Differentiable Interval Bottlenecks for Interpretable Anomaly Detection in Numerical Data

Reconstruction-based anomaly detectors are accurate but opaque: a deep autoencoder flags a sample without telling a practitioner which feature ranges made it anomalous. We propose DIFFINT, an autoencoder whose latent bottleneck is structured as a set of soft, axis-aligned interval memberships learned end-to-end directly from raw numerical data, without any discretization or binarization. Each latent unit corresponds to a human-readable hyper-rectangle in feature space; an instance is encoded by how strongly it falls inside each interval relative to the other units, and its reconstruction error is the anomaly score. This keeps the power of differentiable representation learning while exposing an inspectable internal structure. We make the inductive bias precise: a certified reconstruction-error lower bound for points that fall outside every active coordinate of the learned support (with a Lipschitz-enforced decoder), and a graded, empirically verified suppression mechanism for the usual case in which only a few features are abnormal; and we provide a closed-form, label-free importance that ranks each (unit, feature) pair from quantities the model already maintains, turning trained intervals into auditable candidate constraints without ever seeing an anomaly label. On 48 ADBench benchmarks against 22 baselines under a common [-1, 1]-normalized protocol, DIFFINT attains the best mean rank overall on both metrics (4.10 on ROC-AUC, 4.16 on AUPR); among inlier-only detectors it leads its regime clearly, and it is competitive with the strongest contaminated-data detectors (see the stratified and complete-case analyses). It is the only interpretable detector in the statistically-tied leading cluster of seven methods.

Superposed Latent Autoencoder

Autoencoders typically meet tight latent-memory budgets by making each latent representation smaller, sacrificing representational capacity. We ask a different question: can multiple wider latents be stored together instead? We introduce the Superposed Latent Autoencoder (SLAE), which preserves high-capacity latent representations while sharing storage through learned superposition. SLAE transforms latents into storage-friendly codes, binds them with randomized keys, superposes multiple codes into a single memory tensor, and learns to recover each latent before decoding. Under the same storage budget, SLAE replaces irreversible dimensional bottlenecks with structured interference that can be suppressed. Across CIFAR-10/100, SVHN, STL-10, Tiny ImageNet, and a wide range of memory budgets, SLAE substantially improves the reconstruction--memory tradeoff, reducing reconstruction error by up to 56% over conventional autoencoders at matched storage. Further analysis shows that SLAE's advantage comes from making wider representations usable under the same storage budget. These gains also extend beyond reconstruction: the information preserved by SLAE improves downstream classification by up to 16.79 percentage points under the same memory budget. Our results suggest a new principle for representation compression: instead of making every latent smaller, keep representations wide and let them share memory.

Orthogonal Dendritic Intrinsic Networks: An Architecture for Significance-Ordered, Orthogonal Latent Spaces

Principal Component Analysis or PCA-like properties (orthogonality, variance ranking) are seldom realized in deep autoencoder architectures. In this work, we present ODIN (Orthogonal Dendritic Intrinsic Network), a novel autoencoder architecture that recovers PCA-like latent structure in a fully non-linear regime. By incorporating a set of geometric constraints directly into the training objective, ODIN encourages latent dimensions to be mutually orthogonal and ordered by explained variance, mirroring the interpretable decomposition of PCA while retaining the expressive power of deep networks. We provide theoretical grounding for these constraints and demonstrate their compatibility with standard encoder-decoder frameworks. We also establish empirical results for both synthetic and real world datasets, establishing a principled path toward interpretable, structured feature learning and dimensionality reduction.

ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall

Learning Value-at-Risk (VaR) and Expected Shortfall (ES) is important for managing financial risks effectively. Existing approaches with limited parameters are vulnerable to model misspecification in the era of big data. To address this limitation, we propose a large tail risk model, the retrieval-enhanced self-grouping autoencoder (ReSGA), which is designed with millions of parameters to exploit the rich cross-sectional dependence and long-term temporal dynamics of assets using their characteristics. Applied to monthly US equity returns from 1926 to 2023 with 153 firm characteristics, ReSGA outperforms twelve econometric and machine learning competitors in terms of out-of-sample loss and statistical backtesting. In addition, its forecast advantages can translate into significant economic gains from long-short decile portfolios that are constructed by a new size-enhanced left-side momentum strategy. To clarify the role of complexity, we further conduct a systematic scaling analysis and demonstrate that improvements in joint VaR-ES forecasting are primarily driven by data complexity rather than model complexity. Finally, our analyses of group-importance and transfer-learning exhibit the interpretability and cross-market generalizability of ReSGA.

Learning Coherent Representations: A Topological Approach to Interpretability

Deep neural networks learn representations where individual features often lack interpretable meaning; a single neuron may activate for scattered, unrelated inputs. We introduce coherence, a geometric property inspired by neural coding in the brain, where neurons like grid cells and head direction cells respond to contiguous regions of state space. A non-negative matrix is coherent if each row (sample) attends to geometrically clustered columns (features) and vice versa, and in addition every sample is well described by some feature and every feature is needed by some sample. We prove that coherent matrices induce a bounded interleaving between the Vietoris-Rips filtrations of samples and features, guaranteeing that both spaces share compatible topological structure. This geometric constraint facilitates interpretability. For example, if data lies on a circle, coherent features must tile that circle into contiguous arcs. We introduce Coh, a differentiable objective function based on Fréchet variance that enforces coherence during training. Unlike sparsity, which bounds how many samples a feature activates on, coherence bounds which samples, requiring geometric connectivity rather than only rarity. This yields not just interpretable features but an interpretable feature space. We validate Coh in an auto-encoder using synthetic and rotated MNIST datasets and in a token embedding of BERT using language data.