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In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

Knowing the features of a complex system that are highly relevant to a particular target variable is of fundamental interest in many areas of science. Existing approaches are often limited to linear settings, sometimes lack guarantees, and…

Machine Learning · Computer Science 2023-07-06 Francesco Quinzan , Ashkan Soleymani , Patrick Jaillet , Cristian R. Rojas , Stefan Bauer

The Information bottleneck method is an unsupervised non-parametric data organization technique. Given a joint distribution P(A,B), this method constructs a new variable T that extracts partitions, or clusters, over the values of A that are…

Machine Learning · Computer Science 2013-01-14 Nir Friedman , Ori Mosenzon , Noam Slonim , Naftali Tishby

Quantifying synergy among stochastic variables is an important open problem in information theory. Information synergy occurs when multiple sources together predict an outcome variable better than the sum of single-source predictions. It is…

Information Theory · Computer Science 2017-04-05 Rick Quax , Omri Har-Shemesh , Peter M. A. Sloot

The language evaluation information of the interactive group decision method at present is based on the one-dimension language variable. At the same time, multi-attribute group decision making method based on two-dimension linguistic…

Computation and Language · Computer Science 2023-12-08 Yukun Zhang

This article aims at discovering the unknown variables in the system through data analysis. The main idea is to use the time of data collection as a surrogate variable and try to identify the unknown variables by modeling gradual and sudden…

Methodology · Statistics 2023-10-12 V. Roshan Joseph , William E. Lewis , Henry S. Yuchi , Kathryn A. Maupin

We consider an independence feature screening technique for identifying explanatory variables that locally contribute to the response variable in high-dimensional regression analysis. Without requiring a specific parametric form of the…

Statistics Theory · Mathematics 2016-03-31 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

When a machine-learning algorithm makes biased decisions, it can be helpful to understand the sources of disparity to explain why the bias exists. Towards this, we examine the problem of quantifying the contribution of each individual…

Machine Learning · Computer Science 2022-06-20 Sanghamitra Dutta , Praveen Venkatesh , Pulkit Grover

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

An individualized treatment rule (ITR) is a decision rule that aims to improve individual patients health outcomes by recommending optimal treatments according to patients specific information. In observational studies, collected data may…

Methodology · Statistics 2023-10-03 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sylvie D Lambert , Sahir Bhatnagar

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Finding interactions between variables in large and high-dimensional datasets is often a serious computational challenge. Most approaches build up interaction sets incrementally, adding variables in a greedy fashion. The drawback is that…

Machine Learning · Statistics 2016-04-27 Rajen Dinesh Shah , Nicolai Meinshausen

Complex systems are characterised by a tight, nontrivial interplay of their constituents, which gives rise to a multi-scale spectrum of emergent properties. In this scenario, it is practically and conceptually difficult to identify those…

Statistical Mechanics · Physics 2022-10-19 Roi Holtzman , Marco Giulini , Raffaello Potestio

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…

Machine Learning · Statistics 2024-05-10 Carlos Sebastián , Carlos E. González-Guillén

Understanding the contribution of individual features in predictive models remains a central goal in interpretable machine learning, and while many model-agnostic methods exist to estimate feature importance, they often fall short in…

Machine Learning · Computer Science 2025-07-08 Ivan Lazic , Chiara Barà , Marta Iovino , Sebastiano Stramaglia , Niksa Jakovljevic , Luca Faes

The feature attribution method reveals the contribution of input variables to the decision-making process to provide an attribution map for explanation. Existing methods grounded on the information bottleneck principle compute information…

Computer Vision and Pattern Recognition · Computer Science 2025-07-08 Jung-Ho Hong , Ho-Joong Kim , Kyu-Sung Jeon , Seong-Whan Lee

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

The model interpretation is essential in many application scenarios and to build a classification model with a ease of model interpretation may provide useful information for further studies and improvement. It is common to encounter with a…

Machine Learning · Statistics 2019-01-07 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

Feature selection is one of the most prominent learning tasks, especially in high-dimensional datasets in which the goal is to understand the mechanisms that underly the learning dataset. However most of them typically deliver just a flat…

Machine Learning · Computer Science 2012-09-06 Jun Wang , Alexandros Kalousis

The representations of conditional entropy and conditional mutual information are significant in explaining the unique effects among variables. While previous studies based on conditional contrastive sampling have effectively removed…

Machine Learning · Computer Science 2025-01-07 Keng Hou Leong , Yuxuan Xiu , Wai Kin , Chan
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