Low-rank Characteristic Tensor Density Estimation Part II: Compression
and Latent Density Estimation
- URL: http://arxiv.org/abs/2106.10591v1
- Date: Sun, 20 Jun 2021 00:38:56 GMT
- Title: Low-rank Characteristic Tensor Density Estimation Part II: Compression
and Latent Density Estimation
- Authors: Magda Amiridi, Nikos Kargas, and Nicholas D. Sidiropoulos
- Abstract summary: Learning generative probabilistic models is a core problem in machine learning.
This paper proposes a joint dimensionality reduction and non-parametric density estimation framework.
We demonstrate that the proposed model achieves very promising results on regression tasks, sampling, and anomaly detection.
- Score: 31.631861197477185
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Learning generative probabilistic models is a core problem in machine
learning, which presents significant challenges due to the curse of
dimensionality. This paper proposes a joint dimensionality reduction and
non-parametric density estimation framework, using a novel estimator that can
explicitly capture the underlying distribution of appropriate reduced-dimension
representations of the input data. The idea is to jointly design a nonlinear
dimensionality reducing auto-encoder to model the training data in terms of a
parsimonious set of latent random variables, and learn a canonical low-rank
tensor model of the joint distribution of the latent variables in the Fourier
domain. The proposed latent density model is non-parametric and universal, as
opposed to the predefined prior that is assumed in variational auto-encoders.
Joint optimization of the auto-encoder and the latent density estimator is
pursued via a formulation which learns both by minimizing a combination of the
negative log-likelihood in the latent domain and the auto-encoder
reconstruction loss. We demonstrate that the proposed model achieves very
promising results on toy, tabular, and image datasets on regression tasks,
sampling, and anomaly detection.
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