Related papers: The Minimum Description Length Principle and Model…
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this…
This is about the Minimum Description Length (MDL) principle applied to pattern mining. The length of this description is kept to the minimum. Mining patterns is a core task in data analysis and, beyond issues of efficient enumeration, the…
Model selection is central to statistics, and many learning problems can be formulated as model selection problems. In this paper, we treat the problem of selecting a maximum entropy model given various feature subsets and their moments, as…
In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression,…
Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability…
This is an up-to-date introduction to and overview of the Minimum Description Length (MDL) Principle, a theory of inductive inference that can be applied to general problems in statistics, machine learning and pattern recognition. While MDL…
This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at…
The Minimum Description Length (MDL) principle is solidly based on a provably ideal method of inference using Kolmogorov complexity. We test how the theory behaves in practice on a general problem in model selection: that of learning the…
PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…
The Minimum Description Length (MDL) principle selects the model that has the shortest code for data plus model. We show that for a countable class of models, MDL predictions are close to the true distribution in a strong sense. The result…
In the Minimum Description Length (MDL) principle, learning from the data is equivalent to an optimal coding problem. We show that the codes that achieve optimal compression in MDL are critical in a very precise sense. First, when they are…
The power of sparse signal coding with learned dictionaries has been demonstrated in a variety of applications and fields, from signal processing to statistical inference and machine learning. However, the statistical properties of these…
The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which…
Feature selection of high-dimensional labeled data with limited observations is critical for making powerful predictive modeling accessible, scalable, and interpretable for domain experts. Spectroscopy data, which records the interaction…
The concept of overfitting in model selection is explained and demonstrated with an example. After providing some background information on information theory and Kolmogorov complexity, we provide a short explanation of Minimum Description…
Deep neural networks trained through end-to-end learning have achieved remarkable success across various domains in the past decade. However, the end-to-end learning strategy, originally designed to minimize predictive loss in a black-box…
This paper applies the minimum message length principle to inference of linear regression models with Student-t errors. A new criterion for variable selection and parameter estimation in Student-t regression is proposed. By exploiting…
To measure how well pretrained representations encode some linguistic property, it is common to use accuracy of a probe, i.e. a classifier trained to predict the property from the representations. Despite widespread adoption of probes,…
When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…
The power of sparse signal modeling with learned over-complete dictionaries has been demonstrated in a variety of applications and fields, from signal processing to statistical inference and machine learning. However, the statistical…