English
Related papers

Related papers: Information Acquisition with $\alpha$-Divergence C…

200 papers

In most real-world settings such as recommender systems, finance, and healthcare, collecting useful information is costly and requires an active choice on the part of the decision maker. The decision-maker needs to learn simultaneously what…

Machine Learning · Statistics 2017-10-24 Onur Atan , Mihaela van der Schaar

A simple and effective method for the inference-time alignment and scaling test-time compute of generative models is best-of-$n$ sampling, where $n$ samples are drawn from a reference policy, ranked based on a reward function, and the…

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

We develop an axiomatic theory of information acquisition that captures the idea of constant marginal costs in information production: the cost of generating two independent signals is the sum of their costs, and generating a signal with…

Theoretical Economics · Economics 2023-02-09 Luciano Pomatto , Philipp Strack , Omer Tamuz

In some applications, acquiring covariates comes at a cost which is not negligible. For example in the medical domain, in order to classify whether a patient has diabetes or not, measuring glucose tolerance can be expensive. Assuming that…

Machine Learning · Statistics 2020-02-24 Daniel Andrade , Yuzuru Okajima

We consider the problem of optimal dynamic information acquisition from many correlated information sources. Each period, the decision-maker jointly takes an action and allocates a fixed number of observations across the available sources.…

Computer Science and Game Theory · Computer Science 2018-05-15 Annie Liang , Xiaosheng Mu , Vasilis Syrgkanis

This paper studies an online replication problem for distributed data access. The goal is to dynamically create and delete data copies in a multi-server system as time passes to minimize the total storage and network cost of serving access…

Data Structures and Algorithms · Computer Science 2024-04-26 Tianyu Zuo , Xueyan Tang , Bu Sung Lee

We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify…

Information Theory · Computer Science 2015-06-17 Christopher J. Quinn , Ali Pinar , Negar Kiyavash

We proposed a Least Information theory (LIT) to quantify meaning of information in probability distribution changes, from which a new information retrieval model was developed. We observed several important characteristics of the proposed…

Information Retrieval · Computer Science 2012-05-03 Weimao Ke

This paper proposes a new algorithm for an automatic variable selection procedure in High Dimensional Graphical Models. The algorithm selects the relevant variables for the node of interest on the basis of mutual information. Several…

Machine Learning · Statistics 2022-12-07 Luigi Riso , Maria G. Zoia , Consuelo R. Nava

The proliferation of real-time applications has spurred much interest in data freshness, captured by the {\it age-of-information} (AoI) metric. When strategic data sources have private market information, a fundamental economic challenge is…

Networking and Internet Architecture · Computer Science 2020-12-17 Meng Zhang , Ahmed Arafa , Ermin Wei , Randall A. Berry

Federated Learning (FL) algorithms commonly sample a random subset of clients to address the straggler issue and improve communication efficiency. While recent works have proposed various client sampling methods, they have limitations in…

Machine Learning · Computer Science 2024-05-15 Jiaxiang Geng , Yanzhao Hou , Xiaofeng Tao , Juncheng Wang , Bing Luo

Image Quality Assessment (IQA) with reference images have achieved great success by imitating the human vision system, in which the image quality is effectively assessed by comparing the query image with its pristine reference image.…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Xudong Li , Jingyuan Zheng , Xiawu Zheng , Runze Hu , Enwei Zhang , Yuting Gao , Yunhang Shen , Ke Li , Yutao Liu , Pingyang Dai , Yan Zhang , Rongrong Ji

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

Probability · Mathematics 2007-05-23 H. Djellout , A. Guillin , L. Wu

Best Arm Identification (BAI) algorithms are deployed in data-sensitive applications, such as adaptive clinical trials or user studies. Driven by the privacy concerns of these applications, we study the problem of fixed-confidence BAI under…

Machine Learning · Statistics 2025-10-21 Marc Jourdan , Achraf Azize

Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity,…

Machine Learning · Computer Science 2021-05-25 Daniel Alabi

We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We…

Machine Learning · Computer Science 2023-09-13 Abhin Shah , Devavrat Shah , Gregory W. Wornell

Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the…

Machine Learning · Computer Science 2018-03-21 Frank Nielsen , Gaëtan Hadjeres

We examine the dynamics of informational efficiency in a market with asymmetrically informed, boundedly rational traders who adaptively learn optimal strategies using simple multiarmed bandit (MAB) algorithms. The strategies available to…

Theoretical Economics · Economics 2024-11-11 Aleksei Pastushkov

We study the fundamental and timely problem of learning long sequences in autoregressive modeling and next-token prediction under model misspecification, measured by the joint Kullback--Leibler (KL) divergence. Our goal is to characterize…

Machine Learning · Computer Science 2026-05-13 Yunbei Xu , Yuzhe Yuan , Ruohan Zhan