Questions tagged [reparameterization-trick]

For questions related to “reparameterization” trick (that makes Variational Autoencoders (VAE) an eligible candidate for Backpropagation).

The reparameterization trick is a "trick" (really a technique) which became popular around the year 2015. This technique extends backpropogation to layers or features producing random noise. This allows a neural network to shape the output (the hyperparameters, e.g. the mean and standard deviation) of e.g. a Gaussian normal sampler.

Basically, “reparameterization” trick that makes Variational Autoencoders (VAE) an eligible candidate for Backpropagation.

The idea of the reparameterization trick is to take out the random sample node from the backpropagation loop. It achieves this by taking a sample epsilon from a Gaussian distribution and then multiplying this by the result of our standard deviation vector $σ$ and then adding $μ$. The formula for our latent vector is now this: $$z^{(i,l)}=\mu^{(i)}+\sigma^{(i)}\odot\varepsilon_i \\ \varepsilon_i \sim N(0,1)$$ The produced latent vectors will be the same as before, but making this change now allows the gradients to flow back through to the encoder part of the VAE.

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Backpropagate through stochastic node

In's commonly said that in VAE, we use reparameterization trick because "we can't backpropagate through stochastic node" It makes sense from the picture, but I found it hard to understand exactly what it means and why. Let's say X ~ N(u, 1). And we…
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Does a regular parametric surface has a canonical reparametrrization?

Any regular curve may be parametrized by the arc length (the natural parametrization or the unit speed parametrization). But I haven't seen an analogous development for regular parametric surfaces. I hope we can do this at least for orientable…
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How do I reparametrize thresholded Generalized Logistic function to have a parameter for $x$ intercept?

This is the equation of Generalized Logistic function $$y\ =\ \ L\ +\ \frac{\left(H\ -\ L\right)}{C\ +\ Qe^{-b\left(x\ -\ a\right)}}$$ which looks like this: For $L < 0$, I can take the $\max$ of this function with $0$ to get $$y = \max (0, \ \ L\…
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Expressing a curve reparametrization as a diffeomorphism

I have some dynamics given on a manifold $\tilde{N}$ through a vectorfield $\tilde{X}\in\Gamma(T\tilde{N})$ on $\tilde{N}$, namely the dynamics are the flow of $\tilde{X}$. So for instance if $c(t)$ is a curve of my dynamics…
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Reparameterization technique for change of variables in Variational Auto-Encoders

I am not fully clear about the reparameterization trick. The below is from the VAE paper (title: Auto-Encoding Variational Bayes) Let z be a continuous random variable, and $z ∼ q_\phi (z|x)$ be some conditional distribution. It is then often…
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log probability density function under reparametrisation trick

Consider a reparameterised Gaussian function, $x = \mu + \sigma \cdot n$, where $\mu \in \mathbb{R}^D$, $\sigma \in \mathbb{R}^{D \times D}$ and $n \sim \mathcal{N}(0,\mathbb{1})$ is a random vector sampled from the multivariate normal distribution.…
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Tractrix as catenary evolvent

I’m trying to show that the involute of a catenary, calculated to be $$\gamma(t)=(t-\tanh(t),\cosh(t)-\sinh(t)\tanh(t))$$ is a reparametrization of the…
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Compute derivative of an expectation over a reparameterized distribution

If $p_\theta(x)$ can be reparameterized as $p(\epsilon)$, s.t. $x=g(\theta, \epsilon)$, why $\frac{\partial}{\partial \theta} \int f(x) p_{\theta}(x)dx = \int p(\epsilon) \frac{\partial}{\partial x} f(x) \frac{\partial}{\partial \theta} g(\theta,…