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Coarse-graining and the Blackwell order

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 Publication date 2017
and research's language is English




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Suppose we have a pair of information channels, $kappa_{1},kappa_{2}$, with a common input. The Blackwell order is a partial order over channels that compares $kappa_{1}$ and $kappa_{2}$ by the maximal expected utility an agent can obtain when decisions are based on the channel outputs. Equivalently, $kappa_{1}$ is said to be Blackwell-inferior to $kappa_{2}$ if and only if $kappa_{1}$ can be constructed by garbling the output of $kappa_{2}$. A related partial order stipulates that $kappa_{2}$ is more capable than $kappa_{1}$ if the mutual information between the input and output is larger for $kappa_{2}$ than for $kappa_{1}$ for any distribution over inputs. A Blackwell-inferior channel is necessarily less capable. However, examples are known where $kappa_{1}$ is less capable than $kappa_{2}$ but not Blackwell-inferior. We show that this may even happen when $kappa_{1}$ is constructed by coarse-graining the inputs of $kappa_{2}$. Such a coarse-graining is a special kind of pre-garbling of the channel inputs. This example directly establishes that the expected value of the shared utility function for the coarse-grained channel is larger than it is for the non-coarse-grained channel. This contradicts the intuition that coarse-graining can only destroy information and lead to inferior channels. We also discuss our results in the context of information decompositions.

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Blackwells theorem shows the equivalence of two preorders on the set of information channels. Here, we restate, and slightly generalize, his result in terms of random variables. Furthermore, we prove that the corresponding partial order is not a lattice; that is, least upper bounds and greatest lower bounds do not exist.
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