arXiv subjects

Aapo Hyvärinen

Publications and source records attributed to Aapo Hyvärinen.

29 records · Page 2Linked to original sources

arXiv2020

Hidden Markov Nonlinear ICA: Unsupervised Learning from Nonstationary Time Series

Recent advances in nonlinear Independent Component Analysis (ICA) provide a principled framework for unsupervised feature learning and disentanglement. The central idea in such works is that the latent components are assumed to be independent conditional on some observed auxiliary variables, such as the time-segment index. This requires manual segmentation of data into non-stationary segments which is computationally expensive, inaccurate and often impossible. These models are thus not fully unsupervised. We remedy these limitations by combining nonlinear ICA with a Hidden Markov Model, resulting in a model where a latent state acts in place of the observed segment-index. We prove identifiability of the proposed model for a general mixing nonlinearity, such as a neural network. We also show how maximum likelihood estimation of the model can be done using the expectation-maximization algorithm. Thus, we achieve a new nonlinear ICA framework which is unsupervised, more efficient, as well as able to model underlying temporal dynamics.

stat.ML↗

arXiv2019

Self-supervised representation learning from electroencephalography signals

The supervised learning paradigm is limited by the cost - and sometimes the impracticality - of data collection and labeling in multiple domains. Self-supervised learning, a paradigm which exploits the structure of unlabeled data to create learning problems that can be solved with standard supervised approaches, has shown great promise as a pretraining or feature learning approach in fields like computer vision and time series processing. In this work, we present self-supervision strategies that can be used to learn informative representations from multivariate time series. One successful approach relies on predicting whether time windows are sampled from the same temporal context or not. As demonstrated on a clinically relevant task (sleep scoring) and with two electroencephalography datasets, our approach outperforms a purely supervised approach in low data regimes, while capturing important physiological information without any access to labels.

cs.LG↗

arXiv2019

Robust contrastive learning and nonlinear ICA in the presence of outliers

Nonlinear independent component analysis (ICA) is a general framework for unsupervised representation learning, and aimed at recovering the latent variables in data. Recent practical methods perform nonlinear ICA by solving a series of classification problems based on logistic regression. However, it is well-known that logistic regression is vulnerable to outliers, and thus the performance can be strongly weakened by outliers. In this paper, we first theoretically analyze nonlinear ICA models in the presence of outliers. Our analysis implies that estimation in nonlinear ICA can be seriously hampered when outliers exist on the tails of the (noncontaminated) target density, which happens in a typical case of contamination by outliers. We develop two robust nonlinear ICA methods based on the γ-divergence, which is a robust alternative to the KL-divergence in logistic regression. The proposed methods are shown to have desired robustness properties in the context of nonlinear ICA. We also experimentally demonstrate that the proposed methods are very robust and outperform existing methods in the presence of outliers. Finally, the proposed method is applied to ICA-based causal discovery and shown to find a plausible causal relationship on fMRI data.

cs.LG↗

arXiv2019

Direction Matters: On Influence-Preserving Graph Summarization and Max-cut Principle for Directed Graphs

Summarizing large-scaled directed graphs into small-scale representations is a useful but less studied problem setting. Conventional clustering approaches, which based on "Min-Cut"-style criteria, compress both the vertices and edges of the graph into the communities, that lead to a loss of directed edge information. On the other hand, compressing the vertices while preserving the directed edge information provides a way to learn the small-scale representation of a directed graph. The reconstruction error, which measures the edge information preserved by the summarized graph, can be used to learn such representation. Compared to the original graphs, the summarized graphs are easier to analyze and are capable of extracting group-level features which is useful for efficient interventions of population behavior. In this paper, we present a model, based on minimizing reconstruction error with non-negative constraints, which relates to a "Max-Cut" criterion that simultaneously identifies the compressed nodes and the directed compressed relations between these nodes. A multiplicative update algorithm with column-wise normalization is proposed. We further provide theoretical results on the identifiability of the model and on the convergence of the proposed algorithms. Experiments are conducted to demonstrate the accuracy and robustness of the proposed method.

