Papers › Disentangling Identifiable Features from Noisy Data with Structured Nonlinear ICA

Disentangling Identifiable Features from Noisy Data with Structured Nonlinear ICA

17 Jun 2021NeurIPS 2021 12arXiv:2106.09620archive 2025-07-28

Hermanni Hälvä, Sylvain Le Corff, Luc Lehéricy, Jonathan So, Yongjie Zhu, Elisabeth Gassiat, Aapo Hyvarinen

We introduce a new general identifiable framework for principled disentanglement referred to as Structured Nonlinear Independent Component Analysis (SNICA). Our contribution is to extend the identifiability theory of deep generative models for a very broad class of structured models. While previous works have shown identifiability for specific classes of time-series models, our theorems extend this to more general temporal structures as well as to models with more complex structures such as spatial dependencies. In particular, we establish the major result that identifiability for this framework holds even in the presence of noise of unknown distribution. Finally, as an example of our framework's flexibility, we introduce the first nonlinear ICA model for time-series that combines the following very useful properties: it accounts for both nonstationarity and autocorrelation in a fully unsupervised setting; performs dimensionality reduction; models hidden states; and enables principled estimation and inference by variational maximum-likelihood.

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encoder_mlp HHalva/snica/elbo.py official repository ran · fixture could not drive it MIT (permissive) · 9cbf0cb80a2d5aa6 · report
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get_gauss_params HHalva/snica/elbo.py official repository ran · our draft was wrong MIT (permissive) · 648b15b09780817d · report
get_hmm_natparams HHalva/snica/elbo.py official repository ran · our draft was wrong fingerprinted MIT (permissive) · a72598d6c478c2b3 · report
get_prec_mat HHalva/snica/elbo.py official repository ran MIT (permissive) · 68aad677664d6b6a · report
get_prior_natparams HHalva/snica/elbo.py official repository ran · our draft was wrong MIT (permissive) · 2ca8127a658964aa · report
get_resp_wgt_natparams HHalva/snica/elbo.py official repository ran · fixture could not drive it fingerprinted MIT (permissive) · 65e9fd940b57f3cd · report
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xtanh HHalva/snica/elbo.py official repository ran · our draft was wrong MIT (permissive) · bf6462168e033e6d · report
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Tasks

Dimensionality ReductionDisentanglementTime SeriesTime Series Analysis

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Methods

ICA

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