Probabilistic Deep Learning using Random Sum-Product Networks.

Probabilistic deep learning currently receives an increased interest, as consistent treatment of uncertainty is one of the most important goals in machine learning and AI. Most current approaches, however, have severe limitations concerning inference. Sum-Product networks (SPNs), although having excellent properties in that regard, have so far not been explored as serious deep learning models, likely due to their special structural requirements. In this paper, we make a drastic simplification and use a random structure which is trained in a classical deep learning manner such as automatic differentiation, SGD, and GPU support. The resulting models, called RAT-SPNs, yield comparable prediction results to deep neural networks, but maintain well-calibrated uncertainty estimates which makes them highly robust against missing data. Furthermore, they successfully capture uncertainty over their inputs in a convincing manner, yielding robust outlier and peculiarity detection.