Probabilistic Models: An Advanced Perspective

Probabilistic models form the bedrock of many machine learning techniques, especially in the generative domain. While you might be familiar with their basic forms, this section reframes them from a perspective suited to understanding advanced generative models like Variational Autoencoders (VAEs). Our primary aim here is to appreciate how these models attempt to describe the very essence of data: its underlying probability distribution.

The Core Idea: Modeling Uncertainty

At its heart, a probabilistic model is a mathematical construct that defines a probability distribution over a set of possible outcomes. For a dataset $X = \{x_1, x_2, ..., x_N\}$, where each $x_i$ is a data point (e.g., an image, a sentence), a probabilistic model aims to describe $P(X)$. More commonly, assuming data points are independent and identically distributed (i.i.d.), we focus on modeling $P(x)$, the probability distribution of a single data point.

The strength of this approach lies in its ability to quantify uncertainty. Instead of predicting a single, deterministic output, probabilistic models can provide a range of possibilities and their associated likelihoods. This is fundamental for generation, as we want to synthesize new data that looks like it came from the original data distribution.

Generative vs. Discriminative Models: A Quick Refresher

Machine learning models are often broadly categorized into two types: discriminative and generative.

• Discriminative models learn to predict a label or output $y$ given an input $x$. They model the conditional probability $P(y|x)$. Examples include logistic regression and support vector machines.
• Generative models, on the other hand, aim to learn the joint distribution $P(x,y)$ or, if there are no explicit labels, the distribution of the data itself, $P(x)$. From $P(x,y)$, one can derive $P(y|x)$ for prediction, but the reverse is not true for discriminative models. More importantly for us, by learning $P(x)$, generative models can create new data samples by drawing from this learned distribution.

VAEs are firmly in the generative camp. Their primary objective is to learn a model $P_{model}(x)$ that approximates the true, unknown data distribution $P_{data}(x)$.

A diagram illustrating the primary functions of generative and discriminative models. Generative models learn the underlying data distribution, enabling the generation of new samples.

Explicit vs. Implicit Density Models

An "advanced perspective" on probabilistic models involves looking deeper into how they represent $P(x)$. We can broadly categorize them:

1. Explicit Density Models: These models define an explicit formula for $P_{model}(x; \theta)$, where $\theta$ represents the model parameters. We can directly evaluate the likelihood of any given data point $x$.

   • Tractable Explicit Models: For some explicit models, $P_{model}(x; \theta)$ can be easily computed. Examples include simple distributions like Gaussians, or more complex ones like Normalizing Flows (which we'll touch upon later in the course).
   • Intractable Explicit Models: Many sophisticated explicit models define a $P_{model}(x; \theta)$ that is hard to compute directly. This intractability often arises from marginalizing over latent variables, as in $P(x; \theta) = \int P(x, z; \theta) dz$. VAEs fall into this category, and the intractability of $P(x)$ (the evidence) is a central motivation for variational inference.

2. Implicit Density Models: These models do not define an explicit density function. Instead, they provide a mechanism to sample from $P_{model}(x; \theta)$ without explicitly writing down the density. Generative Adversarial Networks (GANs) are a prime example.

VAEs, being explicit (though intractable) density models, offer the benefit of being able to approximate the likelihood of observed data, which is a property not directly available in many implicit models.

The Learning Objective: Maximum Likelihood Estimation

A common principle for training probabilistic models is Maximum Likelihood Estimation (MLE). Given a dataset $X = \{x_1, ..., x_N\}$ drawn from an unknown true distribution $P_{data}(x)$, MLE seeks to find parameters $\theta$ for our model $P_{model}(x; \theta)$ that maximize the probability (or likelihood) of observing the given dataset. Assuming i.i.d. data, the likelihood is:

$$L(\theta | X) = \prod_{i=1}^{N} P_{model}(x_i; \theta)$$

In practice, we work with the log-likelihood for numerical stability and mathematical convenience:

$$\mathcal{L}(\theta | X) = \sum_{i=1}^{N} \log P_{model}(x_i; \theta)$$

The MLE estimate $\theta^*$ is then:

$$\theta^* = \arg\max_{\theta} \mathcal{L}(\theta | X)$$

This is equivalent to minimizing the Kullback-Leibler (KL) divergence between the empirical data distribution $\hat{P}_{data}(x)$ (which places probability $1/N$ on each observed $x_i$) and the model distribution $P_{model}(x; \theta)$, denoted as $KL(\hat{P}_{data} || P_{model})$.

Challenges in High-Dimensional Spaces

Data such as images, audio, or text, often resides in very high-dimensional spaces. An image with $100 \times 100$ pixels and 3 color channels has $100 \times 100 \times 3 = 30,000$ dimensions. Directly modeling $P(x)$ in such spaces is exceptionally challenging due to the "curse of dimensionality":

• The volume of the space grows exponentially with the number of dimensions.
• Data becomes inherently sparse, making density estimation difficult.
• The number of possible configurations of $x$ is astronomically large.

Probabilistic generative models often tackle this by assuming that the data, despite its high dimensionality, actually lies on or near a lower-dimensional manifold. This is an important idea that directly motivates the use of latent variables, which we will discuss in the next section. These latent variables aim to capture the intrinsic structure of the data in a more compact form.

The Importance of Model Assumptions

Every probabilistic model makes assumptions about the data-generating process. These assumptions are encoded in the choice of the model family (e.g., distributions for variables, functional forms for dependencies). Common assumptions include:

• Distributional assumptions: e.g., assuming outputs are Gaussian, or pixels are Bernoulli.
• Independence assumptions: e.g., pixels being conditionally independent given a latent variable, or features being independent in Naive Bayes.
• Structural assumptions: e.g., linear relationships, or specific neural network architectures to parameterize distributions.

These assumptions are a double-edged sword:

• Benefits: They make learning tractable, reduce the number of parameters, and can incorporate prior knowledge.
• Drawbacks: If assumptions are too strong or incorrect, the model will suffer from high bias and fail to capture the true complexity of $P_{data}(x)$.

In VAEs, significant assumptions are made about the prior distribution of latent variables $P(z)$ (often a standard Gaussian) and the form of the approximate posterior $q(z|x)$. Understanding these assumptions is critical for interpreting model behavior and limitations.

Looking Ahead: Probabilistic Models and Representation Learning

The endeavor of building probabilistic models of data is not just about generation. It's intrinsically linked to representation learning. When a model learns to capture $P(x)$ effectively, especially through mechanisms like latent variables, those mechanisms often learn meaningful, compressed representations of the data. For instance, if a model learns that images of faces have underlying factors like pose, expression, and illumination, then the model's internal states corresponding to these factors form a useful representation.

This section has provided an advanced framing for probabilistic models, emphasizing their role in density estimation, the types of models (explicit/implicit, tractable/intractable), and the common learning paradigm of MLE. We've also highlighted the challenges posed by high-dimensional data and the significant role of model assumptions. These elements are fundamental as we move towards understanding latent variable models and, subsequently, Variational Autoencoders, which are sophisticated probabilistic generative models designed to learn both distributions and meaningful representations.