After introducing the mathematics of variational auto-encoders in a previous article, this article presents an implementation in LUA using Torch. The main challenge when implementing variational auto-encoders are the Kullback-Leibler divergence as well as the reparameterization sampler. Here, both are implemented as separate nn modules.
A variational auto-encoder trained on corrupted (that is, noisy) examples is called denoising variational auto-encoder. While easily implemented, the underlying mathematical framework changes significantly. As the second article in my series on variational auto-encoders, this article discusses the mathematical background of denoising variational auto-encoders.