End-to-end learning with irregularly-sampled data

For numerous domains, including for instance earth observation, medical imaging, astrophysics,..., available image and signal datasets often involve irregular space-time sampling patterns and large missing data rates. These sampling properties may be critical to apply state-of-the-art learning-based (e.g., auto-encoders, CNNs,...), fully benefit from the available large-scale observations and reach breakthroughs in the reconstruction and identification of processes of interest. In this paper, we address the end-to-end learning of representations of signals, images and image sequences from irregularly-sampled data, i.e. when the training data involved missing data. From an analogy to Bayesian formulation, we consider energy-based representations. Two energy forms are investigated: one derived from auto-encoders and one relating to Gibbs priors. The learning stage of these energy-based representations (or priors) involve a joint interpolation issue, which amounts to solving an energy minimization problem under observation constraints. Using a neural-network-based implementation of the considered energy forms, we can state an end-to-end learning scheme from irregularly-sampled data. We demonstrate the relevance of the proposed representations for different case-studies: namely, multivariate time series, 2D images and image sequences.Related paper: Ouala et al. Learning Latent Dynamics for Partially-Observed Chaotic Systems. arXiv 2019. (link)