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Variational AutoEncoder
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Kazuki Nitta
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Nov. 11, 2016
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Variational AutoEncoder
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Variational AutoEncoderの概要と設計
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Variational AutoEncoder
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5 p(x|y) = p(y|x)p(x) p(y) p(x, y)
= p(y|x)p(x) p(x) = Z p(x, y)dy
6 p(✓|D) = p(D|✓)p(✓) p(D) p(x|D) = X ✓ p(x|✓,
D)p(✓|D)
7
8
9 log p(x) =
+ L = KL(q(z|x)||p(z))L + Eq(z|x)[log p(x|z)] KL(q(z|x)||p(z|x)) log p(x) = log p(x) Z q(z|x)dz = log p(x, z) p(z|x) Z q(z|x)dz = Z q(z|x) log q(z|x) p(z|x) p(x, z) q(z|x) dz = Z q(z|x) log p(z|x) q(z|x) dz + Z q(z|x)log p(x, z) q(z|x) dz = KL(q(z|x)||p(z|x)) + L
10
11
12 p✓(x|z) p✓(x|z) q (z|x) q (z|x)
13 q (z|x) p✓(x|z) L(x;
✓, ) = KL(q (z|x)||p(z)) + Eq (z|x)[log p✓(x|z)]
14 L(x; ✓, )
= KL(q (z|x)||p(z)) + Eq (z|x)[log p✓(x|z)] L(x; ✓, ) = 1 2 dX (1 + log ( 2 d) µ2 d d) + 1 L lX log p✓(x|zl)
15 z ⇠ N(µ,
) z ⇠ N(µ, )
16 ✏ ⇠ N(0,
I) z = µ + ✏
17 q (z|x) p✓(x|z)
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