stat.ML↗

arXiv2018

Neural-Kernelized Conditional Density Estimation

Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on neural networks usually make restrictive parametric assumptions on the probability densities. Here, we propose a novel method for estimating the conditional density based on score matching. In contrast to existing methods, we employ scalable neural networks, but do not make explicit parametric assumptions on densities. The key challenge in applying score matching to neural networks is computation of the first- and second-order derivatives of a model for the log-density. We tackle this challenge by developing a new neural-kernelized approach, which can be applied on large datasets with stochastic gradient descent, while the reproducing kernels allow for easy computation of the derivatives needed in score matching. We show that the neural-kernelized function approximator has universal approximation capability and that our method is consistent in conditional density estimation. We numerically demonstrate that our method is useful in high-dimensional conditional density estimation, and compares favourably with existing methods. Finally, we prove that the proposed method has interesting connections to two probabilistically principled frameworks of representation learning: Nonlinear sufficient dimension reduction and nonlinear independent component analysis.

stat.ML↗

arXiv2018

A Unified Probabilistic Model for Learning Latent Factors and Their Connectivities from High-Dimensional Data

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation. Another practical challenge is that we may have data from multiple related classes (e.g., multiple subjects or conditions) and wish to incorporate constraints on the similarities across classes. We propose a probabilistic model which simultaneously performs both a grouping of variables (i.e., detecting community structure) and estimation of connectivities between the groups which correspond to latent variables. The model is essentially a factor analysis model where the factors are allowed to have arbitrary correlations, while the factor loading matrix is constrained to express a community structure. The model can be applied on multiple classes so that the connectivities can be different between the classes, while the community structure is the same for all classes. We propose an efficient estimation algorithm based on score matching, and prove the identifiability of the model. Finally, we present an extension to directed (causal) connectivities over latent variables. Simulations and experiments on fMRI data validate the practical utility of the method.

stat.ML↗

arXiv2018

Deep Energy Estimator Networks

Density estimation is a fundamental problem in statistical learning. This problem is especially challenging for complex high-dimensional data due to the curse of dimensionality. A promising solution to this problem is given here in an inference-free hierarchical framework that is built on score matching. We revisit the Bayesian interpretation of the score function and the Parzen score matching, and construct a multilayer perceptron with a scalable objective for learning the energy (i.e. the unnormalized log-density), which is then optimized with stochastic gradient descent. In addition, the resulting deep energy estimator network (DEEN) is designed as products of experts. We present the utility of DEEN in learning the energy, the score function, and in single-step denoising experiments for synthetic and high-dimensional data. We also diagnose stability problems in the direct estimation of the score function that had been observed for denoising autoencoders.

stat.ML↗

arXiv2018

Mode-Seeking Clustering and Density Ridge Estimation via Direct Estimation of Density-Derivative-Ratios

Modes and ridges of the probability density function behind observed data are useful geometric features. Mode-seeking clustering assigns cluster labels by associating data samples with the nearest modes, and estimation of density ridges enables us to find lower-dimensional structures hidden in data. A key technical challenge both in mode-seeking clustering and density ridge estimation is accurate estimation of the ratios of the first- and second-order density derivatives to the density. A naive approach takes a three-step approach of first estimating the data density, then computing its derivatives, and finally taking their ratios. However, this three-step approach can be unreliable because a good density estimator does not necessarily mean a good density derivative estimator, and division by the estimated density could significantly magnify the estimation error. To cope with these problems, we propose a novel estimator for the \emph{density-derivative-ratios}. The proposed estimator does not involve density estimation, but rather \emph{directly} approximates the ratios of density derivatives of any order. Moreover, we establish a convergence rate of the proposed estimator. Based on the proposed estimator, novel methods both for mode-seeking clustering and density ridge estimation are developed, and the respective convergence rates to the mode and ridge of the underlying density are also established. Finally, we experimentally demonstrate that the developed methods significantly outperform existing methods, particularly for relatively high-dimensional data.

