Auto encoder
Scheme of auto encoder

\documentclass[border=0pt,tikz]{standalone}
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\usepackage{tikz-cd}
\begin{document}
\begin{tikzcd}
B,X_1,X_2 \arrow[r,"q"] \arrow[d, "\mathbf{1}( P^{\top}B>0)"] & Z_1, Z_2 \arrow[r,"p"] \arrow[dd,"\Tilde{q}"] & \widehat{B} \arrow[d,"\Tilde{P}^T \widehat{B} ",dashed] & \text{AUC}(\widehat{B}) \\
B' & & \widehat{B'} & \text{AUC}(\widehat{B'}) \\[-25pt]
& Z'_1,Z_2 \arrow[r,"p"]& \Tilde{B'}& \text{AUC}(\Tilde{B'})
\end{tikzcd}
\end{document}