Hyperspherical Variational Auto-Encoders
Tim R. Davidson, Luca Falorsi, Nicola De Cao, Thomas Kipf, Jakub M. Tomczak
TL;DR
This work introduces a hyperspherical latent space for variational auto-encoders by replacing the Gaussian prior and posterior with a von Mises-Fisher distribution, enabling a true uniform prior on the hypersphere. It derives the KL divergence, develops a sampling procedure, and extends the reparameterization trick to rejection-based Sampling for vMF, addressing optimization challenges. Empirically, S-VAE better recovers hyperspherical latent structure in low dimensions, improves unsupervised and semi-supervised MNIST performance, and enhances link prediction in VGAE on several citation networks, with some dataset-dependent results. The study highlights both the benefits and limitations of hyperspherical modeling and points to future work in flexible posteriors, dynamic latent radii, and higher-dimensional scalability.
Abstract
The Variational Auto-Encoder (VAE) is one of the most used unsupervised machine learning models. But although the default choice of a Gaussian distribution for both the prior and posterior represents a mathematically convenient distribution often leading to competitive results, we show that this parameterization fails to model data with a latent hyperspherical structure. To address this issue we propose using a von Mises-Fisher (vMF) distribution instead, leading to a hyperspherical latent space. Through a series of experiments we show how such a hyperspherical VAE, or $\mathcal{S}$-VAE, is more suitable for capturing data with a hyperspherical latent structure, while outperforming a normal, $\mathcal{N}$-VAE, in low dimensions on other data types. Code at http://github.com/nicola-decao/s-vae-tf and https://github.com/nicola-decao/s-vae-pytorch