stat.ML↗

arXiv2017

Simultaneous Estimation of Non-Gaussian Components and their Correlation Structure

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data. While such models have been proposed, they usually concentrated on higher-order correlations such as energy (square) correlations. Yet, linear correlations are a most fundamental and informative form of dependency in many real data sets. Linear correlations are usually completely removed by ICA and related methods, so they can only be analyzed by developing new methods which explicitly allow for linearly correlated components. In this paper, we propose a probabilistic model of linear non-Gaussian components which are allowed to have both linear and energy correlations. The precision matrix of the linear components is assumed to be randomly generated by a higher-order process and explicitly parametrized by a parameter matrix. The estimation of the parameter matrix is shown to be particularly simple because using score matching, the objective function is a quadratic form. Using simulations with artificial data, we demonstrate that the proposed method improves identifiability of non-Gaussian components by simultaneously learning their correlation structure. Applications on simulated complex cells with natural image input, as well as spectrograms of natural audio data show that the method finds new kinds of dependencies between the components.

stat.ML↗

arXiv2017

Density Estimation in Infinite Dimensional Exponential Families

In this paper, we consider an infinite dimensional exponential family, $\mathcal{P}$ of probability densities, which are parametrized by functions in a reproducing kernel Hilbert space, $H$ and show it to be quite rich in the sense that a broad class of densities on $\mathbb{R}^d$ can be approximated arbitrarily well in Kullback-Leibler (KL) divergence by elements in $\mathcal{P}$. The main goal of the paper is to estimate an unknown density, $p_0$ through an element in $\mathcal{P}$. Standard techniques like maximum likelihood estimation (MLE) or pseudo MLE (based on the method of sieves), which are based on minimizing the KL divergence between $p_0$ and $\mathcal{P}$, do not yield practically useful estimators because of their inability to efficiently handle the log-partition function. Instead, we propose an estimator, $\hat{p}_n$ based on minimizing the \emph{Fisher divergence}, $J(p_0\Vert p)$ between $p_0$ and $p\in \mathcal{P}$, which involves solving a simple finite-dimensional linear system. When $p_0\in\mathcal{P}$, we show that the proposed estimator is consistent, and provide a convergence rate of $n^{-\min\left\{\frac{2}{3},\frac{2β+1}{2β+2}\right\}}$ in Fisher divergence under the smoothness assumption that $\log p_0\in\mathcal{R}(C^β)$ for some $β\ge 0$, where $C$ is a certain Hilbert-Schmidt operator on $H$ and $\mathcal{R}(C^β)$ denotes the image of $C^β$. We also investigate the misspecified case of $p_0\notin\mathcal{P}$ and show that $J(p_0\Vert\hat{p}_n)\rightarrow \inf_{p\in\mathcal{P}}J(p_0\Vert p)$ as $n\rightarrow\infty$, and provide a rate for this convergence under a similar smoothness condition as above. Through numerical simulations we demonstrate that the proposed estimator outperforms the non-parametric kernel density estimator, and that the advantage with the proposed estimator grows as $d$ increases.

math.ST↗

arXiv2014

Clustering via Mode Seeking by Direct Estimation of the Gradient of a Log-Density

Mean shift clustering finds the modes of the data probability density by identifying the zero points of the density gradient. Since it does not require to fix the number of clusters in advance, the mean shift has been a popular clustering algorithm in various application fields. A typical implementation of the mean shift is to first estimate the density by kernel density estimation and then compute its gradient. However, since good density estimation does not necessarily imply accurate estimation of the density gradient, such an indirect two-step approach is not reliable. In this paper, we propose a method to directly estimate the gradient of the log-density without going through density estimation. The proposed method gives the global solution analytically and thus is computationally efficient. We then develop a mean-shift-like fixed-point algorithm to find the modes of the density for clustering. As in the mean shift, one does not need to set the number of clusters in advance. We empirically show that the proposed clustering method works much better than the mean shift especially for high-dimensional data. Experimental results further indicate that the proposed method outperforms existing clustering methods.

stat.ML↗