Advances in Neural Information Processing Systems 2016:2946-2954.
We develop a new framework for unsupervisedlearning that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our method uses graphical models to express structured probability distributions and recent advances from deep learning to learn flexible feature models and bottom-up recognition networks. All components of these models are learned simultaneously using a single objective, and we develop scalable fitting algorithms that can leverage natural gradient stochastic variational inference, graphical model message passing, and backpropagation with the reparameterization trick. We illustrate this framework with a new structured time series model and an application to mouse behavioral phenotyping.