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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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92184275367 · Jun 202019922001200920172026
48 results for information-theoretic limits

In this paper, we study the information-theoretic limits of learning the structure of Bayesian networks (BNs), on discrete as well as continuous random variables, from a finite number of samples. We show that the minimum number of samples required by any procedure to recover the correct structure grows as Ω(m)Ω(m) and $Ω…

2016-01-27abs ↗pdf ↗

New bounds improve generalization in learning scenarios.

problem Limitations of existing information-theoretic bounds in SCO problems.
method Sample-conditioned hypothesis stability and neighboring-hypothesis matrix.
result Sharper generalization guarantees in various learning scenarios.

Information-theoretic Bayesian optimisation techniques have demonstrated state-of-the-art performance in tackling important global optimisation problems. However, current information-theoretic approaches require many approximations in implementation, introduce often-prohibitive computational overhead and limit the choi…

2017-11-02abs ↗pdf ↗

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

Neural networks learn complex functions efficiently near information-theoretic limits.

problem Understanding how neural networks learn high-dimensional features.
method Gradient descent learning of a Gaussian Multi-index model with hidden subspace.
result A standard two-layer neural network can learn the target with optimal sample and time complexity.

Study reveals limits of detecting local geometry in random graphs.

problem Detecting local geometry in random graphs with hidden communities.
method Introduced model and used information-theoretic and computational limits to investigate detection.
result Detection threshold determined at d=Θ~(k2k6/n3)d = \widetildeΘ(k^2 \vee k^6/n^3) for fixed pp.

We solve matrix denoising with both row and column correlations, setting limits and designing optimal methods.

problem Matrix denoising with doubly heteroscedastic noise (both row and column correlations).
method Established information-theoretic and algorithmic limits, designed a novel spectral estimator with optimality guarantees.
result The novel spectral estimator achieves positive correlation with the signal and Bayes-optimal error under one-sided heteroscedasticity.

The stochastic block model (SBM) is a random graph model with different group of vertices connecting differently. It is widely employed as a canonical model to study clustering and community detection, and provides a fertile ground to study the information-theoretic and computational tradeoffs that arise in combinatori…

2017-03-29abs ↗pdf ↗

Improved robust regression with clean covariates achieves better rates than Huber's model.

problem Robust regression under adaptive contamination of responses with clean covariates.
method Exploiting clean covariates to construct an estimator achieving better rates than Huber's model.
result Improved estimation rate even with constant contamination, achieving consistency.

We analyze the information-theoretic limits for the recovery of node labels in several network models. This includes the Stochastic Block Model, the Exponential Random Graph Model, the Latent Space Model, the Directed Preferential Attachment Model, and the Directed Small-world Model. For the Stochastic Block Model, the…

2018-02-16abs ↗pdf ↗

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error …

2015-03-01abs ↗pdf ↗

Unified information-theoretic objectives for training deep neural networks.

problem Difficulty in computing information-theoretic quantities for large deep neural networks.
method Review and unify competing objectives, develop surrogate objectives.
result Surrogate objectives allow applying information bottleneck to modern neural network architectures.

Study information limits for community detection in sub-hypergraphs.

problem Identify limits for exact community detection in sub-hypergraphs.
method Use Fano's inequality to define model parameters and identify success and failure regions.
result Identify regions where algorithms succeed or fail in exact recovery.

Neural network learns low-dimensional polynomials with SGD near information-theoretic limit.

problem Learning a single-index target function with gradient descent.
method Two-layer neural network optimized by SGD on squared loss.
result Sample and runtime complexity of nT=Θ(d ⁣ ⁣polylogd)n \simeq T = Θ(d\!\cdot\! \mathrm{polylog} d) for polynomial single-index models, matching information theoretic limit up to polylogarithmic factors.

Spectral clustering achieves strong consistency in the stochastic block model under certain conditions.

problem Achieving strong consistency in spectral clustering for the stochastic block model.
method Entrywise analysis of the Fielder eigenvector of graph Laplacians.
result Spectral clustering achieves exact recovery of hidden communities under matching information-theoretic limits.

This paper improves DNN generalization by accurately estimating mutual information.

problem Intractability of estimating mutual information in DNNs.
method Introduces a probabilistic representation of DNNs to accurately estimate mutual information.
result Derives a tighter generalization bound than previous relaxations.

