Robust Variational Autoencoder

Machine learning methods often need a large amount of labeled training data. Since the training data is assumed to be the ground truth, outliers can severely degrade learned representations and performance of trained models. Here we apply concepts from robust statistics to derive a novel variational autoencoder that is robust to outliers in the training data. Variational autoencoders (VAEs) extract a lower dimensional encoded feature representation from which we can generate new data samples. Robustness of autoencoders to outliers is critical for generating a reliable representation of particular data types in the encoded space when using corrupted training data. Our robust VAE is based on beta-divergence rather than the standard Kullback-Leibler (KL) divergence. Our proposed model has the same computational complexity as the VAE, and contains a single tuning parameter to control the degree of robustness. We demonstrate performance of the beta-divergence based autoencoder for a range of image data types, showing improved robustness to outliers both qualitatively and quantitatively. We also illustrate the use of the robust VAE for outlier detection.