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Minimum Description Length (MDL) is an important principle for induction and prediction, with strong relations to optimal Bayesian learning. This paper deals with learning non-i.i.d. processes by means of two-part MDL, where the underlying…

Information Theory · Computer Science 2007-07-13 Jan Poland , Marcus Hutter

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression,…

Signal Processing · Electrical Eng. & Systems 2022-01-28 Zhenyu Wei , Raymond K. W. Wong , Thomas C. M. Lee

This is an up-to-date introduction to and overview of the Minimum Description Length (MDL) Principle, a theory of inductive inference that can be applied to general problems in statistics, machine learning and pattern recognition. While MDL…

Methodology · Statistics 2019-12-19 Peter Grünwald , Teemu Roos

We study the properties of the Minimum Description Length principle for sequence prediction, considering a two-part MDL estimator which is chosen from a countable class of models. This applies in particular to the important case of…

Machine Learning · Computer Science 2011-11-09 Jan Poland , Marcus Hutter

We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this…

Machine Learning · Computer Science 2013-02-01 Peter D Grunwald , Petri Kontkanen , Petri Myllymaki , Tomi Silander , Henry Tirri

This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at…

Machine Learning · Computer Science 2019-05-23 Mojtaba Abolfazli , Anders Host-Madsen , June Zhang

Robust low-rank matrix estimation is a topic of increasing interest, with promising applications in a variety of fields, from computer vision to data mining and recommender systems. Recent theoretical results establish the ability of such…

Information Theory · Computer Science 2011-09-29 Ignacio Ramírez , Guillermo Sapiro

The Minimum Description Length (MDL) principle is solidly based on a provably ideal method of inference using Kolmogorov complexity. We test how the theory behaves in practice on a general problem in model selection: that of learning the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Qiong Gao , Ming Li , Paul Vitanyi

We consider the Minimum Description Length principle for online sequence prediction. If the underlying model class is discrete, then the total expected square loss is a particularly interesting performance measure: (a) this quantity is…

Machine Learning · Computer Science 2007-07-16 Jan Poland , Marcus Hutter

In the Minimum Description Length (MDL) principle, learning from the data is equivalent to an optimal coding problem. We show that the codes that achieve optimal compression in MDL are critical in a very precise sense. First, when they are…

Methodology · Statistics 2018-10-03 Ryan John Cubero , Matteo Marsili , Yasser Roudi

This is about the Minimum Description Length (MDL) principle applied to pattern mining. The length of this description is kept to the minimum. Mining patterns is a core task in data analysis and, beyond issues of efficient enumeration, the…

Databases · Computer Science 2022-07-29 Esther Galbrun

The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total expected square loss is a particularly interesting…

Statistics Theory · Mathematics 2007-07-16 Jan Poland , Marcus Hutter

This paper introduces a new notion of dimensionality of probabilistic models from an information-theoretic view point. We call it the "descriptive dimension"(Ddim). We show that Ddim coincides with the number of independent parameters for…

Machine Learning · Computer Science 2019-10-28 Kenji Yamanishi

State-of-the-art neural networks can be trained to become remarkable solutions to many problems. But while these architectures can express symbolic, perfect solutions, trained models often arrive at approximations instead. We show that the…

Machine Learning · Computer Science 2025-09-09 Matan Abudy , Orr Well , Emmanuel Chemla , Roni Katzir , Nur Lan

Model selection is central to statistics, and many learning problems can be formulated as model selection problems. In this paper, we treat the problem of selecting a maximum entropy model given various feature subsets and their moments, as…

Information Theory · Computer Science 2013-11-28 Gaurav Pandey , Ambedkar Dukkipati

The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which…

Machine Learning · Statistics 2015-03-13 Florin Popescu , Daniel Renz

An efficient representation of observed data has many benefits in various domains of engineering and science. Representing static data sets, such as images, is a living branch in machine learning and eases downstream tasks, such as…

Systems and Control · Computer Science 2018-09-28 Friedrich Solowjow , Arash Mehrjou , Bernhard Schölkopf , Sebastian Trimpe

We propose a novel framework for multitask reinforcement learning based on the minimum description length (MDL) principle. In this approach, which we term MDL-control (MDL-C), the agent learns the common structure among the tasks with which…

Machine Learning · Computer Science 2022-07-26 Ted Moskovitz , Ta-Chu Kao , Maneesh Sahani , Matthew M. Botvinick

To measure how well pretrained representations encode some linguistic property, it is common to use accuracy of a probe, i.e. a classifier trained to predict the property from the representations. Despite widespread adoption of probes,…

Computation and Language · Computer Science 2020-03-30 Elena Voita , Ivan Titov

We study the properties of the MDL (or maximum penalized complexity) estimator for Regression and Classification, where the underlying model class is countable. We show in particular a finite bound on the Hellinger losses under the only…

Statistics Theory · Mathematics 2007-07-16 Jan Poland , Marcus Hutter
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