This week we continued the deep generative model theme and discussed Uncertainty Autoencoders: Learning Compressed Representations via Variational Information Maximization. This work is in the context of *statistical compressive sensing, *which attempts to recover a high-dimensional signal from low dimensional measurements in a way that leverages a set of training data . This is in contrast to traditional compressive sensing, which a priori asserts a sparsity based prior over and learns the recovery of a single from a single compressed measurement .

The central compressive sensing problem can be written as

.

In traditional compressive sensing, is a known random Gaussian matrix that takes linear combinations of the sparse signal to encode . Here, describes additive Gaussian noise. The goal of compressive sensing is to decode , given measurements . This is traditionally done via LASSO, which minimizes the convex optimization problem . In contrast, *statistical compressive sensing* is a set of methods which recovers from using a procedure that results from training on many examples of . That is, the decoding of from is done in a way that utilizes statistical properties learned from training data . The encoding, on the other hand, may either involve a known random Gaussian matrix , as is the case above, or it may also be learned as a part of the training procedure.

There are two statistical compressive sensing methods discussed in this paper. One is prior work that leverages the generative stage of variational autoencoders to reconstruct from (Bora et al. 2017). In this paper, the decoding network of learned VAE creates an from a sample . This is adapted to a compressive sensing framework of recreating the best from measurement by solving the following minimization problem:

Here, is the VAE decoding mapping. The optimization is: given some measurements , we seek to find the that generates an such that, when it is compressed, best matches the measurements .

This VAE-based decompression method is used as a comparison to a new method presented in this paper, called the Uncertainty Autoencoder (UAE) which is able to optionally learn *both* an encoding process, the mapping of to , and a decoding process, the recovery of a reconstructed from a . It learns these encoding and decoding mappings by maximizing the mutual information between and , parameterized by encoding and decoding distributions. The objective, derived through information theoretic principles, can be written as:

Here, is an encoding distribution parameterized like the original sparse coding compression mapping , and is a variational distribution that decodes from using a deep neural network parameterized by . This objective is maximized by drawing training data samples from what is asserted as a uniform prior over , which is simply the data itself, .

Using this objective, it is possible to derive an optimal linear encoder under a Gaussian noise assumption in the limit of infinite noise. This linear encoding, however, is *not* the same as PCA, which is derived under the assumption of linear *decoding*. UAE linear compression, instead, makes no assumptions about the nature of the decoding. The authors use this optimal linear compressor on MNIST, and use a variety of classification algorithms (k-nearest neighbors, SVMs, etc) on this low-d representation to test classification performance. They find that the UAE linear compression better separates clusters of digits than PCA. It is unclear, however, how this UAE classification performance would compare to linear compression algorithms that are known to work better for classification, such as random projections and ICA. I suspect it will not do as well. Without these comparisons, unclear what use this particular linear mapping provides.

The authors demonstrate that UAE outperforms both LASSO and VAE decoding on reconstruction of MNIST and omniglot images from compressed measurements. They implement two versions of the UAE, one that includes a trained encoding , and another where is a random Gaussian matrix, as it is for the other decoding conditions. This allows the reader to distinguish to what extent the UAE decoder does a better job at reconstructing under the same encoding as the alternative algorithms.

Most interestingly, the authors test the UAE in a *transfer compressive sensing* condition, where an encoder and decoder is learned on some data, say omniglot, and the decoder is re-learned using compressed measurements from different data, MNIST. In this condition, the training algorithm has *no access to the test MNIST signals*, but still manages to accurately recover the test signals given their compressed representations. This suggests that reasonably differently structured data may have similar optimal information-preserving linear encodings, and an encoder learned from one type of data can be utilized to create effective reconstruction mappings across a variety of data domains. The applications here may be useful.

It is unclear, however, how well these comparisons hold up in a context where traditional compressive sensing has proven to be very effective, like MRI imaging.

There are interesting parallels to be drawn between the UAE and other recent work in generative modeling and their connections to information theory. As the author’s point out, their objective function corresponds to last week’s –*VAE* objective function with . That is, the UAE objective written above is the same as the VAE objective minus the KL term. Though a VAE with does not actually satisfy the bound derived from the marginal distribution, and hence is not a valid ELBO, is *does* satisfy the bound of maximal mutual information. And as Mike derives in the post below, there is an additional connection between rate-distortion theory and the –*VAE* objective. This suggests that powerful generative models can be derived from either principles of Bayesian modeling or information theory, and connections between the two are just now beginning to be explored.