论文标题

通过共同信息进行深度足够的表示

Deep Sufficient Representation Learning via Mutual Information

论文作者

Zheng, Siming, Lin, Yuanyuan, Huang, Jian

论文摘要

我们提出了一种基于信息的足够表示学习(MSRL)方法,该方法使用了相互信息的变异表述,并利用了深神经网络的近似能力。 MSRL通过响应和用户选择的分布来学习充分的表示形式。它可以轻松处理多维连续或分类响应变量。从响应变量的条件概率密度函数给定给定预测变量给定变量的条件概率密度函数的意义上说,MSRL被证明是一致的。在适当的条件下,也建立了MSRL的非反应误差界。为了建立误差范围,我们得出了一个广义的达德利(Dudley)的不平等,这是由深度神经网络索引的两个U过程,这可能具有独立的兴趣。我们讨论如何确定基本数据分布的内在维度。此外,我们通过广泛的数值实验和实际数据分析评估了MSRL的性能,并证明MSRL的表现优于某些现有的非线性降低方法。

We propose a mutual information-based sufficient representation learning (MSRL) approach, which uses the variational formulation of the mutual information and leverages the approximation power of deep neural networks. MSRL learns a sufficient representation with the maximum mutual information with the response and a user-selected distribution. It can easily handle multi-dimensional continuous or categorical response variables. MSRL is shown to be consistent in the sense that the conditional probability density function of the response variable given the learned representation converges to the conditional probability density function of the response variable given the predictor. Non-asymptotic error bounds for MSRL are also established under suitable conditions. To establish the error bounds, we derive a generalized Dudley's inequality for an order-two U-process indexed by deep neural networks, which may be of independent interest. We discuss how to determine the intrinsic dimension of the underlying data distribution. Moreover, we evaluate the performance of MSRL via extensive numerical experiments and real data analysis and demonstrate that MSRL outperforms some existing nonlinear sufficient dimension reduction methods.

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