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Autoencoders and Probabilistic Inference with Missing Data: An Exact Solution for The Factor Analysis Case
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Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the latent variables given the data variables. However, it is not clear how to handle missing data variables in this network. The factor analysis (FA) model is a basic autoencoder, using linear encoder and decoder networks. We show how to calculate exactly the latent posterior distribution for the factor analysis (FA) model in the presence of missing data, and note that this solution implies that a different encoder network is required for each pattern of missingness. We also discuss various approximations to the exact solution. Experiments compare the effectiveness of various approaches to filling in the missing data.
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Tractable Representation Learning with Probabilistic Circuits
Autoencoding probabilistic circuits train a single probabilistic circuit to jointly model data and explicit embedding variables, enabling end-to-end autoencoding with neural decoders and robust encoding under missing data.
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