Robust contrastive learning and nonlinear ICA in the presence of outliers

Hiroaki Sasaki, Takashi Takenouchi, Ricardo Monti, Aapo Hyvarinen
Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 124:659-668, 2020.

Abstract

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 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 $\gamma$-divergence, which is a robust alternative to the KL-divergence in logistic regression. The proposed methods are theoretically 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.

Cite this Paper


BibTeX
@InProceedings{pmlr-v124-sasaki20b, title = {Robust contrastive learning and nonlinear ICA in the presence of outliers}, author = {Sasaki, Hiroaki and Takenouchi, Takashi and Monti, Ricardo and Hyvarinen, Aapo}, booktitle = {Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI)}, pages = {659--668}, year = {2020}, editor = {Jonas Peters and David Sontag}, volume = {124}, series = {Proceedings of Machine Learning Research}, month = {03--06 Aug}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v124/sasaki20b/sasaki20b.pdf}, url = { http://proceedings.mlr.press/v124/sasaki20b.html }, abstract = {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 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 $\gamma$-divergence, which is a robust alternative to the KL-divergence in logistic regression. The proposed methods are theoretically 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.} }
Endnote
%0 Conference Paper %T Robust contrastive learning and nonlinear ICA in the presence of outliers %A Hiroaki Sasaki %A Takashi Takenouchi %A Ricardo Monti %A Aapo Hyvarinen %B Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI) %C Proceedings of Machine Learning Research %D 2020 %E Jonas Peters %E David Sontag %F pmlr-v124-sasaki20b %I PMLR %P 659--668 %U http://proceedings.mlr.press/v124/sasaki20b.html %V 124 %X 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 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 $\gamma$-divergence, which is a robust alternative to the KL-divergence in logistic regression. The proposed methods are theoretically 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.
APA
Sasaki, H., Takenouchi, T., Monti, R. & Hyvarinen, A.. (2020). Robust contrastive learning and nonlinear ICA in the presence of outliers. Proceedings of the 36th Conference on Uncertainty in Artificial Intelligence (UAI), in Proceedings of Machine Learning Research 124:659-668 Available from http://proceedings.mlr.press/v124/sasaki20b.html .

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