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Research Article

Local conformal autoencoder for standardized data coordinates

Erez Peterfreund, Ofir Lindenbaum, View ORCID ProfileFelix Dietrich, Tom Bertalan, View ORCID ProfileMatan Gavish, Ioannis G. Kevrekidis, and Ronald R. Coifman
PNAS December 8, 2020 117 (49) 30918-30927; first published November 23, 2020; https://doi.org/10.1073/pnas.2014627117
Erez Peterfreund
aSchool of Computer Science and Engineering, Hebrew University of Jerusalem, Jerusalem 9190401, Israel;
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Ofir Lindenbaum
bProgram in Applied Mathematics, Yale University, New Haven, CT 06520;
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Felix Dietrich
cDepartment of Informatics, Technical University of Munich, 80333 Munich, Germany;
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  • ORCID record for Felix Dietrich
Tom Bertalan
dDepartment of Chemical and Biomolecular Engineering, Johns Hopkins University, Baltimore, MD 21218
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Matan Gavish
aSchool of Computer Science and Engineering, Hebrew University of Jerusalem, Jerusalem 9190401, Israel;
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  • ORCID record for Matan Gavish
Ioannis G. Kevrekidis
dDepartment of Chemical and Biomolecular Engineering, Johns Hopkins University, Baltimore, MD 21218
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Ronald R. Coifman
bProgram in Applied Mathematics, Yale University, New Haven, CT 06520;
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  • For correspondence: coifman-ronald@yale.edu
  1. Contributed by Ronald R. Coifman, September 20, 2020 (sent for review July 14, 2020; reviewed by Richard Baraniuk and Guillermo Sapiro)

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Significance

A fundamental issue in empirical science is the ability to calibrate between different types of measurements/observations of the same phenomenon. This naturally suggests the selection of canonical variables, in the spirit of principal components, to enable matching/calibration among different observation modalities/instruments. We develop a method for extracting standardized, nonlinear, intrinsic coordinates from measured data, leading to a generalized isometric embedding of the observations. This is achieved through a local burst data acquisition strategy that allows us to capture the local z-scored structure. We implement this method using a local conformal autoencoder architecture and illustrate it computationally. The proposed embedding is fast, parallelizable, easy to implement using existing open-source neural network implementations and exhibits surprising interpolation and extrapolation capabilities.

Abstract

We propose a local conformal autoencoder (LOCA) for standardized data coordinates. LOCA is a deep learning-based method for obtaining standardized data coordinates from scientific measurements. Data observations are modeled as samples from an unknown, nonlinear deformation of an underlying Riemannian manifold, which is parametrized by a few normalized, latent variables. We assume a repeated measurement sampling strategy, common in scientific measurements, and present a method for learning an embedding in Rd that is isometric to the latent variables of the manifold. The coordinates recovered by our method are invariant to diffeomorphisms of the manifold, making it possible to match between different instrumental observations of the same phenomenon. Our embedding is obtained using LOCA, which is an algorithm that learns to rectify deformations by using a local z-scoring procedure, while preserving relevant geometric information. We demonstrate the isometric embedding properties of LOCA in various model settings and observe that it exhibits promising interpolation and extrapolation capabilities, superior to the current state of the art. Finally, we demonstrate LOCA’s efficacy in single-site Wi-Fi localization data and for the reconstruction of three-dimensional curved surfaces from two-dimensional projections.

  • manifold learning
  • autoencoder
  • dimensionality reduction
  • canonical coordinates

Footnotes

  • ↵1E.P. and O.L. contributed equally to this work.

  • ↵2To whom correspondence may be addressed. Email: coifman-ronald{at}yale.edu.
  • Author contributions: O.L., M.G., I.G.K., and R.R.C. designed research; E.P., O.L., F.D., and T.B. performed research; E.P., O.L., and F.D. contributed new reagents/analytic tools; E.P., O.L., F.D., and T.B. analyzed data; and E.P., O.L., M.G., I.G.K., and R.R.C. wrote the paper.

  • Reviewers: R.B., Rice University; and G.S., Duke University.

  • The authors declare no competing interest.

  • This article contains supporting information online at https://www.pnas.org/lookup/suppl/doi:10.1073/pnas.2014627117/-/DCSupplemental.

Data Availability.

The code and data supplement are available online at the Stanford Digital Repository (https://purl.stanford.edu/zt044bg9296).

  • Copyright © 2020 the Author(s). Published by PNAS.

This open access article is distributed under Creative Commons Attribution-NonCommercial-NoDerivatives License 4.0 (CC BY-NC-ND).

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Local conformal autoencoder for standardized data coordinates
Erez Peterfreund, Ofir Lindenbaum, Felix Dietrich, Tom Bertalan, Matan Gavish, Ioannis G. Kevrekidis, Ronald R. Coifman
Proceedings of the National Academy of Sciences Dec 2020, 117 (49) 30918-30927; DOI: 10.1073/pnas.2014627117

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Local conformal autoencoder for standardized data coordinates
Erez Peterfreund, Ofir Lindenbaum, Felix Dietrich, Tom Bertalan, Matan Gavish, Ioannis G. Kevrekidis, Ronald R. Coifman
Proceedings of the National Academy of Sciences Dec 2020, 117 (49) 30918-30927; DOI: 10.1073/pnas.2014627117
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Proceedings of the National Academy of Sciences: 117 (49)
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Article Classifications

  • Physical Sciences
  • Applied Mathematics

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  • Article
    • Abstract
    • 1. Introduction
    • 2. Problem Settings
    • 3. Related Work
    • 4. Deriving an Alternative Isometry Objective
    • 5. Local Conformal Autoencoder
    • 6. Properties of LOCA
    • 7. Applications
    • 8. Discussion
    • Data Availability.
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