Related papers: Dimensionless learning based on information
Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science. However, treating predictions as ground truth…
In this paper, we investigate the problem of learning disentangled representations. Given a pair of images sharing some attributes, we aim to create a low-dimensional representation which is split into two parts: a shared representation…
We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…
Identifying the trade-offs between model-based and model-free methods is a central question in reinforcement learning. Value-based methods offer substantial computational advantages and are sometimes just as statistically efficient as…
We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…
Disentanglement is at the forefront of unsupervised learning, as disentangled representations of data improve generalization, interpretability, and performance in downstream tasks. Current unsupervised approaches remain inapplicable for…
In general, comprehension of any type of complex system depends on the resolution used to examine the phenomena occurring within it. However, identifying a priori, for example, the best time frequencies/scales to study a certain system…
While diffusion models excel at generating high-quality samples, their latent variables typically lack semantic meaning and are not suitable for representation learning. Here, we propose InfoDiffusion, an algorithm that augments diffusion…
We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic…
Based on the principles of information theory, measure theory, and theoretical computer science, we introduce a signal deconvolution method with a wide range of applications to coding theory, particularly in zero-knowledge one-way…
The problem of machine learning with missing values is common in many areas. A simple approach is to first construct a dataset without missing values simply by discarding instances with missing entries or by imputing a fixed value for each…
Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…
We present a novel distribution-free approach, the data-driven threshold machine (DTM), for a fundamental problem at the core of many learning tasks: choose a threshold for a given pre-specified level that bounds the tail probability of the…
Constructing prediction sets with coverage guarantees for unobserved outcomes is a core problem in modern statistics. Methods for predictive inference have been developed for a wide range of settings, but usually only consider test data…
Selecting a minimal feature set that is maximally informative about a target variable is a central task in machine learning and statistics. Information theory provides a powerful framework for formulating feature selection algorithms --…
We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…
Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We…
This work provides a data-driven framework that combines coprime factorization with a lifting linearization technique to model the discrepancy between a nonlinear system and its nominal linear approximation using a linear time-invariant…
Denoising diffusion models have spurred significant gains in density modeling and image generation, precipitating an industrial revolution in text-guided AI art generation. We introduce a new mathematical foundation for diffusion models…