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In the loss function of Variational Autoencoders there is a well known tension between two components: the reconstruction loss, improving the quality of the resulting images, and the Kullback-Leibler divergence, acting as a regularizer of…

Neural and Evolutionary Computing · Computer Science 2020-02-19 Andrea Asperti , Matteo Trentin

Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we apply the shifted composition rule--an information-theoretic…

Statistics Theory · Mathematics 2024-12-25 Jason M. Altschuler , Sinho Chewi

Generative models, like large language models, are becoming increasingly relevant in our daily lives, yet a theoretical framework to assess their generalization behavior and uncertainty does not exist. Particularly, the problem of…

Machine Learning · Computer Science 2024-07-11 Sebastian G. Gruber , Florian Buettner

Linear principal component analysis (PCA) learns (semi-)orthogonal transformations by orienting the axes to maximize variance. Consequently, it can only identify orthogonal axes whose variances are clearly distinct, but it cannot identify…

Machine Learning · Computer Science 2024-07-02 Fahdi Kanavati , Lucy Katsnith , Masayuki Tsuneki

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Sebastian G. Gruber , Aleksei Tiulpin , Florian Buettner , Matthew B. Blaschko

Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…

Machine Learning · Computer Science 2026-04-14 Andrés Muñoz , Rodrigo Ramele

Information geometry is a mathematical framework that elucidates the manifold structure of the probability distribution space (p-space), providing a systematic approach to transforming probability distributions (PDs). In this study, we…

Data Analysis, Statistics and Probability · Physics 2025-06-30 Tomotaka Oroguchi , Rintaro Inoue , Masaaki Sugiyama

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Optimization and Control · Mathematics 2025-08-25 Taotao He , Jun Luo , Junkai Zhao

Tensor decomposition is a fundamental unsupervised machine learning method in data science, with applications including network analysis and sensor data processing. This work develops a generalized canonical polyadic (GCP) low-rank tensor…

Numerical Analysis · Mathematics 2020-07-09 David Hong , Tamara G. Kolda , Jed A. Duersch

Variational autoencoders (VAEs) have recently been used for unsupervised disentanglement learning of complex density distributions. Numerous variants exist to encourage disentanglement in latent space while improving reconstruction.…

Machine Learning · Statistics 2022-06-10 Kenneth Ezukwoke , Anis Hoayek , Mireille Batton-Hubert , Xavier Boucher

Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual…

Machine Learning · Computer Science 2024-05-30 Fangshuo Liao , Junhyung Lyle Kim , Cruz Barnum , Anastasios Kyrillidis

Principal component analysis (PCA) is a commonly used pattern analysis method that maps high-dimensional data into a lower-dimensional space maximizing the data variance, that results in the promotion of separability of data. Inspired by…

Signal Processing · Electrical Eng. & Systems 2022-06-20 Xiaoqiang Hua , Yusuke Ono , Linyu Peng , Yuting Xu

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Recovering linear subspaces from data is a fundamental and important task in statistics and machine learning. Motivated by heterogeneity in Federated Learning settings, we study a basic formulation of this problem: the principal component…

Machine Learning · Computer Science 2022-10-26 John Duchi , Vitaly Feldman , Lunjia Hu , Kunal Talwar

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse…

Machine Learning · Statistics 2015-05-13 Ami Wiesel , Alfred O. Hero

We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error -- the minimal risk among estimates in the class…

Statistics Theory · Mathematics 2012-12-04 Gourab Mukherjee , Iain M. Johnstone

Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…

Machine Learning · Computer Science 2022-09-20 Vanessa Böhm , Uroš Seljak

Information bottleneck (IB) principle [1] has become an important element in information-theoretic analysis of deep models. Many state-of-the-art generative models of both Variational Autoencoder (VAE) [2; 3] and Generative Adversarial…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Slava Voloshynovskiy , Mouad Kondah , Shideh Rezaeifar , Olga Taran , Taras Holotyak , Danilo Jimenez Rezende

Unlearning knowledge is a pressing and challenging task in Large Language Models (LLMs) because of their unprecedented capability to memorize and digest training data at scale, raising more significant issues regarding safety, privacy, and…

Computation and Language · Computer Science 2026-05-12 Chahana Dahal , Ashutosh Balasubramaniam , Zuobin Xiong