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Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Variational approaches based on neural networks are showing promise for estimating mutual information (MI) between high dimensional variables. However, they can be difficult to use in practice due to poorly understood bias/variance…

Machine Learning · Computer Science 2020-03-25 Jiaming Song , Stefano Ermon

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…

Information Theory · Computer Science 2021-10-27 Sina Molavipour , Germán Bassi , Mikael Skoglund

Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate…

Machine Learning · Computer Science 2020-01-24 Michael Tschannen , Josip Djolonga , Paul K. Rubenstein , Sylvain Gelly , Mario Lucic

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

We introduce the Mutual Information Machine (MIM), a probabilistic auto-encoder for learning joint distributions over observations and latent variables. MIM reflects three design principles: 1) low divergence, to encourage the encoder and…

Machine Learning · Computer Science 2020-02-24 Micha Livne , Kevin Swersky , David J. Fleet

Feature ranking and selection is a widely used approach in various applications of supervised dimensionality reduction in discriminative machine learning. Nevertheless there exists significant evidence on feature ranking and selection…

Machine Learning · Computer Science 2021-05-04 Ozan Ozdenizci , Deniz Erdogmus

We introduce a novel Mutual Information (MI) estimator that fundamentally reframes the discriminative approach. Instead of training a classifier to discriminate between joint and marginal distributions, we learn a normalizing flow that…

Machine Learning · Computer Science 2026-02-10 Ivan Butakov , Alexander Semenenko , Valeriya Kirova , Alexey Frolov , Ivan Oseledets

Targeted data selection has emerged as a crucial paradigm for efficient instruction tuning, aiming to identify a small yet influential subset of training examples for a specific target task. In practice, influence is often measured through…

Machine Learning · Computer Science 2026-05-19 Guanghui Min , Tianhao Huang , Ke Wan , Chen Chen

One of the most complex tasks of decision making and planning is to gather information. This task becomes even more complex when the state is high-dimensional and its belief cannot be expressed with a parametric distribution. Although the…

Artificial Intelligence · Computer Science 2022-09-26 Gilad Rotman , Vadim Indelman

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

Mutual Information (MI) and Conditional Mutual Information (CMI) are multi-purpose tools from information theory that are able to naturally measure the statistical dependencies between random variables, thus they are usually of central…

Machine Learning · Computer Science 2022-11-22 Bao Duong , Thin Nguyen

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

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…

Machine Learning · Statistics 2019-10-10 Micha Livne , Kevin Swersky , David J. Fleet

In this work, we present a novel, machine-learning approach for constructing Multiclass Interpretable Scoring Systems (MISS) - a fully data-driven methodology for generating single, sparse, and user-friendly scoring systems for multiclass…

Machine Learning · Computer Science 2024-01-11 Michal K. Grzeszczyk , Tomasz Trzciński , Arkadiusz Sitek

As a fundamental concept in information theory, mutual information ($MI$) has been commonly applied to quantify association between random vectors. Most existing nonparametric estimators of $MI$ have unstable statistical performance since…

Applications · Statistics 2025-02-19 Soumik Purkayastha , Peter X. K. Song

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…

Methodology · Statistics 2017-11-20 Thomas B. Berrett , Richard J. Samworth