# Importance weighted autoencoders

The aim of this article are the following:

- revisit VAE,
- obtain a probabilistic understanding of VAEs (“Bayesian”),
- build intuition on what importance sampling is,
- descibe how IWAE builds on both to alleviate limitations of VAE.

## Revisiting the variational autoencoders

Variational autoencoders are a type of neural networks which compresse the distribution of $ p(x) $ into a lower dimensional distribution $ p(z) $.

Neural network compresses the data to a lower dimensional probability density function in order to learn about structure.

Latent space is penalised by KL to have a form specified by or prior (usually N (0, 1))

We so far looked at the VAE as a latent space regulariser, L β-VAE = MSE/NLL + βKL(q(z|x)||p(z)). (1) where we have a reconstruction loss and a β parameter which can be tuned with your own favourite technique: Cross-validation information criterions (AIC,BIC)

his is a recurring theme in Bayesian statistics - it is difficult to learn the posterior distribution and the marginal distribution. p(z|x) = p(x, z) p(x|z)p(z) = R p(x) p(x, z)dz (2) The general reason for this is that we have to integrate highly multidiensional functions, which is often analytically impossible and computationally intractable. Solutions: Markov Chain (Markov Chain Monte Carlo) - slow but exact Variational Inference - faster but inexact

Choose a simpler form of the posterior. This makes marginal (more?) tractable so we can optimise.

Conclusion: ELBO is strict if the variational distribution matches the posterior exactly.