Related papers: Occam's Razor is Only as Sharp as Your ELBO
How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…
When training large models on limited data, avoiding overfitting is paramount. Common grid search or smarter search methods rely on expensive separate runs for each candidate hyperparameter, while carving out a validation set that reduces…
Recent work in unsupervised representation learning has focused on learning deep directed latent-variable models. Fitting these models by maximizing the marginal likelihood or evidence is typically intractable, thus a common approximation…
The Evidence Lower Bound (ELBO) is a quantity that plays a key role in variational inference. It can also be used as a criterion in model selection. However, though extremely popular in practice in the variational Bayes community, there has…
All fields of science depend on mathematical models. Occam's razor refers to the principle that good models should exclude parameters beyond those minimally required to describe the systems they represent. This is because redundancy can…
The Bayes factor is the gold-standard figure of merit for comparing fits of models to data, for hypothesis selection and parameter estimation. However it is little used because it is computationally very intensive. Here it is shown how…
The task of parametric model selection is cast in terms of a statistical mechanics on the space of probability distributions. Using the techniques of low-temperature expansions, we arrive at a systematic series for the Bayesian posterior…
This article considers Bayesian model selection via mean-field (MF) variational approximation. Towards this goal, we study the non-asymptotic properties of MF inference under the Bayesian framework that allows latent variables and model…
In this note we introduce linear regression with basis functions in order to apply Bayesian model selection. The goal is to incorporate Occam's razor as provided by Bayes analysis in order to automatically pick the model optimally able to…
Neural network sparsification is a promising avenue to save computational time and memory costs, especially in an age where many successful AI models are becoming too large to na\"ively deploy on consumer hardware. While much work has…
This article studies the Fisher-Rao gradient, also referred to as the natural gradient, of the evidence lower bound (ELBO) which plays a central role in generative machine learning. It reveals that the gap between the evidence and its lower…
The phenomenon of benign overfitting, where a predictor perfectly fits noisy training data while attaining near-optimal expected loss, has received much attention in recent years, but still remains not fully understood beyond well-specified…
A number of popular transfer learning methods rely on grid search to select regularization hyperparameters that control over-fitting. This grid search requirement has several key disadvantages: the search is computationally expensive,…
Theories can be represented as statistical models for empirical testing. There is a vast literature on model selection and multimodel inference that focuses on how to assess which statistical model, and therefore which theory, best fits the…
Statistical learning theory is often associated with the principle of Occam's razor, which recommends a simplicity preference in inductive inference. This paper distills the core argument for simplicity obtainable from statistical learning…
Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend,…
The recent empirical success of unsupervised cross-domain mapping algorithms, between two domains that share common characteristics, is not well-supported by theoretical justifications. This lacuna is especially troubling, given the clear…
This paper presents new experimental evidence against the utility of Occam's razor. A~systematic procedure is presented for post-processing decision trees produced by C4.5. This procedure was derived by rejecting Occam's razor and instead…
While there has been progress in developing non-vacuous generalization bounds for deep neural networks, these bounds tend to be uninformative about why deep learning works. In this paper, we develop a compression approach based on…
When used as a surrogate objective for maximum likelihood estimation in latent variable models, the evidence lower bound (ELBO) produces state-of-the-art results. Inspired by this, we consider the extension of the ELBO to a family of lower…