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Understanding Deep Learning Applications in Rare Event Prediction/

...

Autoencoders as Neural Network Version of PCA

Exploring autoencoders as a neural network version of PCA for dimension reduction and feature representation.

We'll cover the following...

Background
Autoencoders and principal component analysis
Encoding—projection to a lower dimension
Decoding—reconstruction to the original dimension

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Getting Started

Rare Event Prediction

Multi-Layer Perceptrons (MLPs)

Long Short-Term Memory (LSTM) Networks

Convolutional Neural Networks (CNNs)

Autoencoders

Conclusion

Autoencoders as Neural Network Version of PCA