What is the goal of unsupervised machine learning?

Aapo Hyvärinen

Unsupervised learning is one of the main branches of machine learning. Here I argue that unlike the other branches of machine learning (supervised and reinforcement learning), unsupervised learning is a rather heterogenous field that can serve several different goals. It seems futile to try to define one single goal for unsupervised learning. I identify four different goals for unsupervised learning: 1) Estimating the distribution, 2) Generating new data points, 3) Extracting features for downstream tasks, and 4) Understanding the data.