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We provide a computational complexity lens to understand the power of machine learning models, particularly their ability to model complex systems. Machine learning models are often trained on data drawn from sampleable or more complex…

Machine Learning · Computer Science 2026-04-09 Lance Fortnow

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…

Mathematical Finance · Quantitative Finance 2026-04-27 Thai Nguyen , Pertiny Nkuize

We consider the problem of learning the Hamiltonian of a quantum system from estimates of Gibbs-state expectation values. Various methods for achieving this task were proposed recently, both from a practical and theoretical point of view.…

Quantum Physics · Physics 2024-10-31 Adam Artymowicz , Hamza Fawzi , Omar Fawzi , Samuel O. Scalet

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

We prove an Erd\H{o}s-Kac type of theorem for the set $S(x,y)=\{n\leq x: p|n \Rightarrow p\leq y \}$. If $\omega (n)$ is the number of prime factors of $n$, we prove that the distribution of $\omega(n)$ for $n \in S(x,y)$ is Gaussian for a…

Number Theory · Mathematics 2017-10-06 Marzieh Mehdizadeh

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

Algorithms are now routinely used to make consequential decisions that affect human lives. Examples include college admissions, medical interventions or law enforcement. While algorithms empower us to harness all information hidden in vast…

Machine Learning · Computer Science 2020-12-10 Bahar Taskesen , Jose Blanchet , Daniel Kuhn , Viet Anh Nguyen

We show that the mutual information between the representation of a learning machine and the hidden features that it extracts from data is bounded from below by the relevance, which is the entropy of the model's energy distribution. Models…

Data Analysis, Statistics and Probability · Physics 2021-01-28 O Duranthon , M Marsili , R Xie

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

How quickly can a given class of concepts be learned from examples? It is common to measure the performance of a supervised machine learning algorithm by plotting its "learning curve", that is, the decay of the error rate as a function of…

Machine Learning · Computer Science 2020-11-10 Olivier Bousquet , Steve Hanneke , Shay Moran , Ramon van Handel , Amir Yehudayoff

We propose a method for transforming probability distributions so that parameters of interest are forced into a specified distribution. We prove that this approach is the maximum entropy choice, and provide a motivating example applicable…

Statistics Theory · Mathematics 2019-03-13 Will Handley , Marius Millea

We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…

Statistical Mechanics · Physics 2015-12-07 B. Buck , A. C. Merchant

Maximum entropy models are considered by many to be one of the most promising avenues of language modeling research. Unfortunately, long training times make maximum entropy research difficult. We present a novel speedup technique: we change…

Computation and Language · Computer Science 2007-05-23 Joshua Goodman

This paper addresses the general problem of modelling and learning rank data with ties. We propose a probabilistic generative model, that models the process as permutations over partitions. This results in super-exponential combinatorial…

Information Retrieval · Computer Science 2010-10-05 Tran The Truyen , Dinh Q. Phung , Svetha Venkatesh

The common way to optimize auction and pricing systems is to set aside a small fraction of the traffic to run experiments. This leads to the question: how can we learn the most with the smallest amount of data? For truthful auctions, this…

Computer Science and Game Theory · Computer Science 2021-11-09 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng , Pratik Worah

Given $n\in\mathbb{N}$, let $\omega\left(n\right)$ denote the number of distinct prime factors of $n$, let $Z$ denote a standard normal variable, and let $P_{n}$ denote the uniform distribution on $\left\{ 1,\ldots,n\right\} $. The…

Number Theory · Mathematics 2020-11-03 Joseph Squillace

Revision of the paper previously entitled "Learning a Machine for the Decision in a Partially Observable Markov Universe" In this paper, we are interested in optimal decisions in a partially observable universe. Our approach is to directly…

Optimization and Control · Mathematics 2007-06-13 Frederic Dambreville
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