# Inference network: RNNs vs NNets

The standard variational autoencoder [1] uses neural networks to approximate the true posterior distribution by mapping an input to mean and variance of a standard Gaussian distribution. A simple modification is to replace the inference network from neural nets to RNN. That what exactly this paper present [2].

Intuitively, the RNN will work on the dataset that each consecutive features are highly correlated. It means that for the public dataset such as MNIST, RNN should have no problem approximate posterior distribution of any MNIST digit.

I started with a classical VAE. First, I trained VAE on MNIST dataset, with the hidden units of 500 for both encoders and decoders. I set the latent dimension to 2 so that I can quickly visualize on 2D plot.

2D embedding using Neural Nets (2-layers) as inference network

Some digits are clustered together but some are mixed together because VAE does not know the label of the digits. Thus, it will still put similar digits nearby, aka digit 7’s are right next to digit 9’s. Many digit 3 and 2 are mixed together. To have a better separation between each digit classes, the label information shall be utilized. In fact, our recent publication to SIGIR’2017 utilizes the label information in order to cluster similar documents together.

But come back to our original research question. Is RNN really going to improve the quality of the embedding vectors?

2D embedding using LSTM as inference network

The above 2D plot shows that using LSTM as an inference network has a slightly different embedding space.

2D embedding vectors of randomly chosen MNIST digits using GRU as inference network

LSTM and GRU also generate slightly different embedding vectors. The recurrent model tends to spread out each digit class. For example, digit 6’s (orange) are spread out. All models mixed digit 4 and 9 together. We should know that mixing digits together might not be a bad thing because some writing digit 4 are very similar to 9. This probably indicates that the recurrent model can capture more subtle similarity between digits.

Now, we will see if RNN model might generate better-looking digits than a standard model.

GRU

LSTM

neural nets

It is difficult to tell which models are better. In term of training time, neural nets are the fastest, and LSTM is the slowest. It could be that we have not utilize the strength of RNN yet. Since we are working on MNIST dataset, it might be easy for a traditional model (Neural nets) to perform well. What if we train the model on text datasets such as Newsgroup20? Intuitively, RNN should be able to capture the sequential information. We might get a better embedding space, maybe? Next time we will investigate further on text dataset.

References:

[1] Kingma, Diederik P., and Max Welling. “Auto-encoding variational bayes.” arXiv preprint arXiv:1312.6114 (2013).

[2] Fabius, Otto, and Joost R. van Amersfoort. “Variational recurrent auto-encoders.” arXiv preprint arXiv:1412.6581 (2014).

# Recurrent Recommender Networks (WSDM’17)

The motivation of this work is to tackle the collaborative filtering problem in the realistic setting. The classical collaborative filtering models interpolate rating based on the past and future rating. But in a real-world situation, there are no future rating scores. Therefore, to be able to extrapolate or predict the future rating is more practical.

One important argument that explains why many CF models had performed well on the Netflix dataset is due to the mixing distribution of training and testing data. The models were fed with future ratings; hence, it is easy to predict a user rating.

Therefore, modeling the temporal and causal aspects of the rating data are the main goal of this work. They gave an example of the movie ‘Plan 9’ which initially was reviewed as a bad film but became very popular later. Another observation is that some movies are more popular during the Christmas and summer. It is also valid to assume that a user preference will change over time as they grow up their taste of films will change.

With all these motivations and observations, they propose to use RNN to model user and movie dynamics over time and hope that RNN will capture both exogenous and endogenous dynamics. The key ingredient of their models is to incorporate a wall clock (time index) as part of the sample features. Here is how each training sample looks like:

$s_t = [x_t, 1_{\text{newbie}}, \tau_t, \tau_{t-1}]$

$x_t$ is a vector of user rating up to time t.  $x_{jt} = k$ represents this user has rated movie j at time t with a rating of k. $x_{jt} = 0$ when this user did not rate the movie j.$1_{\text{newbie}}$ seems to be an indicator if a user has no previous rating – a new user. The next two parameters are important because the RNN will use time index to handle no-rating steps.

