrary to a VAE, a GAN does not try to bound           or estimate      , instead the parameters are estimated by Adversarial Training.
p_\theta(x)
z \sim \mathcal{N}(0, I)
x = g_\theta(z)
z
x \sim p(x)
x \sim p_\theta(x)
  • The Discriminator is trained to classify between real and fake images

     
  • The Generator is trained to generate images that the discriminator will think are real
\arg\max_{\phi} \log d_\phi(x) + \log(1 - d_\phi(g_\theta(z)))
\arg\min_{\theta} \log(1 - d_\phi(g_\theta(z)))

Traditional GAN (Goodfellow 2014)

Spoiler Alert: GANs are difficult to train

  • In this competition between generator and discriminator, you have to make sure they are of similar strength.
     
  • Typically training is not convergent, the GAN doesn't settle in a solution but is constently shifting. You may get better results in the middle of training than at the end!
     
  • Beware of mode collapse!

BigGAN

VQ-VAE

  • Vanishing gradients far from data distribution

Arjovsky et al. 2017

WGAN-GP: Your Go-To GAN

  • The discriminator/critic is computing a distance between two distributions (of real and fake images), a Wasserstein distance (hence the W).
    -> This requires certain constraints on the critic (that's where the GP comes in).
  • The generator is trying to minimize that distance
  • Training of the WGAN is still efficient even when the two distrtibutions are far apart.

What is this GP-thing?

  • For the derivation of the WGAN to work, it requires a Lipschitz bound on the critic.
    The Gradient Penalty is a way to impose that condition on the critic

How far will this take us?

128x128 images, state of the art in 2017

WGAN-GP

1024x1024, state of the art circa end of 2019

This is extremely  compute expensive and extremely technical

Let's try it out!

  • Guided tutorial on Colab at this link.

Introduction to Generative Modeling

By eiffl

Introduction to Generative Modeling

Slides for ANF Machine Learning

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