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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

A major challenge in designing efficient statistical supervised learning algorithms is finding representations that perform well not only on available training samples but also on unseen data. While the study of representation learning has…

Machine Learning · Statistics 2024-02-06 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

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

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

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

In previous work we developed a method of learning Bayesian Network models from raw data. This method relies on the well known minimal description length (MDL) principle. The MDL principle is particularly well suited to this task as it…

Artificial Intelligence · Computer Science 2013-03-08 Wai Lam , Fahiem Bacchus

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

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

Deep neural networks trained through end-to-end learning have achieved remarkable success across various domains in the past decade. However, the end-to-end learning strategy, originally designed to minimize predictive loss in a black-box…

Machine Learning · Computer Science 2025-06-11 Canlin Zhang , Xiuwen Liu

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

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

The Minimum Description Length (MDL) principle selects the model that has the shortest code for data plus model. We show that for a countable class of models, MDL predictions are close to the true distribution in a strong sense. The result…

Probability · Mathematics 2010-12-30 Marcus Hutter

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

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

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

The power of sparse signal coding with learned dictionaries has been demonstrated in a variety of applications and fields, from signal processing to statistical inference and machine learning. However, the statistical properties of these…

Information Theory · Computer Science 2010-10-25 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

To investigate the theoretical foundations of deep learning from the viewpoint of the minimum description length (MDL) principle, we analyse risk bounds of MDL estimators based on two-stage codes for simple two-layers neural networks (NNs)…

Information Theory · Computer Science 2024-11-19 Yoshinari Takeishi , Jun'ichi Takeuchi

Minimum Description Length (MDL) provides a framework and an objective for principled model evaluation. It formalizes Occam's Razor and can be applied to data from non-stationary sources. In the prequential formulation of MDL, the objective…

Machine Learning · Statistics 2022-10-17 Jorg Bornschein , Yazhe Li , Marcus Hutter

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund
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