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Dimension Estimation Using Autoencoders

09/24/2019
by   Nitish Bahadur, et al.
Worcester Polytechnic Institute
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Dimension Estimation (DE) and Dimension Reduction (DR) are two closely related topics, but with quite different goals. In DE, one attempts to estimate the intrinsic dimensionality or number of latent variables in a set of measurements of a random vector. However, in DR, one attempts to project a random vector, either linearly or non-linearly, to a lower dimensional space that preserves the information contained in the original higher dimensional space. Of course, these two ideas are quite closely linked since, for example, doing DR to a dimension smaller than suggested by DE will likely lead to information loss. Accordingly, in this paper we will focus on a particular class of deep neural networks called autoencoders which are used extensively for DR but are less well studied for DE. We show that several important questions arise when using autoencoders for DE, above and beyond those that arise for more classic DR/DE techniques such as Principal Component Analysis. We address autoencoder architectural choices and regularization techniques that allow one to transform autoencoder latent layer representations into estimates of intrinsic dimension.

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