Compressed sensing techniques enable efficient acquisition and recovery of sparse, high-dimensional data signals via low-dimensional projections. In this work, we propose Uncertainty Autoencoders, a learning framework for unsupervised representation learning inspired by compressed sensing. We treat the low-dimensional projections as noisy latent representations of an autoencoder and directly learn both the acquisition (i.e., encoding) and amortized recovery (i.e., decoding) procedures. Our learning objective optimizes for a tractable variational lower bound to the mutual information between the datapoints and the latent representations. We show how our framework provides a unified treatment to several lines of research in dimensionality reduction, compressed sensing, and generative modeling. Empirically, we demonstrate a 32% improvement on average over competing approaches for the task of statistical compressed sensing of high-dimensional datasets.
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