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A Differentiable Partially Observable Generalized Linear Model with Forward-Backward Message Passing

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Annealing and divergence-based variational objectives · 0 citations (OpenAlex)

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Makes the partially observable GLM differentiable via Gumbel-Softmax and continuous relaxations so variational inference can use pathwise gradients, and introduces a forward-backward message-passing variational sampling scheme for neural connectivity inference.

Problem

Learning partially observable generalized linear models (POGLM) of neural spike trains with hidden neurons via variational inference is hard because the discrete Poisson hidden spike counts block pathwise gradients, and existing variational sampling schemes are inexpressive and slow.

Approach

Relax discrete hidden spike counts into differentiable variables (Gumbel-Softmax over truncated Poisson, or continuous Exp/Rayleigh/half-normal distributions) so the pathwise gradient estimator applies, and use a forward-backward variational sampler where hidden spikes are conditioned on both past and future visible spikes.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace Poisson hidden spikes with categorical, then Gumbel-Softmax (ablation)POGLM inference · Synthetic datasettest log-likelihoodHurt
use the pathwise gradient estimator instead of the score-function estimator for Gumbel-Softmax (ablation)Gumbel-Softmax POGLM · Synthetic datasettest log-likelihoodHelped
replace Gumbel-Softmax with exponential, Rayleigh, or half-normal hidden spike distributions (ablation)Pathwise-gradient POGLM · Synthetic datasettest log-likelihoodHelped
use forward-backward message passing instead of forward or forward-self sampling (ablation)POGLM with a good inference method · Synthetic datasettest log-likelihoodHelped
use forward sampling instead of forward-backward or forward-self sampling (ablation)POGLM without a good inference method · Synthetic datasettest log-likelihoodHelped
use exponential, Rayleigh, or half-normal distributions with pathwise gradients (ablation)POGLM parameter recovery · Synthetic datasetparameter errorHelped
remove hidden neurons by using a fully observed GLM instead (ablation)POGLM · RGCtest log-likelihoodHelped
use Rayleigh hidden spikes with forward-backward sampling (ablation)POGLM · RGCtest log-likelihoodHurt
use a differentiable inference method instead of a non-differentiable method (ablation)POGLM · RGCtest log-likelihoodHelped
use exponential hidden spikes with forward-backward sampling (ablation)POGLM · RGCtest log-likelihoodHelped
increase the number of hidden neurons (ablation)GS-p and exponential POGLM · RGCtest log-likelihoodHelped
increase the number of hidden neurons beyond 3 (ablation)POGLM · PVC-5test log-likelihoodHurt

Surprising findings

Limitations

Experimental setup

Datasets: RGC dataset (mouse retinal ganglion cells) PVC-5 (macaque V1 recordings, CRCNS)

Benchmarks: synthetic POGLM dataset RGC dataset PVC-5 dataset

Metrics: test log-likelihood weight estimation error bias estimation error running time

Baselines: Poisson score-function VI Categorical score-function VI Gumbel-Softmax score-function VI fully observed GLM

Builds on: POGLM Gumbel-Softmax variational inference

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