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Optimizing Autoencoder Architectures

Explore how to optimize various autoencoder architectures tailored for rare event prediction. Understand design principles such as unit-norm constraints, activation choices, and specialized variants like sparse, denoising, LSTM, and convolutional autoencoders to enhance anomaly detection and feature extraction capabilities.

As we’ve seen throughout this lesson, a variety of architectures serve distinct purposes, from dimensionality reduction to denoising. Here’s a concise introduction to some key rules of thumb for constructing effective autoencoders.

Autoencoder constructions

  • Add unit-norm constraint on the weights. This prevents ill-conditioning of the model.

  • Add a linearly activated dense layer at the end of the encoder and decoder for calibration in most autoencoders.

  • The activation on the decoder output layer should be based on the range of the input. For example, linear if the input xx is in (,)(−∞, ∞) ...