48 lines
1.4 KiB
Markdown
48 lines
1.4 KiB
Markdown
---
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title: "隐式过程 (Implicit Processes)"
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created: 2026-06-17
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updated: 2026-06-17
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type: concept
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tags: [bayesian-deep-learning, stochastic-processes, generative-models]
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sources: [raw/papers/ortega-phd-thesis-2026.md]
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confidence: high
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---
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# 隐式过程 (Implicit Processes)
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隐式过程是一类**可通过采样定义但无显式概率密度**的随机过程——[[ortega-phd-thesis|Ortega (2026)]]将其扩展到深度架构形成 [[deep-variational-implicit-process|DVIP]]。
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## 定义
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隐式过程 `f ~ IP(g_θ, P_z)`:
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```
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f(x) = g_θ(x; z), z ~ P_z
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```
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- `g_θ`:确定性的生成器网络(带参数 θ)
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- `P_z`:隐变量 z 的简单先验(如 N(0,I))
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- 采样 f 只需:z ~ P_z → f(·) = g_θ(·; z)
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## 与高斯过程的对比
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| 维度 | GP | Implicit Process |
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|------|-----|-----------------|
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| 密度 | 显式(多元高斯) | 隐式(无解析形式) |
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| 先验 | 高斯 | 任意(由 g_θ 决定) |
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| 推断 | 解析(GP 回归) | 变分推断 |
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| 表达力 | 由核决定 | 由 g_θ 架构决定 |
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## 优势
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- **非高斯性**:可建模多模态、重尾分布
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- **深度化**:P_z → g_θ 是深度网络,表达力远超 GP 核
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- **采样高效**:仅需一次前向传播
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## 参考
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- [[deep-variational-implicit-process|DVIP]]
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- [[deep-gaussian-process|深度高斯过程]]
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- [[function-space-modeling|函数空间建模]]
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- [[ortega-phd-thesis|论文]]
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