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This paper proposes an optimization-based method to learn the singular value decomposition (SVD) of a compact operator with ordered singular functions. The proposed objective function is based on Schmidt’s low-rank approximation theorem (1907) that characterizes a truncated SVD as a solution minimizing the mean squared error, accompanied with a technique called nesting to learn the ordered structure. When the optimization space is parameterized by neural networks, we refer to the proposed method as NeuralSVD. The implementation does not require sophisticated optimization tricks unlike existing approaches. 

With the unprecedented performance achieved by deep learning, it is commonly believed that deep neural networks (DNNs) attempt to extract informative features for learning tasks. To formalize this intuition, we apply the local information geometric analysis and establish an information-theoretic framework for feature selection, which demonstrates the information-theoretic optimality of DNN features. Moreover, we conduct a quantitative analysis to characterize the impact of network structure on the feature extraction process of DNNs. Our investigation naturally leads to a performance metric for evaluating the effectiveness of extracted features, called the H-score, which illustrates the connection between the practical training process of DNNs and the information-theoretic framework. Finally, we validate our theoretical results by experimental designs on synthesized data and the ImageNet dataset. 

One primary focus in multimodal feature extraction is to find the representations of individual modalities that are maximally correlated. As a well-known measure of dependence, the Hirschfeld-Gebelein-Rényi (HGR) maximal correlation be-´ comes an appealing objective because of its operational meaning and desirable properties. However, the strict whitening constraints formalized in the HGR maximal correlation limit its application. To address this problem, this paper proposes Soft-HGR, a novel framework to extract informative features from multiple data modalities. Specifically, our framework prevents the “hard” whitening constraints, while simultaneously preserving the same feature geometry as in the HGR maximal correlation. The objective of Soft-HGR is straightforward, only involving two inner products, which guarantees the efficiency and stability in optimization. We further generalize the framework to handle more than two modalities and missing modalities. When labels are partially available, we enhance the discriminative power of the feature representations by making a semi-supervised adaptation. Empirical evaluation implies that our approach learns more informative feature mappings and is more efficient to optimize.