Another important component is a projecting function of s_t to an embedding space and feeds the embedding vector to an LSTM unit. Adding a linear transformation can be viewed as converting raw data into more abstract representation. This also implies that this model does not feed user ratings to an LSTM unit directly. The LSTM is used to model user and movie dynamics. We can look the trained LSTM as a function that model these dynamics. The authors trained two RNN models: one for users and another for movies.

Finally, at each time step, the model predicts a rating as follows:

$\hat{r} = f(u_{it}, m_{jt}, u_i, m_j) = <\tilde u_{it}, \tilde m_{jt}> + $

This equation extends a standard matrix factorization with dynamic states $\tilde u_{it}, \tilde m_{jt}$. It means that at each time step, this model will solve a matrix factorization based on the rating up to time t.

To train this model requires an alternate training since we can’t train user and movie simultaneously. Otherwise, there will be too many RNN for all movies. Thus, the author fixes the movie dynamic function, and train user dynamic function. Then, fix the user dynamic function and train movie dynamic function alternately. Training the model this way will be more scalable.

The experimental results show that this model (RRN) beats TimeSVD++, AutoRec, and PMF. Further, this model can capture many external factors such as rating scale changes in Netflix dataset, external factor such as Oscar or Golden Globe awards, and internal factor such as season change.

My 2-cent, I like this paper because the motivation is well written and I can see the benefit of modeling the dynamic systems in user and movie. I am surprised that there are not many related works that attempt to solve extrapolating problem.

# A Recurrent Latent Variable Model for Sequential Data (NIPS’15)

This paper presents a sequential model that is incorporating uncertainty to better model variability that arises from the data itself.

The motivation comes from the fact that data itself especially speech signal has a high variability that does not come from the noise alone. The complex relationship between observed data and an underlying factor of the variability cannot be modeled by the basic RNN alone. For example, vocal quality of the speaker affects the wave audio even though the speaker says the same word.

In a classical RNN, the state transition $h_t = f_{\theta}(x_t, h_{t-1})$ is a deterministic function and typically $f_{\theta}$ is either LSTM or GRU. RNN models the joint probability of the entire sequence$p(x_1, x_2, \cdot, x_T) = \prod_{t=1}^T p(x_t | x_{ where$g_{\tau}$ is an output function that maps hidden state to the probility distribution of the output. The choice of$g_{\tau}$ depends on the problem. Typically, function g has 2 parts: (1) parameter generator,$\phi_t = \varphi_{\tau}(h_{t-1})$ and (2) density function: $P_{\phi_t}(x_t | x_{. We can also make function g as a GMM; hence, function $\phi_t$ will generate a mixture coefficient parameters.

The source of variability in RNN comes from the output function g alone. This can be problematic in speech signal because RNN must map many variants of input wave to a potentially large variation of the hidden state$h_t$. The limitation of RNN motivates the author to introduce uncertainty into RNN.

In order to turn RNN to an un-deterministic model, the author assumes that each data point $x_t$ has a latent variable $z_t$ where the latent variable is drawn from a standard Gaussian distribution initially. The generative process is as follows:

• For each step t to T
• Compute prior parameters:$[\mu_{0,t}, \text{diag}(\sigma_{0,t})] = \phi_{\tau}^{\text{prior}}(h_{t-1})$
• Draw a prior:$z_t \sim N(\mu_{0,t}, \text{diag}(\sigma_{0,t}^2))$
• Compute likelihood parameters:$[\mu_{x,t},\sigma_{x,t}] = \phi_{\tau}^{\text{dec}}(\phi_{\tau}^z(z_t), h_{t-1})$
• Draw a sample:$x_t | z_t \sim N(\mu_{x,t}, \text{diag}(\sigma_{x,t}^2))$
• Compute a hidden state:$h_t = f_{\theta}(\phi_{\tau}^x(x_t), \phi_{\tau}^z(z_t), h_{t-1})$

The state transition function is now an un-deterministic function because $z_t$ is a random variable. Also, the hidden state $h_t$ depends on  $x_{, therefore, we can replace $h_t$ with:

