This paper explores the use of so-called Monte Carlo objectives for training directed generative models with latent variables. Monte Carlo objectives take the form of the logarithm of a Monte Carlo estimate (i.e. an average over samples) of the marginal probability $P(x)$. One important motivation for using Monte Carlo objectives is that they can be shown (see the Importance Weighted Variational Autoencoder paper \cite{journals/corr/BurdaGS15} and my notes on it) to correspond to bounds on the true likelihood of the model, and one can tighten the bound simply by drawing more samples in the Monte Carlo objective. Currently, the most successful application of Monte Carlo objectives is based on an importance sampling estimate, which involves training a proposal distribution $Q(h|x)$ in addition to the model $P(x,h)$.

This paper considers the problem of training with gradient descent on such objectives, in the context of a model to which the reparametrization trick cannot be used (e.g. for discrete latent variables). They analyze the sources of variance in the estimation of the gradients (see Equation 5) and propose a very simple approach to reducing the variance of a sampling-based estimator of these gradients. 

First, they argue that gradients with respect to the $P(x,h)$ parameters are less susceptible to problems due to high variance gradients.

Second, and most importantly, they derive a multi-sample estimate of the gradient that is meant to reduce the variance of gradients on the proposal distribution parameters $Q(h|x)$. The end result is the gradient estimate of Equations 10-11. It is based on the observation that the first term of the gradient of Equation 5 doesn't distinguish between the contribution of each sampled latent hi. The key contribution is this: they notice that one can incorporate a variance reducing baseline for each sample hi, corresponding to the Monte Carlo estimate of the log-likelihood when removing hi from the estimate (see Equation 10). The authors show that this is a proper baseline, in that using it doesn't introduce a bias in the estimation for the gradients.

Experiments show that this approach yields better performance than training based on Reweighted Wake Sleep \cite{journals/corr/BornscheinB14} or the use of NVIL baselines \cite{conf/icml/MnihG14}, when training sigmoid belief networks as generative models or as structured output prediction (image completion) models on binarized MNIST.

The paper discusses and empirically investigates by empirical testing the effect of "catastrophic forgetting" (**CF**), i.e. the inability of a model to perform a task it was previously trained to perform if retrained to perform a second task. 

An illuminating example is what happens in ML systems with convex objectives: regardless of the initialization (i.e. of what was learnt by doing the first task), the training of the second task will always end in the global minimum, thus totally "forgetting" the first one. 

Neuroscientific evidence (and common sense) suggest that the outcome of the experiment is deeply influenced by the similarity of the tasks involved. Namely, if (i) the two tasks are *functionally identical but input is presented in a different format* or if (ii)  *tasks are similar* and the third case for (iii) *dissimilar tasks*. 

Relevant examples may be provided respectively by (i) performing the same image classification task starting from two different image representations as RGB or HSL, (ii) performing image classification tasks with semantically similar as classifying two similar animals and (iii) performing a text classification followed by image classification. 

The problem is investigated by an empirical study covering two methods of training ("SGD" and "dropout") combined with 4 activations functions (logistic sigmoid, RELU, LWTA, Maxout). A random search is carried out on these parameters. 

From a practitioner's point of view, it is interesting to note that dropout has been set to 0.5 in hidden units and 0.2 in the visible one since this is a reasonably well-known parameter. 

## Why the paper is important
It is apparently the first to provide a systematic empirical analysis of CF. Establishes a framework and baselines to face the problem.

## Key conclusions, takeaways and modelling remarks
* dropout helps in preventing CF
* dropout seems to increase the optimal model size with respect to the model without dropout 
* choice of activation function has a less consistent effect than dropout\no dropout choice
* dissimilar task experiment provides a  notable exception of then dissimilar task experiment
* the previous hypothesis that LWTA activation is particularly resistant to CF is rejected  (even if it performs best in the new task in the dissimilar task pair the behaviour is inconsistent)
* choice of activation function should always be cross-validated
* If computational resources are insufficient for cross-validation the combination dropout + maxout activation function is recommended.

Cheney et al. study the robustness of deep neural networks, especially AlexNet, with regard to randomly dropping or perturbing weights. In particular, the authors consider three types of perturbations: synapse knockouts set random weights to zero, node knockouts set all weights corresponding to a set of neurons to zero, and weight perturbations add random Gaussian noise to the weights of a specific layer. These perturbations are studied on AlexNet, considering the top-5 accuracy on ImageNet; perturbations are considered per layer. For example, Figure 1 (left) shows the influence on accuracy when knocking out synapses. As can be seen, the lower layers, especially the first convolutional layer, are impacted significantly by these perturbations. Similar observations, Figure 1 (right) are made for random perturbations of weights; although the impact is less significant. Especially high-level features, i.e., the corresponding layers, seem to be robust to these kind of perturbations. The authors also provide evidence that these results extend to the top-1 accuracy, as well as other architectures. For VGG, however, the impact is significantly less pronounced which may also be due to the employed dropout layers.

https://i.imgur.com/78T6Gg2.png
Figure 1: Left: Influence of setting weights in the corresponding layers to zero. Right: Influence of randomly perturbing weights of specific layers. Experiments are on ImageNet using AlexNet.

Also find this summary at [davidstutz.de](https://davidstutz.de/category/reading/).

