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48 results for information-theoretic metric

Unified framework connects credit risk metrics with information theory.

problem Disconnection between industry-standard metrics and statistical theory.
method Unified information-theoretic framework, proving IV equals PSI, deriving standard errors, formalizing trade-off, automated binning with XGBoost.
result Unified framework connects IV and PSI, providing statistical foundation for metrics.

This work improves generalisation bounds using chaining and information theory.

problem Improving generalisation bounds for supervised learning algorithms.
method Developed a theoretical framework linking generalisation bounds to their chained counterparts, derived new bounds using Wasserstein distance.
result Chained generalisation bounds can be tighter than standard bounds, especially for concentrated hypothesis distributions.

Proposes PIC and POIC for measuring task difficulty in RL.

problem Lack of metrics to measure task difficulty in RL.
method Introduces policy information capacity (PIC) and policy-optimal information capacity (POIC) as metrics based on mutual information.
result Empirically shows PIC and POIC correlate with task solvability better than alternatives.

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.

We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize the entropy of that probability on labeled data…

2011-05-01abs ↗pdf ↗

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 ↗

Most of metric learning approaches are dedicated to be applied on data described by feature vectors, with some notable exceptions such as times series, trees or graphs. The objective of this paper is to propose a metric learning algorithm that specifically considers relational data. The proposed approach can take benef…

2018-07-02abs ↗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.

In this paper we consider an information theoretic approach for the accounting classification process. We propose a matrix formalism and an algorithm for calculations of information theoretic measures associated to accounting classification. The formalism may be useful for further generalizations and computer-based imp…

2014-01-13abs ↗pdf ↗

Study reveals mutual information is crucial for understanding algorithm performance in stochastic convex optimization.

problem Uncertainty in capturing the exceptional performance of learning algorithms using existing information-theoretic generalization bounds.
method Examined the relationship between mutual information and generalization in stochastic convex optimization.
result Mutual information is necessary for true risk minimization in stochastic convex optimization, indicating existing bounds fall short.

New tighter bounds for learning algorithms from Steinke & Zakynthinou's supersample setting.

problem Improving generalization bounds for machine learning algorithms.
method Information-theoretic approach using projected loss and Rademacher sequence.
result The new bounds are tighter than previous information-theoretic bounds.

Optimistic algorithms and Thompson sampling use info-theory for better reinforcement learning.

problem Designing algorithms that balance exploration and exploitation in reinforcement learning.
method Integrating information-theoretic concepts into optimistic algorithms and Thompson sampling.
result Cumulative regret bound depends on uncertainty and quantifies prior information value.

The paper explores the information-theoretic nature of excess risk in machine learning.

problem Understanding the excess risk in machine learning models.
method Formulates the minimax excess risk as a zero-sum game and modifies it to allow swapping of the order of play.
result Proves that under certain conditions, the duality gap is zero, allowing for the application of Bayesian results to provide bounds on minimax excess risk.

This paper clarifies VAE's property through geometric and information-theoretic interpretations.

problem The transparency of VAE model is an underlying issue.
method Quantitative understanding of VAE through differential geometry and information theory.
result VAE can be mapped to an implicit isometric embedding with a scale factor derived from the posterior parameter.

Optimizes SGLD noise structure for better generalization bounds.

problem Improving generalization bounds for large models trained with SGLD.
method Manipulates the noise structure in SGLD to optimize information-theoretical bounds.
result Optimal noise covariance is the square root of the expected gradient covariance under certain constraints.

Unified framework for information-theoretic bounds on learning algorithms.

problem Deriving generalization bounds for learning algorithms.
method Probabilistic decorrelation lemma, symmetrization, couplings, chaining, Young's inequality.
result New upper bounds on generalization error in expectation and high probability.

Unified notation simplifies information-theoretic concepts in machine learning.

problem Opaque notation for information-theoretic quantities in machine learning.
method Proposed a practical and unified notation for information-theoretic quantities.
result Unified notation facilitates new intuitions and rederivations in machine learning.

Survey of spectral, probabilistic, and deep metric learning methods.

problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.

We propose a new class of metrics on sets, vectors, and functions that can be used in various stages of data mining, including exploratory data analysis, learning, and result interpretation. These new distance functions unify and generalize some of the popular metrics, such as the Jaccard and bag distances on sets, Man…

2016-03-22abs ↗pdf ↗

Stochastic volatility models describe asset prices StS_t as driven by an unobserved process capturing the random dynamics of volatility σtσ_t. Here, we quantify how much information about σtσ_t can be inferred from asset prices StS_t in terms of Shannon's mutual information I(St:σt)I(S_t : σ_t). This motivates a careful nume…

2015-12-28abs ↗pdf ↗

LLMs' explanations are often insufficient and vary with input distribution.

problem Evaluating the sufficiency of LLM explanations without predefined biases.
method Generalizing sufficiency to arbitrary explanations, using LLM's input beliefs, and introducing SCSuff metric.
result Explanation sufficiency can vary with input distribution and is weakly correlated with model size, accuracy, or output entropy.

Framework for understanding overfitting and underfitting using information theory.

problem Understanding and preventing overfitting and underfitting in machine learning.
method Information-theoretic framework measuring algorithm capacity and dataset information transfer.
result Upper-bounding algorithm capacity and establishing its relationship to machine learning quantities.

The paper sets information-theoretic lower bounds for neural networks' parameter recovery and excess risk.

problem Establishing sample complexity lower bounds for neural network parameters and excess risk.
method Using information-theoretic tools, the paper proves lower bounds by constructing a generative network.
result Proves information-theoretic lower bounds for exact parameter recovery and positive excess risk.

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

problem Divergent evaluations of unsupervised models due to different clustering similarity measures.
method Developed an analytical framework that unifies pair-counting and information-theoretic clustering similarity measures.
result Unified framework clarifies when and why the two regimes diverge and provides a principled basis for selecting and interpreting clustering similarity measures.

Unified framework connects EI and information-theoretic acquisition functions.

problem Distinguish between Expected Improvement and information-theoretic acquisition functions.
method Introduces Variational Entropy Search (VES) to unify EI and information-theoretic approaches.
result EI can be seen as a variational inference approximation of Max-value Entropy Search (MES).