Abstract

Deep generative models parameterized by neural networks have recently achieved state-ofthe-art performance in unsupervised and semisupervised learning. We extend deep generative models with auxiliary variables which improves the variational approximation. The auxiliary variables leave the generative model unchanged but make the variational distribution more expressive. Inspired by the structure of the auxiliary variable we also propose a model with two stochastic layers and skip connections. Our findings suggest that more expressive and properly specified deep generative models converge faster with better results. We show state-of-theart performance within semi-supervised learning on MNIST, SVHN and NORB datasets.