Disentangling Identifiable Features from Noisy Data with Structured
Nonlinear ICA
- URL: http://arxiv.org/abs/2106.09620v1
- Date: Thu, 17 Jun 2021 15:56:57 GMT
- Title: Disentangling Identifiable Features from Noisy Data with Structured
Nonlinear ICA
- Authors: Hermanni H\"alv\"a, Sylvain Le Corff, Luc Leh\'ericy, Jonathan So,
Yongjie Zhu, Elisabeth Gassiat, Aapo Hyvarinen
- Abstract summary: We introduce a new general identifiable framework for principled disentanglement referred to as Structured Independent Component Analysis (SNICA)
Our contribution is to extend the identifiability theory of deep generative models for a very broad class of structured models.
We establish the major result that identifiability for this framework holds even in the presence of noise of unknown distribution.
- Score: 4.340954888479091
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We introduce a new general identifiable framework for principled
disentanglement referred to as Structured Nonlinear Independent Component
Analysis (SNICA). Our contribution is to extend the identifiability theory of
deep generative models for a very broad class of structured models. While
previous works have shown identifiability for specific classes of time-series
models, our theorems extend this to more general temporal structures as well as
to models with more complex structures such as spatial dependencies. In
particular, we establish the major result that identifiability for this
framework holds even in the presence of noise of unknown distribution. The
SNICA setting therefore subsumes all the existing nonlinear ICA models for
time-series and also allows for new much richer identifiable models. Finally,
as an example of our framework's flexibility, we introduce the first nonlinear
ICA model for time-series that combines the following very useful properties:
it accounts for both nonstationarity and autocorrelation in a fully
unsupervised setting; performs dimensionality reduction; models hidden states;
and enables principled estimation and inference by variational
maximum-likelihood.
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