Study on maximizing submodular functions with limited updates, achieving tight bounds and poly-time algorithms.

problem Online submodular maximization with constant recourse.
method Information-theoretic bounds and poly-time randomized algorithms.
result Achieved tight bounds of 2/3 and 3/4 for general and coverage functions, respectively, with a 0.51 approximation.

Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper offers a consolidated presentation of a theory of bounded rationality based on i…

2015-12-21abs ↗pdf ↗

Why are classifiers in high dimension vulnerable to "adversarial" perturbations? We show that it is likely not due to information theoretic limitations, but rather it could be due to computational constraints. First we prove that, for a broad set of classification tasks, the mere existence of a robust classifier implie…

2018-05-25abs ↗pdf ↗

Exact pairwise ranking is achievable but not possible under noisy comparisons.

problem Recovering the exact rank of items from noisy pairwise comparisons.
method Information-theoretic upper and lower bounds using the SST model and combinatorial arguments.
result Sharp information-theoretic bounds match in the parametric limit and outperform previous methods.

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such as robotics, where querying the system can be expensive and real-world dynamics…

2019-12-31abs ↗pdf ↗

New confidence intervals improve treatment effect estimation in randomized experiments.

problem Improving confidence intervals for treatment effects in randomized experiments.
method Systematic exploitation of negative dependence or variance adaptivity.
result Achieved nonasymptotic confidence intervals with the same effective sample size as asymptotic ones.

We consider the problem of sampling from a strongly log-concave density in Rd\mathbb{R}^d, and prove an information theoretic lower bound on the number of stochastic gradient queries of the log density needed. Several popular sampling algorithms (including many Markov chain Monte Carlo methods) operate by using stochas…

2020-02-01abs ↗pdf ↗

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a Markov factor graph model, this exploration process is called structure discover…

2016-09-13abs ↗pdf ↗

Study on matching nodes between graphs to preserve edges, focusing on limits and algorithms.

problem Matching nodes between graphs to preserve most edges, especially in random graphs.
method Investigates fundamental limits and designs algorithms to recover alignments in planted graphs.
result High probability guarantees on the success or failure of graph alignment algorithms.

The paper extends Thompson Sampling to infinite action spaces using information theory.

problem Addressing the limitation of finite action spaces in Thompson Sampling.
method Information-theoretic analysis, extending rate-distortion theory to infinite action spaces.
result Derives a near-optimal regret bound for bandits with infinite and continuous action spaces.

New algorithm achieves strong consistency in binary non-uniform hypergraph classification.

problem Node classification on binary non-uniform hypergraphs with varying edge probabilities.
method Proposes a refinement algorithm using power iteration on weighted adjacency matrices.
result Proves optimality of the refinement algorithm, achieving strong consistency and IT lower bound.

In order to choose a neural network architecture that will be effective for a particular modeling problem, one must understand the limitations imposed by each of the potential options. These limitations are typically described in terms of information theoretic bounds, or by comparing the relative complexity needed to a…

2018-09-30abs ↗pdf ↗

In this paper, we study the information-theoretic limits of community detection in the symmetric two-community stochastic block model, with intra-community and inter-community edge probabilities an\frac{a}{n} and bn\frac{b}{n} respectively. We consider the sparse setting, in which aa and bb do not scale with nn, and…

2016-02-02abs ↗pdf ↗

The paper proposes a framework for information-theoretic predictive uncertainty measures.

problem The need for reliable estimation of predictive uncertainty in machine learning.
method Revisiting core concepts, categorizing predictive uncertainty measures based on model and approximation of true distribution.
result Identification of conditions under which certain predictive uncertainty measures excel.

Neural node embeddings have recently emerged as a powerful representation for supervised learning tasks involving graph-structured data. We leverage this recent advance to develop a novel algorithm for unsupervised community discovery in graphs. Through extensive experimental studies on simulated and real-world data, w…

2016-11-09abs ↗pdf ↗

New model improves community detection in networks with strong assortativity.

problem Classic SBMs fail to recover assortative communities in networks with reduced information.
method Introduced a constrained SBM with strong assortativity constraints and efficient algorithms.
result Significant boost in community recovery capabilities, especially close to information-theoretic threshold.

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative Shannon information, namely the Kullback-Leibler Divergence between the agents' pr…

2018-09-04abs ↗pdf ↗