Skip to yearly menu bar Skip to main content


Hyperbolic VAE via Latent Gaussian Distributions

Seunghyuk Cho · Juyong Lee · Dongwoo Kim

Great Hall & Hall B1+B2 (level 1) #519
[ ] [ Project Page ]
[ Paper [ Poster [ OpenReview
Wed 13 Dec 8:45 a.m. PST — 10:45 a.m. PST


We propose a Gaussian manifold variational auto-encoder (GM-VAE) whose latent space consists of a set of Gaussian distributions. It is known that the set of the univariate Gaussian distributions with the Fisher information metric form a hyperbolic space, which we call a Gaussian manifold. To learn the VAE endowed with the Gaussian manifolds, we propose a pseudo-Gaussian manifold normal distribution based on the Kullback-Leibler divergence, a local approximation of the squared Fisher-Rao distance, to define a density over the latent space. We demonstrate the efficacy of GM-VAE on two different tasks: density estimation of image datasets and state representation learning for model-based reinforcement learning. GM-VAE outperforms the other variants of hyperbolic- and Euclidean-VAEs on density estimation tasks and shows competitive performance in model-based reinforcement learning. We observe that our model provides strong numerical stability, addressing a common limitation reported in previous hyperbolic-VAEs. The implementation is available at

Chat is not available.