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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

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

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

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

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 power of sparse signal modeling with learned over-complete dictionaries has been demonstrated in a variety of applications and fields, from signal processing to statistical inference and machine learning. However, the statistical…

Information Theory · Computer Science 2017-04-26 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

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

Although much of the success of Deep Learning builds on learning good representations, a rigorous method to evaluate their quality is lacking. In this paper, we treat the evaluation of representations as a model selection problem and…

Machine Learning · Computer Science 2024-11-19 Yazhe Li , Jorg Bornschein , Marcus Hutter

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

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 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

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

Many regression problems involve not one but several response variables (y's). Often the responses are suspected to share a common underlying structure, in which case it may be advantageous to share information across them; this is known as…

Machine Learning · Computer Science 2009-06-02 Brian Tomasik

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

Complexity is a fundamental concept underlying statistical learning theory that aims to inform generalization performance. Parameter count, while successful in low-dimensional settings, is not well-justified for overparameterized settings…

Machine Learning · Computer Science 2023-10-16 Raaz Dwivedi , Chandan Singh , Bin Yu , Martin J. Wainwright

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

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

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

Networks are fundamental models for data used in practically every application domain. In most instances, several implicit or explicit choices about the network definition impact the translation of underlying data to a network…

Artificial Intelligence · Computer Science 2018-01-12 Ivan Brugere , Tanya Y. Berger-Wolf
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