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Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other…

Machine Learning · Computer Science 2019-02-06 Ilja Kuzborskij , Nicolò Cesa-Bianchi , Csaba Szepesvári

The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems, by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and…

Classical Physics · Physics 2016-10-03 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We propose a numerical method to learn Maximum Entropy (MaxEnt) distributions with spatio-temporal constraints from experimental spike trains. This is an extension of two papers [10] and [4] who proposed the estimation of parameters where…

Neurons and Cognition · Quantitative Biology 2015-06-19 Hassan Nasser , Bruno Cessac

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

Given a task of predicting $Y$ from $X$, a loss function $L$, and a set of probability distributions $\Gamma$ on $(X,Y)$, what is the optimal decision rule minimizing the worst-case expected loss over $\Gamma$? In this paper, we address…

Machine Learning · Statistics 2017-07-05 Farzan Farnia , David Tse

In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value functions parameterizations. By combining the maximum entropy…

Optimization and Control · Mathematics 2022-03-01 Oswin So , Ziyi Wang , Evangelos A. Theodorou

Understanding how network function constrains neural connectivity is a central challenge in neuroscience. An influential approach is to train neural networks with gradient descent on cognitive tasks and characterize the resulting…

Neurons and Cognition · Quantitative Biology 2026-05-26 Ludwig Hruza , Srdjan Ostojic

This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…

Machine Learning · Computer Science 2016-03-14 Markus Wulfmeier , Peter Ondruska , Ingmar Posner

Models (i.e., governing equations) are fundamental to science and engineering. Advances in data acquisition now make it possible to extract interpretable, low dimensional descriptions from high dimensional observations. However, existing…

Quantitative Methods · Quantitative Biology 2026-05-19 Michael C. Chung , Tarran Mohan , Purushottam D. Dixit , Juan Guan

Closed-loop learning is the process of repeatedly estimating a model from data generated from the model itself. It is receiving great attention due to the possibility that large neural network models may, in the future, be primarily trained…

Machine Learning · Computer Science 2025-07-10 Fariba Jangjoo , Matteo Marsili , Yasser Roudi

A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…

Statistical Mechanics · Physics 2023-12-20 Tomoaki Nogawa

This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

In this contribution, models of wireless channels are derived from the maximum entropy principle, for several cases where only limited information about the propagation environment is available. First, analytical models are derived for the…

Information Theory · Computer Science 2007-07-13 M. Guillaud , M. Debbah , A. L. Moustakas

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Agostina Larrazabal , Cesar Martinez , Jose Dolz , Enzo Ferrante

One of the challenges in model-based control of stochastic dynamical systems is that the state transition dynamics are involved, and it is not easy or efficient to make good-quality predictions of the states. Moreover, there are not many…

Machine Learning · Computer Science 2018-08-02 Behnoosh Parsa , Keshav Rajasekaran , Franziska Meier , Ashis G. Banerjee

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Machine Learning · Computer Science 2016-07-13 Yuanzhi Li , Andrej Risteski

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Metriplectic systems are learned from data in a way that scales quadratically in both the size of the state and the rank of the metriplectic data. Besides being provably energy conserving and entropy stable, the proposed approach comes with…

Machine Learning · Computer Science 2025-01-28 Anthony Gruber , Kookjin Lee , Haksoo Lim , Noseong Park , Nathaniel Trask
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