(Department of Management) Autoencoders: Unsupervised Representation Learning September 19, 2024 1 / 12
What are Autoencoders? Autoencoders are neural networks used for unsupervised learning, specifically designed to compress input data into a latent space and then reconstruct it. Consist of two parts: Encoder and Decoder. End goal: Minimize the difference between the input and the output.
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Motivation for Autoencoders
Dimensionality Reduction: Compress large datasets into
manageable latent spaces. Data Compression: Similar to JPEG for images, but learns non-linear relationships. Noise Removal: Useful in denoising tasks. Anomaly Detection: Identify anomalies by evaluating reconstruction error.
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Architecture of Autoencoders Encoder: Transforms input into a compressed latent space. Latent Space: The bottleneck layer where compressed information is stored. Decoder: Reconstructs the input from the latent space.
(Department of Management) Autoencoders: Unsupervised Representation Learning September 19, 2024 4 / 12
Mathematical Formulation
The goal is to minimize the reconstruction loss:
n 1X L(x, x̂) = (xi − x̂i )2 n i=1
x is the input and x̂ is the reconstructed input.
The network learns to compress and reconstruct by minimizing this error.
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Sparse Autoencoder: Enforces sparsity in the hidden layers to reduce overfitting. Denoising Autoencoder: Learns to reconstruct clean data from noisy input. Variational Autoencoder (VAE): Uses probabilistic distributions for generating new data.
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Sparse Autoencoders Sparse Autoencoders enforce sparsity by applying L1 regularization to the latent space. They are useful for feature extraction in high-dimensional data.
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Denoising Autoencoders The goal is to train an autoencoder to remove noise from the input. Process: Input is a noisy version of the data. The autoencoder learns to reconstruct the clean version.
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Variational Autoencoders (VAEs)
VAEs differ from standard autoencoders by learning to generate data
from a latent space sampled from a distribution. The encoder outputs a distribution (mean, variance) instead of a fixed vector. The loss function combines reconstruction loss and KL divergence: LVAE = Reconstruction Loss + KL Divergence Loss
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Applications of Autoencoders
Dimensionality Reduction: Like PCA but non-linear.
Image Generation: Using Variational Autoencoders. Anomaly Detection: High reconstruction error indicates anomalies. Pre-training Deep Networks: Useful for initializing weights.
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Limitations of Autoencoders
Autoencoders can overfit if the latent space is too large.
May struggle with highly complex data distributions. Linear dimensionality reduction (e.g., PCA) might be more efficient for certain tasks.
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Conclusion
Autoencoders are versatile tools for unsupervised learning, with
applications in dimensionality reduction, data denoising, and anomaly detection. Different variants, like sparse, denoising, and variational autoencoders, provide tailored solutions for various tasks.
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