Identifiability of Potentially Degenerate Gaussian Mixture Models With Piecewise Affine Mixing
Organizations: University of Amsterdam · Samsung AI Lab, Montreal · Saarland University & University of Amsterdam
Abstract
Causal representation learning (CRL) aims to identify the underlying latent variables from high-dimensional observations, even when variables are dependent with each other. We study this problem for latent variables that follow a potentially degenerate Gaussian mixture distribution and that are only observed through the transformation via a piecewise affine mixing function. We provide a series of progressively stronger identifiability results for this challenging setting in which the probability density functions are ill-defined because of the potential degeneracy. For identifiability up to permutation and scaling, we leverage a sparsity regularization on the learned representation. Based on our theoretical results, we propose a two-stage method to estimate the latent variables by enforcing sparsity and Gaussianity in the learned representations. Experiments on synthetic and image data highlight our method's effectiveness in recovering the ground-truth latent variables.
Figures & tables
| Stage1 | MCC Stage1 | MCC Stage2 | MCC VaDE | ||||||
| 5 | 1 | 10 | 50% | 0 | 0 | 0.93 | 0.75 | 0.96 | 0.45 |
| 10 | 1 | 10 | 50% | 0 | 0 | 0.94 | 0.56 | 0.97 | 0.32 |
| 20 | 1 | 10 | 50% | 0 | 0 | 0.93 | 0.46 | 0.92 | 0.23 |
| 40 | 1 | 10 | 50% | 0 | 0 | 0.94 | 0.37 | 0.94 | 0.25 |
| 10 | 0 | 10 | 50% | 0 | 0 | 0.94 | 0.51 | 0.97 | 0.33 |
| 10 | 1 | 10 | 50% | 0 | 0 | 0.94 | 0.56 | 0.97 | 0.32 |
Appendix figures & tables30 assets
Supplementary material from the paper’s appendix.
Appendix
| Symbol | Description |
| Causal latent variables | |
| Observations | |
| Mixing function | |
| Latent space dimension | |
| Observation space dimension | |
| Number of components in mixture models |
| Numerical | Numerical | Balls | Balls | Balls | |
| Stage 1 | Stage 2 | CNN | Stage 1 | Stage 2 | |
| Sparsity level | 0.01 | 0.01 | |||
| Optimizer | Adam | ExtraAdam | Adam | Adam | ExtraAdam |
| Primal optimizer learning rate | 1e-4 | 1e-4 | 1e-3 | 1e-3 | 1e-4 |
| Dual optimizer learning rate | 5e-5 | 5e-5 | |||
| Batch size | 6144 | 6144 | 256 | 256 | 256 |
| (Stage1) | MCC (Stage1) | MCC (Stage1) | MCC (VaDE) | ||||||
| 5 | 1 | 10 | 50% | 0 | 0 | 0.93 0.02 | 0.75 0.03 | 0.96 0.01 ‘ | 0.45 0.05 |
| 10 | 1 | 10 | 50% | 0 | 0 | 0.94 0.02 | 0.56 0.03 | 0.97 0.01 | 0.32 0.03 |
| 20 | 1 | 10 | 50% | 0 | 0 | 0.93 0.02 | 0.46 0.01 | 0.92 0.05 | 0.23 0.15 |
| 40 | 1 | 10 | 50% | 0 | 0 | 0.94 0.01 | 0.37 0.01 | 0.94 0.03 | 0.25 0.11 |
| 10 | 0 | 10 | 50% | 0 | 0 | 0.94 0.02 | 0.51 0.11 | 0.97 0.01 | 0.33 0.05 |
| 10 | 1 | 10 | 50% | 0 | 0 | 0.94 0.02 | 0.56 0.03 | 0.97 0.01 | 0.32 0.03 |
| MCC Independent | MCC in Tab. 1 | ||||||
| 5 | 1 | 10 | 50 % | 0 | 0 | 0.96 0.01 | 0.96 0.01 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 0.97 0.01 | 0.97 0.01 |
| 20 | 1 | 10 | 50 % | 0 | 0 | 0.93 0.05 | 0.92 0.05 |
| 40 | 1 | 10 | 50 % | 0 | 0 | 0.94 0.03 | 0.94 0.03 |
| 10 | 0 | 10 | 50 % | 0 | 0 | 0.97 0.01 | 0.97 0.01 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 0.97 0.01 | 0.97 0.01 |
| 5 | 10 | 20 | 40 | 50 | |
| Epoch | 2,500 | 20,000 | 125,000 | 300,000 | 800,000 |
| Execution time per 1000 epoch in Stage2 (s) | 13.4 | 20.2 | 45.6 | 145.4 | 219.7 |
| 1000 | 100 | 10 | 1 | 1e-1 | |
