Toward the Identifiability of Comparative Deep Generative Models
Romain Lopez Jan-Christian Huetter Ehsan Hajiramezanali Jonathan Pritchard Aviv Regev
Deep Generative Models (DGMs) are versatile tools for learning data
representations while adequately incorporating domain knowledge such as the
specification of conditional probability distributions. Recently proposed DGMs
tackle the important task of comparing data sets from different sources. One
such example is the setting of contrastive analysis that focuses on describing
patterns that are enriched in a target data set compared to a background data
set. The practical deployment of those models often assumes that DGMs naturally
infer interpretable and modular latent representations, which is known to be an
issue in practice. Consequently, existing methods often rely on ad-hoc
regularization schemes, although without any theoretical grounding. Here, we
propose a theory of identifiability for comparative DGMs by extending recent
advances in the field of non-linear independent component analysis. We show
that, while these models lack identifiability across a general class of mixing
functions, they surprisingly become identifiable when the mixing function is
piece-wise affine (e.g., parameterized by a ReLU neural network). We also
investigate the impact of model misspecification, and empirically show that
previously proposed regularization techniques for fitting comparative DGMs help
with identifiability when the number of latent variables is not known in
advance. Finally, we introduce a novel methodology for fitting comparative DGMs
that improves the treatment of multiple data sources via multi-objective
optimization and that helps adjust the hyperparameter for the regularization in
an interpretable manner, using constrained optimization. We empirically
validate our theory and new methodology using simulated data as well as a
recent data set of genetic perturbations in cells profiled via single-cell RNA
sequencing.