A wide range of systems exhibit high dimensional incomplete data. Accurate estimation of the missing data is often desired, and is crucial for many downstream analyses. Many state-of-the-art recovery methods involve supervised learning using datasets containing full observations. In contrast, we focus on unsupervised estimation of missing image data, where no full observations are available - a common situation in practice. Unsupervised imputation methods for images often employ a simple linear subspace to capture correlations between data dimensions, omitting more complex relationships. In this work, we introduce a general probabilistic model that describes sparse high dimensional imaging data as being generated by a deep non-linear embedding. We derive a learning algorithm using a variational approximation based on convolutional neural networks and discuss its relationship to linear imputation models, the variational auto encoder, and deep image priors. We introduce sparsity-aware network building blocks that explicitly model observed and missing data. We analyze proposed sparsity-aware network building blocks, evaluate our method on public domain imaging datasets, and conclude by showing that our method enables imputation in an important real-world problem involving medical images. The code is freely available as part of the |neuron| library at this http URL.
 The ever-increasing size of modern data sets combined with the difficulty of obtaining label information has made semi-supervised learning one of the problems of significant practical importance in modern data analysis. We revisit the approach to semi-supervised learning with generative models and develop new models that allow for effective generalisation from small labelled data sets to large unlabelled ones. Generative approaches have thus far been either inflexible, inefficient or non-scalable. We show that deep generative models and approximate Bayesian inference exploiting recent advances in variational methods can be used to provide significant improvements, making generative approaches highly competitive for semi-supervised learning. We explore an original strategy for building deep networks, based on stacking layers of denoising autoencoders which are trained locally to denoise corrupted versions of their inputs. The resulting algorithm is a straightforward variation on the stacking of ordinary autoencoders. It is however shown on a benchmark of classification problems to yield significantly lower classification error, thus bridging the performance gap with deep belief networks (DBN), and in several cases surpassing it. Higher level representations learnt in this purely unsupervised fashion also help boost the performance of subsequent SVM classifiers. Qualitative experiments show that, contrary to ordinary autoencoders, denoising autoencoders are able to learn Gabor-like edge detectors from natural image patches and larger stroke detectors from digit images. This work clearly establishes the value of using a denoising criterion as a tractable unsupervised objective to guide the learning of useful higher level representations. Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires signicant model-specic analysis. These eorts can hinder and deter us from quickly developing and exploring a variety of models for a problem at hand. In this paper, we present a box" variational inference algorithm, one that can be quickly applied to many models with little additional derivation. Our method is based on a stochastic optimization of the variational objective where the noisy gradient is computed from Monte Carlo samples from the variational distribution. We develop a number of methods to reduce the variance of the gradient, always maintaining the criterion that we want to avoid dicult model-based derivations. We evaluate our method against the corresponding black box sampling based methods. We nd that our method reaches better predictive likelihoods much faster than sampling methods. Finally, we demonstrate that Black Box Variational Inference lets us easily explore a wide space of models by quickly constructing and evaluating several models of longitudinal healthcare data.