  We consider the statistical problem of learning common source of variability
in data which are synchronously captured by multiple sensors, and demonstrate
that Siamese neural networks can be naturally applied to this problem. This
approach is useful in particular in exploratory, data-driven applications,
where neither a model nor label information is available. In recent years, many
researchers have successfully applied Siamese neural networks to obtain an
embedding of data which corresponds to a "semantic similarity". We present an
interpretation of this "semantic similarity" as learning of equivalence
classes. We discuss properties of the embedding obtained by Siamese networks
and provide empirical results that demonstrate the ability of Siamese networks
to learn common variability.
