A flat spectrum cannot be compressed
limit▲▲△A covariance in eight dimensions has eigenvalues , that is, .
(a) Find the loss of the best width- linear autoencoder for , and the fraction of the total variance each leaves unexplained.
(b) Find the smallest that leaves under one per cent.
(c) Repeat (b) for the flat spectrum .
(d) For with and , find the unexplained fraction as a function of . What happens as ?
(e) In the flat case, which subspace is optimal?
Hint
By (I.12.5) the loss is the sum of the eigenvalues after the -th. Both spectra are geometric series.
Solution
(a) The total is , and .
| loss | fraction unexplained | |
|---|---|---|
Each extra code unit roughly halves what is left.
(b) At the loss is and the fraction is , just over. At it is . So .
(c) With every eigenvalue equal to the loss is and the fraction is . It is under one per cent only at , where the code is as wide as the input. Nothing can be compressed.
(d) The tail is and the total is , so the unexplained fraction is exactly . Each code unit removes the fraction of what remains. To reach a fraction needs , which grows like as . 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 with weights that total . When all are equal this is whatever the weights, so every -dimensional subspace has the same loss. The uniqueness in I.12.T1 required , and here that fails at every . 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.