No Arabic abstract
Estimating and optimizing Mutual Information (MI) is core to many problems in machine learning; however, bounding MI in high dimensions is challenging. To establish tractable and scalable objectives, recent work has turned to variational bounds parameterized by neural networks, but the relationships and tradeoffs between these bounds remains unclear. In this work, we unify these recent developments in a single framework. We find that the existing variational lower bounds degrade when the MI is large, exhibiting either high bias or high variance. To address this problem, we introduce a continuum of lower bounds that encompasses previous bounds and flexibly trades off bias and variance. On high-dimensional, controlled problems, we empirically characterize the bias and variance of the bounds and their gradients and demonstrate the effectiveness of our new bounds for estimation and representation learning.
Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate problems: For example, MI is notoriously hard to estimate, and using it as an objective for representation learning may lead to highly entangled representations due to its invariance under arbitrary invertible transformations. Nevertheless, these methods have been repeatedly shown to excel in practice. In this paper we argue, and provide empirical evidence, that the success of these methods cannot be attributed to the properties of MI alone, and that they strongly depend on the inductive bias in both the choice of feature extractor architectures and the parametrization of the employed MI estimators. Finally, we establish a connection to deep metric learning and argue that this interpretation may be a plausible explanation for the success of the recently introduced methods.
Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual information. Although showing promise for this difficult problem, the variational methods have been theoretically and empirically proven to have serious statistical limitations: 1) many methods struggle to produce accurate estimates when the underlying mutual information is either low or high; 2) the resulting estimators may suffer from high variance. Our approach is based on training a classifier that provides the probability that a data sample pair is drawn from the joint distribution rather than from the product of its marginal distributions. Moreover, we establish a direct connection between mutual information and the average log odds estimate produced by the classifier on a test set, leading to a simple and accurate estimator of mutual information. We show theoretically that our method and other variational approaches are equivalent when they achieve their optimum, while our method sidesteps the variational bound. Empirical results demonstrate high accuracy of our approach and the advantages of our estimator in the context of representation learning. Our demo is available at https://github.com/RayRuizhiLiao/demi_mi_estimator.
Cross-entropy loss with softmax output is a standard choice to train neural network classifiers. We give a new view of neural network classifiers with softmax and cross-entropy as mutual information evaluators. We show that when the dataset is balanced, training a neural network with cross-entropy maximises the mutual information between inputs and labels through a variational form of mutual information. Thereby, we develop a new form of softmax that also converts a classifier to a mutual information evaluator when the dataset is imbalanced. Experimental results show that the new form leads to better classification accuracy, in particular for imbalanced datasets.
Multi-task learning (MTL) is an important subject in machine learning and artificial intelligence. Its applications to computer vision, signal processing, and speech recognition are ubiquitous. Although this subject has attracted considerable attention recently, the performance and robustness of the existing models to different tasks have not been well balanced. This article proposes an MTL model based on the architecture of the variational information bottleneck (VIB), which can provide a more effective latent representation of the input features for the downstream tasks. Extensive observations on three public data sets under adversarial attacks show that the proposed model is competitive to the state-of-the-art algorithms concerning the prediction accuracy. Experimental results suggest that combining the VIB and the task-dependent uncertainties is a very effective way to abstract valid information from the input features for accomplishing multiple tasks.
Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However, existing algorithms are mostly heuristic and do not offer any guarantee on the proposed solution. In this paper, we provide novel theoretical results showing that conditional mutual information naturally arises when bounding the ideal regression/classification errors achieved by different subsets of features. Leveraging on these insights, we propose a novel stopping condition for backward and forward greedy methods which ensures that the ideal prediction error using the selected feature subset remains bounded by a user-specified threshold. We provide numerical simulations to support our theoretical claims and compare to common heuristic methods.