| MCC | 0.50 0.01 | 0.50 0.01 | 0.50 0.01 | 0.50 0.01 | 0.90 0.08 |
| 1e-2 | 1e-3 | 1e-4 | 1e-5 | ||
| MCC | 0.97 0.01 | 0.94 0.03 | 0.90 0.07 | 0.88 0.07 |
| Learning rate | 1e-2 | 1e-3 | 1e-4 | 1e-5 |
| MCC | 0.25 0.03 | 0.53 0.08 | 0.97 0.01 | 0.92 0.02 |
| MCC of VaDE | MCC of Our Method | ||||||
| 5 | 1 | 10 | 50 % | 0 | 0 | 0.66 0.09 | 0.94 0.01 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 0.78 0.05 | 0.94 0.01 |
| 20 | 1 | 10 | 50 % | 0 | 0 | 0.86 0.04 | 0.93 0.01 |
| 40 | 1 | 10 | 50 % | 0 | 0 | 0.84 0.07 | 0.93 0.01 |
| 10 | 0 | 10 | 50 % | 0 | 0 | 0.86 0.05 | 0.95 0.01 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 0.78 0.05 | 0.94 0.01 |
| 12(n+2) | 14(n+4) | 16(n+6) | 18(n+8) | 20(n+10) | |
| R2 | 0.91 | 0.89 | 0.88 | 0.88 | 0.83 |
| MCC | 0.96 | 0.96 | 0.93 | 0.96 | 0.96 |
| SHD ( ) | SHD ( ) | SHD | ||||||
| 5 | 1 | 10 | 50 % | 0 | 0 | 1.4 1.67 | 3.8 1.79 | 2.4 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 1.8 1.79 | 4.2 1.10 | 2.4 |
| 20 | 1 | 10 | 50 % | 0 | 0 | 7.8 2.86 | 22 12.90 | 14.2 |
| 40 | 1 | 10 | 50 % | 0 | 0 | 13.6 4.04 | 39.8 17.75 | 26.2 |
| 10 | 1 | 10 | 50 % | 0 | 0 | 1.8 1.79 | 4.2 1.10 | 2.4 |
| 10 | 2 | 10 | 50 % | 0 | 0 | 13.2 2.17 | 16 2.64 | 2.8 |
| Layer Type | Configuration | Output Shape |
| Input | RGB image | (3, 64, 64) |
| Encoder | ||
| Conv2D + ReLU | 3 32, kernel=3, stride=1, pad=1 | (32, 64, 64) |
| MaxPool2D | 2 2 | (32, 32, 32) |
| Conv2D + ReLU | 32 64, kernel=3, stride=1, pad=1 | (64, 32, 32) |
| MaxPool2D | 2 2 | (64, 16, 16) |
| Ball 1 | Ball 2 | |
| MCC | 0.958 0.052 | 0.914 0.148 |
| Ball 1 | Ball 2 | Ball 3 | Ball 4 | |
| MCC | 0.953 0.033 | 0.853 0.194 | 0.932 0.041 | 0.880 0.137 |
| Ball 1 | Ball 2 | Ball 3 | |
| MCC | 0.743 0.106 | 0.105 0.046 | 0.293 0.229 |
| Ball 4 | Ball 5 | Ball 6 | |
| MCC | 0.407 0.375 | 0.474 0.183 | 0.595 0.241 |
| 0.03 | 0.00 | 0.98 | 0.00 | |
| 0.95 | 0.01 | 0.01 | 0.00 | |
| 0.00 | 0.00 | 0.00 | 0.97 | |
| 0.02 | 0.99 | 0.00 | 0.01 |
| MCC | |||||||
| Exponential | Gumbel | Smooth LeakyReLU | Sigmoid | ||||
| 5 | 1 | 10 | 50 % | 0.92 0.06 | 0.95 0.01 | 0.97 0.01 | 0.36 0.02 |
| 10 | 1 | 10 | 50 % | 0.96 0.01 | 0.97 0.01 | 0.98 0.01 | 0.32 0.06 |
| 20 | 1 | 10 | 50 % | 0.94 0.02 | 0.95 0.02 | 0.94 0.09 | 0.29 0.04 |
| 10 | 0 | 10 | 50 % | 0.95 0.01 | 0.97 0.01 | 0.95 0.08 | 0.37 0.06 |
| 10 | 1 | 10 | 50 % | 0.96 0.01 | 0.97 0.01 | 0.98 0.01 | 0.32 0.06 |
| 2 | 5 | 10 | |
| 0.87 | 0.70 | 0.64 | |
| MCC | 0.92 | 0.63 | 0.47 |
| 0 | 1 | 2 | 3 | |
| 0.83 | 0.82 | 0.84 | 0.85 |
| 0.95 | 0.01 | 0.01 | 0.02 | 0.01 | |
| 0.90 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 0.01 | 0.84 | 0.01 | 0.01 | 0.00 | |
| 0.00 | 0.84 | 0.00 | 0.00 | 0.01 | |
| 0.00 | 0.00 | 0.91 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.91 | 0.00 | 0.01 |
| 0.95 | 0.00 | 0.00 | 0.01 | 0.03 | |
| 0.00 | 0.89 | 0.00 | 0.00 | 0.00 | |
| 0.01 | 0.00 | 0.92 | 0.01 | 0.02 | |
| 0.00 | 0.00 | 0.00 | 0.91 | 0.02 | |
| 0.01 | 0.00 | 0.00 | 0.94 | 0.01 | |
| 0.00 | 0.00 | 0.00 | 0.92 | 0.00 |
| 0.92 | 0.00 | 0.01 | 0.05 | |
| 0.00 | 0.89 | 0.00 | 0.01 | |
| 0.01 | 0.00 | 0.91 | 0.04 | |
| 0.00 | 0.00 | 0.88 | 0.01 | |
| 0.01 | 0.00 | 0.00 | 0.94 | |
| 0.01 | 0.00 | 0.01 | 0.91 |
Causal Representation Learning
Causal representation learning seeks latent features that reveal underlying causal variables and mechanisms for robust prediction, intervention, and transfer.
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