Related papers: fastMI: a fast and consistent copula-based estimat…
This paper demonstrates dynamic hyper-parameter setting, for deep neural network training, using Mutual Information (MI). The specific hyper-parameter studied in this paper is the learning rate. MI between the output layer and true outcomes…
Independent component analysis (ICA) estimates a demixing matrix that can recover statistically independent sources from linear mixtures. FastICA is a popular ICA algorithm due to its efficiency, but its performance strongly depends on a…
The Maximal Information Coefficient (MIC) of Reshef et al. (Science, 2011) is a statistic for measuring dependence between variable pairs in large datasets. In this note, we prove that MIC is a consistent estimator of the corresponding…
Several methods of estimating the mutual information of random variables have been developed in recent years. They can prove valuable for novel approaches to learning statistically independent features. In this paper, we use one of these…
While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…
Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…
Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…
This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…
As interpretability gains attention in machine learning, there is a growing need for reliable models that fully explain representation content. We propose a mutual information (MI)-based method that decomposes neural network representations…
Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…
The maximal information coefficient (MIC) is a tool for finding the strongest pairwise relationships in a data set with many variables (Reshef et al., 2011). MIC is useful because it gives similar scores to equally noisy relationships of…
Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
Verification and validation of fully automated vehicles is linked to an almost intractable challenge of reflecting the real world with all its interactions in a virtual environment. Influential stochastic parameters need to be extracted…
Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…
With increasing volume of data being used across machine learning tasks, the capability to target specific subsets of data becomes more important. To aid in this capability, the recently proposed Submodular Mutual Information (SMI) has been…
We introduce resampled mutual information (ResMI), a novel measure of clustering similarity that combines insights from information theoretic and pair counting approaches to clustering and community detection. Similar to chance-corrected…
We introduce the Mutual Information Machine (MIM), a novel formulation of representation learning, using a joint distribution over the observations and latent state in an encoder/decoder framework. Our key principles are symmetry and mutual…
A recent article proposed reduced mutual information for evaluation of clustering, classification and community detection. The motivation is that the standard normalized mutual information (NMI) may give counter-intuitive answers under…
Exploration tasks are essential to many emerging robotics applications, ranging from search and rescue to space exploration. The planning problem for exploration requires determining the best locations for future measurements that will…