DE-VAE: Revealing Uncertainty in Parametric and Inverse Projections with Variational Autoencoders using Differential Entropy
Frederik L. Dennig, Daniel A. Keim
TL;DR
DE-VAE addresses uncertainty in parametric and inverse dimensionality reduction by modeling the latent space as Gaussian distributions and maximizing differential entropy. The method uses a fixed 2D projection target and learns both a parametric projection $P$ via the latent mean $\mu$ and an inverse projection $P^{-1}$ via the decoder, with an objective that combines reconstruction, projection alignment, and entropy regularization. Three covariance structures (isotropic, diagonal, full) are explored, yielding different latent-space geometries and uncertainty visualizations, and evaluated against UMAP/t-SNE baselines on four datasets. While reconstruction and projection performance are broadly comparable to AE-based approaches, DE-VAE uniquely enables explicit uncertainty visualization in the embedding, offering a new angle for interpreting DR results. Limitations include not enforcing an ELBO, requiring careful tuning of loss weights, and evaluation restricted to certain projection methods; future work could extend to more projection techniques and Gaussian mixtures to enrich layout structure.
Abstract
Recently, autoencoders (AEs) have gained interest for creating parametric and invertible projections of multidimensional data. Parametric projections make it possible to embed new, unseen samples without recalculating the entire projection, while invertible projections allow the synthesis of new data instances. However, existing methods perform poorly when dealing with out-of-distribution samples in either the data or embedding space. Thus, we propose DE-VAE, an uncertainty-aware variational AE using differential entropy (DE) to improve the learned parametric and invertible projections. Given a fixed projection, we train DE-VAE to learn a mapping into 2D space and an inverse mapping back to the original space. We conduct quantitative and qualitative evaluations on four well-known datasets, using UMAP and t-SNE as baseline projection methods. Our findings show that DE-VAE can create parametric and inverse projections with comparable accuracy to other current AE-based approaches while enabling the analysis of embedding uncertainty.
