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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…

信息论 · 计算机科学 2013-11-28 Gaurav Pandey , Ambedkar Dukkipati

The relationship between the Bayesian approach and the minimum description length approach is established. We sharpen and clarify the general modeling principles MDL and MML, abstracted as the ideal MDL principle and defined from Bayes's…

机器学习 · 计算机科学 2007-07-16 Paul Vitanyi , Ming Li

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…

统计方法学 · 统计学 2019-12-19 Peter Grünwald , Teemu Roos

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,…

信号处理 · 电气工程与系统科学 2022-01-28 Zhenyu Wei , Raymond K. W. Wong , Thomas C. M. Lee

Complexity is a fundamental concept underlying statistical learning theory that aims to inform generalization performance. Parameter count, while successful in low-dimensional settings, is not well-justified for overparameterized settings…

机器学习 · 计算机科学 2023-10-16 Raaz Dwivedi , Chandan Singh , Bin Yu , Martin J. Wainwright

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…

机器学习 · 计算机科学 2019-05-23 Mojtaba Abolfazli , Anders Host-Madsen , June Zhang

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…

机器学习 · 计算机科学 2013-02-01 Peter D Grunwald , Petri Kontkanen , Petri Myllymaki , Tomi Silander , Henry Tirri

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…

统计方法学 · 统计学 2018-10-03 Ryan John Cubero , Matteo Marsili , Yasser Roudi

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…

概率论 · 数学 2010-12-30 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…

数据库 · 计算机科学 2022-07-29 Esther Galbrun

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…

数据分析、统计与概率 · 物理学 2007-05-23 Qiong Gao , Ming Li , Paul Vitanyi

The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total expected square loss is a particularly interesting…

统计理论 · 数学 2007-07-16 Jan Poland , Marcus Hutter

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…

信息论 · 计算机科学 2016-10-04 Marc Boullé , Fabrice Clérot , Carine Hue

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…

机器学习 · 计算机科学 2007-07-16 Jan Poland , Marcus Hutter

State-of-the-art neural networks can be trained to become remarkable solutions to many problems. But while these architectures can express symbolic, perfect solutions, trained models often arrive at approximations instead. We show that the…

机器学习 · 计算机科学 2025-09-09 Matan Abudy , Orr Well , Emmanuel Chemla , Roni Katzir , Nur Lan

Statistical equilibrium models of coherent structures in two-dimensional and barotropic quasi-geostrophic turbulence are formulated using canonical and microcanonical ensembles, and the equivalence or nonequivalence of ensembles is…

数学物理 · 物理学 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

Modern statistical modeling is an important complement to the more traditional approach of physics where Complex Systems are studied by means of extremely simple idealized models. The Minimum Description Length (MDL) is a principled…

物理与社会 · 物理学 2018-06-20 Juan Ignacio Perotti , Claudio Juan Tessone , Aaron Clauset , Guido Caldarelli

The normalized maximized likelihood (NML) provides the minimax regret solution in universal data compression, gambling, and prediction, and it plays an essential role in the minimum description length (MDL) method of statistical modeling…

信息论 · 计算机科学 2014-01-29 Andrew Barron , Teemu Roos , Kazuho Watanabe

Statistical models based on canonical and grand canonical ensembles are extensively used to study intermediate energy heavy ion collisions. The underlying physical assumption behind canonical and grand canonical models is fundamentally…

核理论 · 物理学 2015-06-11 Swagata Mallik , Gargi Chaudhuri

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…

信息论 · 计算机科学 2007-07-13 Jan Poland , Marcus Hutter
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