Ilyas et al. present a follow-up work to their paper on the trade-off between accuracy and robustness. Specifically, given a feature $f(x)$ computed from input $x$, the feature is considered predictive if

$\mathbb{E}_{(x,y) \sim \mathcal{D}}[y f(x)] \geq \rho$;

similarly, a predictive feature is robust if

$\mathbb{E}_{(x,y) \sim \mathcal{D}}\left[\inf_{\delta \in \Delta(x)} yf(x + \delta)\right] \geq \gamma$.

This means, a feature is considered robust if the worst-case correlation with the label exceeds some threshold $\gamma$; here the worst-case is considered within a pre-defined set of allowed perturbations $\Delta(x)$ relative to the input $x$. Obviously, there also exist predictive features, which are however not robust according to the above definition. In the paper, Ilyas et al. present two simple algorithms for obtaining adapted datasets which contain only robust or only non-robust features. The main idea of these algorithms is that an adversarially trained model only utilizes robust features, while a standard model utilizes both robust and non-robust features. Based on these datasets, they show that non-robust, predictive features are sufficient to obtain high accuracy; similarly training a normal model on a robust dataset also leads to reasonable accuracy but also increases robustness. Experiments were done on Cifar10. These observations are supported by a theoretical toy dataset consisting of two overlapping Gaussians; I refer to the paper for details.

Also find this summary at [davidstutz.de](https://davidstutz.de/category/reading/).

In this tutorial paper, Carl E. Rasmussen gives an introduction to Gaussian Process Regression focusing on the definition, the hyperparameter learning and future research directions.

A Gaussian Process is completely defined by its mean function $m(\pmb{x})$ and its covariance function (kernel) $k(\pmb{x},\pmb{x}')$. The mean function $m(\pmb{x})$ corresponds to the mean vector $\pmb{\mu}$ of a Gaussian distribution whereas the covariance function $k(\pmb{x}, \pmb{x}')$ corresponds to the covariance matrix $\pmb{\Sigma}$. Thus, a Gaussian Process $f \sim \mathcal{GP}\left(m(\pmb{x}), k(\pmb{x}, \pmb{x}')\right)$ is a generalization of a Gaussian distribution over vectors to a distribution over functions. A random function vector $\pmb{\mathrm{f}}$ can be generated by a Gaussian Process through the following procedure:

1. Compute the components $\mu_i$ of the mean vector $\pmb{\mu}$ for each input $\pmb{x}_i$ using the mean function $m(\pmb{x})$
2. Compute the components $\Sigma_{ij}$ of the covariance matrix $\pmb{\Sigma}$ using the covariance function $k(\pmb{x}, \pmb{x}')$
3. A function vector $\pmb{\mathrm{f}} = [f(\pmb{x}_1), \dots, f(\pmb{x}_n)]^T$ can be drawn from the Gaussian distribution $\pmb{\mathrm{f}} \sim \mathcal{N}\left(\pmb{\mu}, \pmb{\Sigma} \right)$

Applying this procedure to regression, means that the resulting function vector $\pmb{\mathrm{f}}$ shall be drawn in a way that a function vector $\pmb{\mathrm{f}}$ is rejected if it does not comply with the training data $\mathcal{D}$. This is achieved by conditioning the distribution on the training data $\mathcal{D}$ yielding the posterior Gaussian Process $f \rvert \mathcal{D} \sim \mathcal{GP}(m_D(\pmb{x}), k_D(\pmb{x},\pmb{x}'))$ for noise-free observations with the posterior mean function $m_D(\pmb{x}) = m(\pmb{x}) + \pmb{\Sigma}(\pmb{X},\pmb{x})^T \pmb{\Sigma}^{-1}(\pmb{\mathrm{f}} - \pmb{\mathrm{m}})$  and the posterior covariance function $k_D(\pmb{x},\pmb{x}')=k(\pmb{x},\pmb{x}') - \pmb{\Sigma}(\pmb{X}, \pmb{x}')$ with $\pmb{\Sigma}(\pmb{X},\pmb{x})$ being a vector of covariances between every training case of $\pmb{X}$ and $\pmb{x}$.

Noisy observations $y(\pmb{x}) = f(\pmb{x}) + \epsilon$ with $\epsilon \sim \mathcal{N}(0,\sigma_n^2)$ can be taken into account with a second Gaussian Process with mean $m$ and covariance function $k$ resulting in $f \sim \mathcal{GP}(m,k)$ and $y \sim \mathcal{GP}(m, k + \sigma_n^2\delta_{ii'})$. The figure illustrates the cases of noisy observations (variance at training points) and of noise-free observationshttps://i.imgur.com/BWvsB7T.png (no variance at training points).

In the Machine Learning perspective, the mean and the covariance function are parametrised by hyperparameters and provide thus a way to include prior knowledge e.g. knowing that the mean function is a second order polynomial. To find the optimal hyperparameters $\pmb{\theta}$, 

1. determine the log marginal likelihood $L= \mathrm{log}(p(\pmb{y} \rvert \pmb{x}, \pmb{\theta}))$,
2. take the first partial derivatives of $L$ w.r.t. the hyperparameters, and
3. apply an optimization algorithm.

It should be noted that a regularization term is not necessary for the log marginal likelihood $L$ because it already contains a complexity penalty term. Also, the tradeoff between data-fit and penalty is performed automatically.

Gaussian Processes provide a very flexible way for finding a suitable regression model. However, they require the high computational complexity $\mathcal{O}(n^3)$ due to the inversion of the covariance matrix. In addition, the generalization of Gaussian Processes to non-Gaussian likelihoods remains complicated.