Truncated Gaussian-Mixture Variational AutoEncoder

Abstract: Variation Autoencoder (VAE) has become a powerful tool in modeling the non-linear generative process of data from a low-dimensional latent space. Recently, several studies have proposed to use VAE for unsupervised clustering by using mixture models to capture the multi-modal structure of latent representations. This strategy, however, is ineffective when there are outlier data samples whose latent representations are meaningless, yet contaminating the estimation of key major clusters in the latent space. This exact problem arises in the context of resting-state fMRI (rs-fMRI) analysis, where clustering major functional connectivity patterns is often hindered by heavy noise of rs-fMRI and many minor clusters (rare connectivity patterns) of no interest to analysis. In this paper we propose a novel generative process, in which we use a Gaussian-mixture to model a few major clusters in the data, and use a non-informative uniform distribution to capture the remaining data. We embed this truncated Gaussian-Mixture model in a Variational AutoEncoder framework to obtain a general joint clustering and outlier detection approach, called tGM-VAE. We demonstrated the applicability of tGM-VAE on the MNIST dataset and further validated it in the context of rs-fMRI connectivity analysis.