Reparameterization through Coverings and Topological Weight Priors
Maxim Beketov, Pavel Snopov

TL;DR
This paper introduces a novel reparameterization technique for variational autoencoders that enables latent spaces with complex topologies, demonstrated by constructing a Klein bottle latent space VAE.
Contribution
It generalizes the reparameterization trick to non-trivial topologies using covering maps, allowing analytical KL divergence computation on complex manifolds.
Findings
Successfully constructed a Klein bottle VAE (KleinVAE)
Demonstrated learning on a synthetic dataset with non-trivial topology
Discussed potential applications in Bayesian weight priors for vision models
Abstract
We generalise the reparameterization trick applied in variational autoencoders (VAEs) letting these have latent spaces of non-trivial topology - i.e. that of base manifolds covered with other ones, on which some technique for RT is available. That is possible since covering maps are measurable - moreover, in case of particular measure preservation property holding for the covering, one can establish an inequality on KL-divergence between pushforward (PF) densities on the base latent manifold, making the KL-term of VAE's ELBO analytically tractable, despite the topological non-triviality of the supporting latent manifold. Our development follows a route close but somewhat alternative to reparameterization on Lie groups, the latest proposal for which is to reparameterize PFs of normal densities from the Lie algebra - "through" the exponential map, seen by us as sometimes a particular case…
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