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18 fast ml-2013-01-17-A very fast denoising autoencoder


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Introduction: Once upon a time we were browsing machine learning papers and software. We were interested in autoencoders and found a rather unusual one. It was called marginalized Stacked Denoising Autoencoder and the author claimed that it preserves the strong feature learning capacity of Stacked Denoising Autoencoders, but is orders of magnitudes faster. We like all things fast, so we were hooked. About autoencoders Wikipedia says that an autoencoder is an artificial neural network and its aim is to learn a compressed representation for a set of data. This means it is being used for dimensionality reduction . In other words, an autoencoder is a neural network meant to replicate the input. It would be trivial with a big enough number of units in a hidden layer: the network would just find an identity mapping. Hence dimensionality reduction: a hidden layer size is typically smaller than input layer. mSDA is a curious specimen: it is not a neural network and it doesn’t reduce dimension


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sentIndex sentText sentNum sentScore

1 About autoencoders Wikipedia says that an autoencoder is an artificial neural network and its aim is to learn a compressed representation for a set of data. [sent-5, score-0.248]

2 mDA takes a matrix of observations, makes it noisy and finds optimal weights for a linear transformation to reconstruct the original values. [sent-14, score-0.394]

3 The main trick of mSDA is marginalizing noise - it means that noise is never actually introduced to the data. [sent-20, score-1.211]

4 Instead, by marginalizing, the algorithm is effectively using infinitely many copies of noisy data to compute the denoising transformation [ Chen ]. [sent-21, score-0.325]

5 We will run Spearmint to optimize two mSDA parameters: a number of stacked layers and a noise level. [sent-59, score-1.142]

6 For now, the noise level will be the same for each layer. [sent-60, score-0.615]

7 If it works, we might check if denoising the sets separately makes any sense. [sent-73, score-0.24]

8 The experiments For starters, we will try 1-10 layers (the original paper used five) and noise in 0. [sent-74, score-0.966]

9 It looks like the optimal noise level is inversely correlated with a number of layers: the more layers, the less noise needed. [sent-85, score-1.333]

10 We will use ten layers and optimize noise separately for each layer - so that there is 10 hyperparams to tune now. [sent-90, score-1.423]

11 To summarize: first layer: low noise layers 1-5: high noise layers 6-10: medium noise However, in 69 tries we didn’t exceed the best results from the constant scenario. [sent-92, score-2.571]

12 It may be that we need more tries to optimize ten hyperparams, but for now it seems that varying noise isn’t going to give us any mega-improvements, so we’ll stick with the simpler constant noise model. [sent-93, score-1.642]

13 Let’s see how it goes with more layers: From the second run we conclude that there are several good settings for layers and noise, provided that there is at least 10 layers. [sent-94, score-0.409]

14 What’s important is to consider the two hyperparams together, because optimal noise for 10 layers will differ from optimal noise for 14 layers. [sent-97, score-1.74]

15 142 for a random forest trained on original data, and 0. [sent-100, score-0.226]

16 UPDATE However, as Andy points out in the comments, better results can be achieved by feeding all layers to a random forest. [sent-107, score-0.475]

17 That is, not only original and final denoised features, but intermediate layers as well. [sent-108, score-0.53]

18 m : x2 = allhx'; % x2 = x2(:, start_i:end_i ); % <--- this one Of course, the dimensionality goes up: ten times with ten layers. [sent-115, score-0.302]

19 Most of the time in optimizing is spent learning random forest models. [sent-119, score-0.231]

20 The conclusion is that if we want to use a random forest for predicting, we need to optimize mSDA hyperparams for a random forest. [sent-125, score-0.443]


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