Title: Nonparametric Inference for Auto-Encoding Variational Bayes,
Abstract: We would like to learn latent representations that are low-dimensional and
highly interpretable. A model that has these characteristics is the Gaussian
Process Latent Variable Model. The benefits and negative of the GP-LVM are
complementary to the Variational Autoencoder, the former provides interpretable
low-dimensional latent representations while the latter is able to handle large
amounts of data and can use non-Gaussian likelihoods. Our inspiration for this
paper is to marry these two approaches and reap the benefits of both. In order
to do so we will introduce a novel approximate inference scheme inspired by the
GP-LVM and the VAE. We show experimentally that the approximation allows the
capacity of the generative bottle-neck (Z) of the VAE to be arbitrarily large
without losing a highly interpretable representation, allowing reconstruction
quality to be unlimited by Z at the same time as a low-dimensional space can be
used to perform ancestral sampling from as well as a means to reason about the
embedded data.