• $z_t \sim p(z_t | x_{
• $x_t|z_t \sim p(x_t | z_{\le t}, x_{\le t})$

Thus, the joint distribution becomes:

$p(x_{\le T}, z_{\le T}) = \prod_{t=1}^T p(x_t|z_{\le t}, x_{

The objective function is to maximize the log-likelihood of the input sequence:$p(x_{\le T}) = \int_z p(x_{\le T}, z_{\le T}) dz$. By assuming the approximate posterior distribution $q(z_{\le T} | x_{\le T}) = \prod_{t=1}^T q(z_t | x_{\le t}, z_{ is factorizable, the ELBO is:

$E_{q(z_{\le T}|x_{\le T})}\big[ \sum_{t=1}^T \log p(x_t|z_{\le t},x_{

The ELBO can be trained efficiently through variational autoencoder framework. In fact, this model is a sequential version of the classical variational autoencoder.

References:

Chung, Junyoung, et al. “A recurrent latent variable model for sequential data.” Advances in neural information processing systems. 2015.

# TopicRNN : A Recurrent Neural Network with Long-Range Semantic Dependency

This paper presents a RNN-based language model that is designed to capture a long-range semantic dependency. The proposed model is a simple and elegant, and yields sensible topics.

The key insight of this work is the difference between semantic and syntax. Semantic is relating to an over structure and information of the given context. If we are given a document, its semantic is a theme or topic. Semantic is meant to capture a global meaning of the context. We need to see enough words to understand its semantic.

In contrast, a syntax is dealt with local information. The likelihood of the current word heavily depends on the preceding words. This local information depends on the word ordering whereas the global information does not depend on word ordering.

This paper points out the weakness in probabilistic topic models such as LDA such as its lack of word ordering, its poor performance on word prediction. If we use bigram or trigram then these higher order models become intractable. Furthermore, LDA does not model stopwords very well because LDA is based on word co-occurrence. Stopwords tend to appear everywhere because stopwords do not carry semantic information but it acts as a filler to make the language more readable. Thus, when training LDA, the stopwords are usually discarded during the preprocessing.

RNN-based language models attempt to capture sequential information. It models a word joint distribution as $P(y_1, y_2, \cdots, y_T) = P(y_1) \prod_{t=2}^T p(y_t | y_{1:t-1})$. The Markov assumption is necessary to keep the inference tractable. The shortcoming is the limitation of the context windows. The higher order Markov assumption makes an inferencing becomes more difficult.

The neural network language model avoids Markov assumption by modeling a conditional probability $P(y_t | y_{1:t-1}) = p(y_t|h_t)$ where $h_t = f(h_{t-1}, x_t)$. Basically, $h_t$ is a summarization of the preceding words and it uses this information to predict the current word. The RNN-based language model works pretty well but it has difficulty with long-range dependency due to the difficulty in optimization and overfitting.

Combining the advantage from both topic modeling and RNN-based is the contribution of this paper. The topic model will be used as a bias to the learned word conditional probability. They chose to make the topic vector as a bias because they don’t want to mix it up with the hidden state of RNN that includes stopwords.

The model has a binary switch variable. When it encounters a stopword, the switch is off and disable a topic vector. The switch is on otherwise. The word probability is defined as follows:

$p(y_t = i | h_t, \theta, l_t, B) \propto \exp ( v_t^T h_t + (1 - l_t)b_i^T \theta)$

The switch variable, $l_t$ turn on and off the topic vector $\theta$.

This model is end-to-end network, meaning that it will jointly learn topic vectors and local state from RNN. The topic vector is coupled with RNN’s state so the local dynmic from word sequence will influence the topic vector and wise verse.

RNN can be replaced with GRU or LSTM. The paper shows that using GRU yields the best perplexity on Penn Treebank (PTB) dataset. The learned representation can be used to as a feature for many tasks including sentiment analysis where we want to classify positive and negative reviews on IMDB dataset.

I found this model is simple and elegantly combine VAE with RNN. The motivation is clear and we can see why using contextual information learned from VAE will improve the quality of the representation.

reference:

https://arxiv.org/abs/1611.01702 (ICLR 2017 – Poster)