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bug fix IWAE: use SGVB1 instead of SGVB2, detach sample weights gradi… #53

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@tongdaxu tongdaxu commented Mar 15, 2022

Hi thanks for this amazing project, I like it.

I find an implementation detail of Importance Weighted Autoencoder concerning:

  • First, it is SGVB 1 (Auto-encoding Variational Bayes Eq 6) should be used instead of SGVB 2 (Auto-encoding Variational Bayes Eq 7, 10) for estimating the evidence lower bound
  • Second, the importance weights should be detached, or the gradient is different from (Importance Weighted Autoencoder Eq 14). To be specific:
    • in EQ 14: grad = \Sum w * \nabla ELBO
    • in current impl, grad = \Sum \nabla (w * ELBO) = \Sum w * \nabla ELBO + \nabla w * EBLO, an extra term is introduced

I made a loosy PR as I do not know how to run this repo properly. I would appreciate any effort to review and correct it.

Thanks

@tongdaxu
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This problem is elaborated in issue: #34.

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