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arXiv research

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.

168,695 papers · 148 categories

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137275412549 · Jun 202019922001200920172026
48 results for information-theoretic sampling

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.

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.

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 ↗

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.

Proposes a new information-theoretic framework for analyzing deep neural networks.

problem Difficulty in analyzing deep neural networks using existing theoretical frameworks.
method Introduces an information-theoretic framework with new notions of regret and sample complexity.
result Establishes sample complexity bounds for deep neural networks that are width-independent and linear in depth.

Novel bounds for SGLD show generalization error decreases with more samples.

problem Understanding the generalization error of SGLD in non-convex optimization.
method Information-theoretic approach focusing on Kullback-Leibler divergence and sub-exponential loss function.
result Time-independent generalization bounds for SGLD, independent of step size and number of iterations.

We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate the per-period performance of the agent with its information gain about the enviro…

2019-11-21abs ↗pdf ↗

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.

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.

This work tackles online memory selection in continual learning using information theory.

problem Online selection of a representative replay memory from data streams.
method Information-theoretic criteria (surprise, learnability) and Bayesian model for efficient computation.
result InfoRS improves robustness against data imbalance compared to reservoir sampling.

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 ↗

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 ↗

BITS for GAPS uses Bayesian methods to improve surrogate model accuracy in complex systems.

problem Improving surrogate model accuracy in complex physical systems with uncertainty.
method Bayesian Information-Theoretic Sampling for hierarchical Gaussian Process Surrogates.
result Increased expected information gain and predictive accuracy by targeting high-uncertainty regions.

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 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.

Study on sparse recovery with mixed-quality data, establishing sample-size conditions.

problem Sparse recovery with heterogeneous noise from high- and low-quality sources.
method Establishes linear trade-off for sufficient conditions, analyzes LASSO algorithm.
result Linear trade-off for sufficient conditions, robustness of LASSO to data heterogeneity.

Improved Thompson Sampling for logistic bandits with information-theoretic analysis.

problem Optimizing binary reward probabilities in logistic bandit problems.
method Information-theoretic framework, focusing on the information ratio and minimax measure.
result Bound on Bayesian expected regret of O(d/αTlog(βT/d))O(d/α\sqrt{T \log(βT/d)}) for logistic bandits.

This paper tightens information-theoretic bounds on generalization errors.

problem Understanding the discrepancy between training and testing data losses.
method Investigates the tightness of information-theoretic bounds on generalization error.
result The individual sample mutual information bound can be asymptotically tight under specific assumptions.

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs require the number of samples to be at least proportional to the logarithm of the number of vertices to allow consistent graph recovery. When…

2018-02-12abs ↗pdf ↗

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 ↗

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 ↗

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

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.

Advances in unsupervised learning enable reconstruction and generation of samples from complex distributions, but this success is marred by the inscrutability of the representations learned. We propose an information-theoretic approach to characterizing disentanglement and dependence in representation learning using mu…

2018-02-16abs ↗pdf ↗

DPPS uses DP priors for Bayesian non-parametric multi-arm bandits.

problem Optimizing multi-arm bandit environments with prior beliefs.
method Bayesian non-parametric algorithm based on Dirichlet Process priors.
result DPPS provides principled incorporation of prior beliefs and is optimal in Bayesian regret setup.

The paper analyzes the efficiency of gradient estimation methods in noisy function evaluations.

problem Estimating gradients of smooth functions using noisy function evaluations.
method Information-theoretic lower bounds and finite difference method analysis.
result The finite difference method is not minimax optimal, suggesting room for improvement in gradient estimation.

LinFACT identifies all ε-best arms in linear bandits with near-optimal efficiency.

problem Efficiently identifying multiple optimal candidates in high trial-and-error cost tasks.
method LinFACT algorithm designed for linear bandits, with information-theoretic lower bound and upper bound derivation integration.
result LinFACT achieves instance optimality, matching lower bound up to a logarithmic factor.

Despite the availability of ever more data enabled through modern sensor and computer technology, it still remains an open problem to learn dynamical systems in a sample-efficient way. We propose active learning strategies that leverage information-theoretical properties arising naturally during Gaussian process regres…

2019-11-22abs ↗pdf ↗

Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.

problem Gaussian process regression struggles with compositional functions.
method We study information-theoretic lower bounds for posterior contraction rates in Gaussian process regression for a continuous regression model.
result Posterior based on any mean-zero Gaussian process can only recover the truth at a rate strictly slower than the minimax rate for generalized additive functions.

New bounds on IDS for RL show how to balance computation and learning efficiency.

problem Understanding and optimizing information-directed sampling (IDS) for reinforcement learning.
method Developed novel information-theoretic tools to bound information ratio and cumulative information gain.
result Derived prior-free Bayesian regret bounds for IDS in tabular finite-horizon MDPs and improved computational efficiency.

Multi-view clustering has received much attention recently. Most of the existing multi-view clustering methods only focus on one-sided clustering. As the co-occurring data elements involve the counts of sample-feature co-occurrences, it is more efficient to conduct two-sided clustering along the samples and features si…

2019-05-25abs ↗pdf ↗

A new method for forgetting data from trained models using information theory.

problem Efficiently forgetting private or copyrighted data from trained machine learning models.
method An information-theoretic approach to zero-shot unlearning, minimizing gradient smoothing.
result Our method successfully unlearns data while maintaining model performance.