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To ensure stability of learning, state-of-the-art generalized policy iteration algorithms augment the policy improvement step with a trust region constraint bounding the information loss. The size of the trust region is commonly determined…

Machine Learning · Computer Science 2018-04-05 Boris Belousov , Jan Peters

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

In the last decade, recent successes in deep clustering majorly involved the mutual information (MI) as an unsupervised objective for training neural networks with increasing regularisations. While the quality of the regularisations have…

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

We introduce a tunable measure for information leakage called maximal alpha-leakage. This measure quantifies the maximal gain of an adversary in inferring any (potentially random) function of a dataset from a release of the data. The…

Information Theory · Computer Science 2019-08-21 Jiachun Liao , Oliver Kosut , Lalitha Sankar , Flavio du Pin Calmon

A general approach is established for deriving one-shot performance bounds for information-theoretic problems on general alphabets beyond countable alphabets. It is mainly based on the quantization idea and a novel form of "likelihood…

Information Theory · Computer Science 2016-07-12 Shengtian Yang , Thomas Honold , Zhaoyang Zhang

Information Bottlenecks (IBs) learn representations that generalize to unseen data by information compression. However, existing IBs are practically unable to guarantee generalization in real-world scenarios due to the vacuous…

Machine Learning · Computer Science 2023-05-01 Yilin Lyu , Xin Liu , Mingyang Song , Xinyue Wang , Yaxin Peng , Tieyong Zeng , Liping Jing

Bayesian networks are one of the most widely used classes of probabilistic models for risk management and decision support because of their interpretability and flexibility in including heterogeneous pieces of information. In any applied…

Methodology · Statistics 2024-07-08 Manuele Leonelli , Jim Q. Smith , Sophia K. Wright

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are…

Methodology · Statistics 2018-11-20 Sophia K. Wright , Jim Q. Smith

This paper presents a novel theoretical study of the general problem of multiple source adaptation using the notion of Renyi divergence. Our results build on our previous work [12], but significantly broaden the scope of that work in…

Machine Learning · Computer Science 2012-05-14 Yishay Mansour , Mehryar Mohri , Afshin Rostamizadeh

There is a large body of evidence that decision makers frequently depart from Bayesian updating. This paper introduces a model, robust maximum likelihood (RML) updating, where deviations from Bayesian updating are due to multiple…

Theoretical Economics · Economics 2025-12-17 Elchin Suleymanov

Robustness and generalization ability of machine learning models are of utmost importance in various application domains. There is a wide interest in efficient ways to analyze those properties. One important direction is to analyze…

Machine Learning · Computer Science 2025-04-29 Khoat Than , Dat Phan , Giang Vu

Existing generalization theories of supervised learning typically take a holistic approach and provide bounds for the expected generalization over the whole data distribution, which implicitly assumes that the model generalizes similarly…

Machine Learning · Computer Science 2024-01-08 Firas Laakom , Yuheng Bu , Moncef Gabbouj

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

Construction of ambiguity set in robust optimization relies on the choice of divergences between probability distributions. In distribution learning, choosing appropriate probability distributions based on observed data is critical for…

Machine Learning · Statistics 2017-05-24 Xin Guo , Johnny Hong , Nan Yang

In many supervised learning applications, the response consists of both continuous and binary outcomes. Studies have shown that jointly modeling such mixed-type responses can substantially improve predictive performance compared to separate…

Methodology · Statistics 2026-03-13 Yu Wang , Ran Jin , Lulu Kang

We view the Information Bottleneck Principle (IBP: Tishby et al., 1999; Schwartz-Ziv and Tishby, 2017) and Predictive Information Bottleneck Principle (PIBP: Still et al., 2007; Alemi, 2019) as special cases of a family of general…

Machine Learning · Computer Science 2019-12-24 Sayandev Mukherjee

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez