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Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

The Bayesian measure of sample information about the parameter, known as Lindley's measure, is widely used in various problems such as developing prior distributions, models for the likelihood functions and optimal designs. The predictive…

Methodology · Statistics 2011-01-06 Nader Ebrahimi , Ehsan S. Soofi , Refik Soyer

Complexity science offers a wide range of measures for quantifying unpredictability, structure, and information. Yet, a systematic conceptual organization of these measures is still missing. We present a unified framework that locates…

Machine Learning · Computer Science 2025-05-13 Nima Dehghani

The reliable prediction of the temporal behavior of complex systems is key in numerous scientific fields. This strong interest is however hindered by modeling issues: often, the governing equations describing the physics of the system under…

Machine Learning · Computer Science 2023-05-29 Alessandro Bucci , Onofrio Semeraro , Alexandre Allauzen , Sergio Chibbaro , Lionel Mathelin

General regression and classification models are constructed as linear combinations of simple rules derived from the data. Each rule consists of a conjunction of a small number of simple statements concerning the values of individual input…

Applications · Statistics 2008-11-12 Jerome H. Friedman , Bogdan E. Popescu

This paper introduces time into information theory, gives a more accurate definition of information, and unifies the information in cognition and Shannon information theory. Specially, we consider time as a measure of information, giving a…

Information Theory · Computer Science 2024-10-30 Yilun Liu , Lidong Zhu

Efficiently harvesting thermodynamic resources requires a precise understanding of their structure. This becomes explicit through the lens of information engines -- thermodynamic engines that use information as fuel. Maximizing the work…

Statistical Mechanics · Physics 2024-02-28 Alexander B. Boyd , James P. Crutchfield , Mile Gu , Felix C. Binder

Conditional differential entropy provides an intuitive measure for relatively ranking time-series complexity by quantifying uncertainty in future observations given past context. However, its direct computation for high-dimensional…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Jacob Ayers , Richard Hahnloser , Julia Ulrich , Lothar Sebastian Krapp , Remo Nitschke , Sabine Stoll , Balthasar Bickel , Reinhard Furrer

Before we attempt to learn a function between two (sets of) observables of a physical process, we must first decide what the inputs and what the outputs of the desired function are going to be. Here we demonstrate two distinct, data-driven…

We study the problem of learning to predict the next state of a dynamical system when the underlying evolution function is unknown. Unlike previous work, we place no parametric assumptions on the dynamical system, and study the problem from…

Machine Learning · Computer Science 2025-06-04 Vinod Raman , Unique Subedi , Ambuj Tewari

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…

Machine Learning · Computer Science 2021-02-24 Sharu Theresa Jose , Osvaldo Simeone

Machine learning theory has mostly focused on generalization to samples from the same distribution as the training data. Whereas a better understanding of generalization beyond the training distribution where the observed distribution…

Machine Learning · Statistics 2019-05-29 Matias Vera , Pablo Piantanida , Leonardo Rey Vega

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Statistics Theory · Mathematics 2024-01-18 Nabarun Deb , Debarghya Mukherjee

We propose a new framework for reasoning about information in complex systems. Our foundation is based on a variational extension of Shannon's information theory that takes into account the modeling power and computational constraints of…

Machine Learning · Computer Science 2020-02-26 Yilun Xu , Shengjia Zhao , Jiaming Song , Russell Stewart , Stefano Ermon