Power Transform Explorer
← back to the notes · Eftekhari & Papyan (ICML 2025), On the Importance of Gaussianizing Representations. Interactive companions to Eq 3 (the transform), Eqs 4–5 and Appendices C–D (choosing λ), and Lemma B.1 (why Gaussian means "uncorrelated ⇒ independent").
1. What Eq 3 does to the number line
Each channel's pre-activations are standardised first, so h is mostly in [−3, 3]. The transform is monotone (it never reorders values), passes through 0 with slope 1 for every λ, and only bends the tails. For λ < 1 the right tail is pulled in and the left tail pushed out, which removes right skew. For λ > 1 it's the mirror image. λ = 1 is the identity.
2. Gaussianize a batch and see how λ is chosen
λ is chosen by maximum likelihood: pick the λ for which ψ(h) looks most like a Gaussian sample. The profile NLL (Eq 13, derived in Appendix C) has two competing parts:
- variance term ½ log σ̂²(λ): smaller when ψ squashes the data. On its own it would pick whatever λ shrinks things most;
- Jacobian term −(λ−1)·mean(sign(h)·log(1+|h|)): the change-of-variables charge for that squashing. You can't make a sample look tight just by compressing the axis.
The layer doesn't minimise this exactly. It takes one Newton step from λ = 1 on the quadratic Taylor expansion (Eq 5, Appendix D), shown as the dashed parabola.
3. Lemma B.1: the joint shape is what makes "uncorrelated ⇒ independent"
Both panels have exactly N(0,1) marginals and the same correlation ρ. The left one is jointly Gaussian. The right one mixes two Gaussians with correlations ρ + d and ρ − d. Lemma B.1 says the Gaussian joint has the smallest mutual information among all joints with these marginals and this ρ. Set ρ = 0 and increase d to get variables that are uncorrelated but strongly dependent.