Title
Learning and Inference in Sparse Coding Models With Langevin Dynamics
Abstract
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models—sampling the posterior distribution over latent variables—is proposed to be solved by harnessing natural sources of stochasticity inherent in electronic and neural systems. We demonstrate this idea for a sparse coding model by deriving a continuous-time equation for inferring its latent variables via Langevin dynamics. The model parameters are learned by simultaneously evolving according to another continuous-time equation, thus bypassing the need for digital accumulators or a global clock. Moreover, we show that Langevin dynamics lead to an efficient procedure for sampling from the posterior distribution in the L0 sparse regime, where latent variables are encouraged to be set to zero as opposed to having a small L1 norm. This allows the model to properly incorporate the notion of sparsity rather than having to resort to a relaxed version of sparsity to make optimization tractable. Simulations of the proposed dynamical system on both synthetic and natural image data sets demonstrate that the model is capable of probabilistically correct inference, enabling learning of the dictionary as well as parameters of the prior.
Year
DOI
Venue
2022
10.1162/neco_a_01505
Neural Computation
DocType
Volume
Issue
Journal
34
8
ISSN
Citations 
PageRank 
0899-7667
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Michael Y-S Fang100.34
Mayur Mudigonda200.34
Ryan Zarcone300.34
Amir Khosrowshahi400.34
Bruno A. Olshausen549366.79