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We consider the Minimum Description Length principle for online sequence prediction. If the underlying model class is discrete, then the total expected square loss is a particularly interesting performance measure: (a) this quantity is…

Machine Learning · Computer Science 2007-07-16 Jan Poland , Marcus Hutter

Minimum Description Length (MDL) is an important principle for induction and prediction, with strong relations to optimal Bayesian learning. This paper deals with learning non-i.i.d. processes by means of two-part MDL, where the underlying…

Information Theory · Computer Science 2007-07-13 Jan Poland , Marcus Hutter

We study the properties of the Minimum Description Length principle for sequence prediction, considering a two-part MDL estimator which is chosen from a countable class of models. This applies in particular to the important case of…

Machine Learning · Computer Science 2011-11-09 Jan Poland , Marcus Hutter

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…

Probability · Mathematics 2010-12-30 Marcus Hutter

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…

Methodology · Statistics 2019-12-19 Peter Grünwald , Teemu Roos

We study neural network compressibility by using singular learning theory to extend the minimum description length (MDL) principle to singular models like neural networks. Through extensive experiments on the Pythia suite with quantization,…

Machine Learning · Statistics 2025-10-15 Einar Urdshals , Edmund Lau , Jesse Hoogland , Stan van Wingerden , Daniel Murfet

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini

Minimum Description Length (MDL) provides a framework and an objective for principled model evaluation. It formalizes Occam's Razor and can be applied to data from non-stationary sources. In the prequential formulation of MDL, the objective…

Machine Learning · Statistics 2022-10-17 Jorg Bornschein , Yazhe Li , Marcus Hutter

The minimum description length (MDL) principle in supervised learning is studied. One of the most important theories for the MDL principle is Barron and Cover's theory (BC theory), which gives a mathematical justification of the MDL…

Information Theory · Computer Science 2016-07-12 Masanori Kawakita , Jun'ichi Takeuchi

We study the properties of the MDL (or maximum penalized complexity) estimator for Regression and Classification, where the underlying model class is countable. We show in particular a finite bound on the Hellinger losses under the only…

Statistics Theory · Mathematics 2007-07-16 Jan Poland , Marcus Hutter

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…

Machine Learning · Computer Science 2019-05-23 Mojtaba Abolfazli , Anders Host-Madsen , June Zhang

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,…

Signal Processing · Electrical Eng. & Systems 2022-01-28 Zhenyu Wei , Raymond K. W. Wong , Thomas C. M. Lee

The (non-)equivalence of canonical and microcanonical ensembles is a fundamental question in statistical physics, concerning whether the use of soft and hard constraints in the maximum-entropy construction leads to the same description of a…

Statistical Mechanics · Physics 2025-11-25 Francesca Giuffrida , Tiziano Squartini , Peter Grünwald , Diego Garlaschelli

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…

Methodology · Statistics 2018-10-03 Ryan John Cubero , Matteo Marsili , Yasser Roudi

We leverage the Minimum Description Length (MDL) principle as a model selection technique for Bernoulli distributions and compare several types of MDL codes. We first present a simplistic crude two-part MDL code and a Normalized Maximum…

Information Theory · Computer Science 2016-10-04 Marc Boullé , Fabrice Clérot , Carine Hue

In previous work we developed a method of learning Bayesian Network models from raw data. This method relies on the well known minimal description length (MDL) principle. The MDL principle is particularly well suited to this task as it…

Artificial Intelligence · Computer Science 2013-03-08 Wai Lam , Fahiem Bacchus

Modern challenges of robustness, fairness, and decision-making in machine learning have led to the formulation of multi-distribution learning (MDL) frameworks in which a predictor is optimized across multiple distributions. We study the…

Machine Learning · Computer Science 2024-12-19 Rajeev Verma , Volker Fischer , Eric Nalisnick

The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true generating distribution $\mu$ of the sequences $x_1x_2x_3...$ is known. If $\mu$ is unknown, but known to…

Machine Learning · Computer Science 2016-11-18 Marcus Hutter

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…

Databases · Computer Science 2022-07-29 Esther Galbrun

This paper introduces a new notion of dimensionality of probabilistic models from an information-theoretic view point. We call it the "descriptive dimension"(Ddim). We show that Ddim coincides with the number of independent parameters for…

Machine Learning · Computer Science 2019-10-28 Kenji Yamanishi
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