Md. Asif Uddin
    I.12.X05

    A flat spectrum cannot be compressed

    limit▲▲△

    A covariance in eight dimensions has eigenvalues λi=28−i\lambda_i=2^{8-i}, that is, 128,64,…,2,1128,64,\ldots,2,1.

    (a) Find the loss of the best width-kk linear autoencoder for k=1,2,4,7k=1,2,4,7, and the fraction of the total variance each leaves unexplained.

    (b) Find the smallest kk that leaves under one per cent.

    (c) Repeat (b) for the flat spectrum λi=1\lambda_i=1.

    (d) For λi=ρ i−1\lambda_i=\rho^{\,i-1} with 0<ρ<10<\rho<1 and d→∞d\to\infty, find the unexplained fraction as a function of kk. What happens as ρ→1\rho\to1?

    (e) In the flat case, which subspace is optimal?

    Hint

    By (I.12.5) the loss is the sum of the eigenvalues after the kk-th. Both spectra are geometric series.

    Solution

    (a) The total is 28−1=2552^8-1=255, and ∑i>k28−i=28−k−1\sum_{i>k}2^{8-i}=2^{8-k}-1.

    kklossfraction unexplained
    111271270.4980390.498039
    2263630.2470590.247059
    4415150.0588240.058824
    77110.0039220.003922

    Each extra code unit roughly halves what is left.

    (b) At k=6k=6 the loss is 33 and the fraction is 3/255=0.0117653/255=0.011765, just over. At k=7k=7 it is 0.0039220.003922. So k=7k=7.

    (c) With every eigenvalue equal to 11 the loss is 8−k8-k and the fraction is 1−k/81-k/8. It is under one per cent only at k=8k=8, where the code is as wide as the input. Nothing can be compressed.

    (d) The tail is ∑i>kρ i−1=ρk/(1−ρ)\sum_{i>k}\rho^{\,i-1}=\rho^k/(1-\rho) and the total is 1/(1−ρ)1/(1-\rho), so the unexplained fraction is exactly ρk\rho^k. Each code unit removes the fraction 1−ρ1-\rho of what remains. To reach a fraction ϵ\epsilon needs k=ln⁡ϵ/ln⁡ρk=\ln\epsilon/\ln\rho, which grows like ln⁡(1/ϵ)/(1−ρ)\ln(1/\epsilon)/(1-\rho) as ρ→1\rho\to1. A spectrum that decays slowly needs a wide code, and in the limit of no decay no finite width suffices.

    (e) Every one. In the proof of I.12.T1 the retained variance is ∑iλici\sum_i\lambda_ic_i with weights that total kk. When all λi\lambda_i are equal this is kk whatever the weights, so every kk-dimensional subspace has the same loss. The uniqueness in I.12.T1 required λk>λk+1\lambda_k>\lambda_{k+1}, and here that fails at every kk. Training will return some subspace, fixed by the initialisation and not by the data.

    A linear code compresses exactly to the extent that the spectrum is uneven. Isotropic noise has a flat spectrum, and no linear code compresses it.

    Draws on