stat.MLAug 19, 2026

Theoretical Study on the Evidential Learning-based Variational Autoencoder

Authors: Ge Wang

Organizations: Rensselaer Polytechnic Institute, Troy, New York, USA

Abstract

A normal--inverse-gamma (NIG) latent hierarchy has four parameters, but its induced latent law does not identify all four. For σ2∼InvGamma(α,β)σ^2\sim\mathrm{InvGamma}(α,β), μ∣σ2∼N(γ,σ2/ν)μ\midσ^2\sim\mathcal{N}(γ,σ^2/ν), and z∣μ,σ2∼N(μ,σ2)z\midμ,σ^2\sim\mathcal{N}(μ,σ^2), the marginal law of zz depends on (ν,β)(ν,β) only through c=β(1+1/ν)c=β(1+1/ν). Hence the reconstruction-visible parameter space is the three-dimensional quotient (γ,α,c)(γ,α,c), with a one-dimensional fiber degree of freedom. For a fixed hierarchical variational objective, exact partial minimization of the forward KL divergence to a complete NIG prior selects a unique prior-relative representative on each fiber, yielding an exact three-coordinate reduction with the same optimum as the four-coordinate objective. Writing ρ0=2β0/ν0ρ_0=2β_0/ν_0 and T=c/{α[(γ−γ0)2+ρ0]}T=c/\{α[(γ-γ_0)^2+ρ_0]\}, we show that inverse canonical allocation 1/νcan1/ν_{\rm can} is an explicit strictly increasing function of TT. For α>1α>1, the ratio uepi/uvar=1/νcanu_{\rm epi}/u_{\rm var}=1/ν_{\rm can} is therefore determined by the quotient state and prior; for rank-only use under a common calibration, TT contains the same coordinatewise ordinal information. The residual prior gauge is characterized rather than eliminated: (γ0,ρ0)(γ_0,ρ_0) govern ordinal dependence, while (ν0,α0)(ν_0,α_0) determine numerical calibration and the analytic ceiling of 1/νcan1/ν_{\rm can}.

Explore similar work

Mar 29, 2026

Variational Learning of Fractional Posteriors

We introduce a novel one-parameter variational objective that lower bounds the data evidence and enables the estimation of approximate fractional posteriors. We extend this framework to hierarchical construction and Bayes posteriors, offering a versatile tool for probabilistic modelling. We demonstrate two cases where gradients can be obtained analytically and a simulation study on mixture models showing that our fractional posteriors can be used to achieve better calibration compared to posteriors from the conventional variational bound. When applied to variational autoencoders (VAEs), our approach attains higher evidence bounds and enables learning of high-performing approximate Bayes posteriors jointly with fractional posteriors. We show that VAEs trained with fractional posteriors produce decoders that are better aligned for generation from the prior.
Oct 18, 2024

Predictive variational inference: Learn the predictively optimal posterior distribution

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference (PVI): a general inference framework that seeks and samples from an optimal posterior density such that the resulting posterior predictive distribution is as close to the true data generating process as possible, while this closeness is measured by multiple scoring rules. By optimizing the objective, the predictive variational inference is generally not the same as, or even attempting to approximate, the Bayesian posterior, even asymptotically. Rather, we interpret it as implicit hierarchical expansion. Further, the learned posterior uncertainty detects heterogeneity of parameters among the population, enabling automatic model diagnosis. This framework applies to both likelihood-exact and likelihood-free models. We demonstrate its application in real data examples.
Jul 6, 2026

λ\mathbfλ-VAE: Variance Equalization for Posterior Collapse

Variational Autoencoders (VAEs) frequently suffer from posterior collapse, a failure mode in which the approximate posterior converges to the prior, rendering the latent code uninformative. Despite extensive research, a unified account of why collapse occurs has remained an open question. We identify and formalize two logically independent but coupled causes. Gradient imbalance occurs when the decoder's reconstruction signal vanishes faster than the KL\mathbb{KL} regularization pressure as the posterior widens. Information gap occurs when the stochastic sampling step discards a substantial fraction of the encoder's computed representation, attenuating decoder sensitivity and making collapse inexpensive. Both causes share the same collapse trajectory, and we show that the information gap is algebraically equivalent to mismatch between the aggregate posterior and the prior, unifying two pathologies. Subsequently, we introduce λλ-VAE, which resolves both causes through a single modification to the reparameterization step: the sampling noise is scaled by per-dimension exponent, while the KL\mathbb{KL} penalty retains the original posterior variance. This asymmetry shifts the stable training attractor away from the degenerate collapsed state, driving all latent dimensions toward the same equilibrium -- a mechanism we term variance equalization. A closed-form optimal exponent per dimension follows from a net information gain objective, with a single hyperparameter controlling the reconstruction-generation tradeoff. We validate on standard benchmarks (Binary MNIST, Binary Omniglot, CIFAR-10, CelebA-64), showing consistent reductions in collapsed dimensions, information capacity gains of up to 2.8×2.8\times nats, and reconstruction quality improvements of up to +0.33+0.33 BPD.