Comparing Information-Theoretic Measures of Complexity in Boltzmann Machines

In the past three decades, many theoretical measures of complexity have been proposed to help understand complex systems. In this work, for the first time, we place these measures on a level playing field, to explore the qualitative similarities and differences between them, and their shortcomings. Specifically, using the Boltzmann machine architecture (a fully connected recurrent neural network) with uniformly distributed weights as our model of study, we numerically measure how complexity changes as a function of network dynamics and network parameters. We apply an extension of one such information-theoretic measure of complexity to understand incremental Hebbian learning in Hopfield networks, a fully recurrent architecture model of autoassociative memory. In the course of Hebbian learning, the total information flow reflects a natural upward trend in complexity as the network attempts to learn more and more patterns.Comment: 16 pages, 7 figures; Appears in Entropy, Special Issue "Information Geometry II

Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles

We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space $X$ into a continuous-time black-box optimization method on $X$, the \emph{information-geometric optimization} (IGO) method. Invariance as a design principle minimizes the number of arbitrary choices. The resulting \emph{IGO flow} conducts the natural gradient ascent of an adaptive, time-dependent, quantile-based transformation of the objective function. It makes no assumptions on the objective function to be optimized. The IGO method produces explicit IGO algorithms through time discretization. It naturally recovers versions of known algorithms and offers a systematic way to derive new ones. The cross-entropy method is recovered in a particular case, and can be extended into a smoothed, parametrization-independent maximum likelihood update (IGO-ML). For Gaussian distributions on $\mathbb{R}^d$, IGO is related to natural evolution strategies (NES) and recovers a version of the CMA-ES algorithm. For Bernoulli distributions on $\{0,1\}^d$, we recover the PBIL algorithm. From restricted Boltzmann machines, we obtain a novel algorithm for optimization on $\{0,1\}^d$. All these algorithms are unified under a single information-geometric optimization framework. Thanks to its intrinsic formulation, the IGO method achieves invariance under reparametrization of the search space $X$, under a change of parameters of the probability distributions, and under increasing transformations of the objective function. Theory strongly suggests that IGO algorithms have minimal loss in diversity during optimization, provided the initial diversity is high. First experiments using restricted Boltzmann machines confirm this insight. Thus IGO seems to provide, from information theory, an elegant way to spontaneously explore several valleys of a fitness landscape in a single run.Comment: Final published versio

Discriminative conditional restricted Boltzmann machine for discrete choice and latent variable modelling

Conventional methods of estimating latent behaviour generally use attitudinal questions which are subjective and these survey questions may not always be available. We hypothesize that an alternative approach can be used for latent variable estimation through an undirected graphical models. For instance, non-parametric artificial neural networks. In this study, we explore the use of generative non-parametric modelling methods to estimate latent variables from prior choice distribution without the conventional use of measurement indicators. A restricted Boltzmann machine is used to represent latent behaviour factors by analyzing the relationship information between the observed choices and explanatory variables. The algorithm is adapted for latent behaviour analysis in discrete choice scenario and we use a graphical approach to evaluate and understand the semantic meaning from estimated parameter vector values. We illustrate our methodology on a financial instrument choice dataset and perform statistical analysis on parameter sensitivity and stability. Our findings show that through non-parametric statistical tests, we can extract useful latent information on the behaviour of latent constructs through machine learning methods and present strong and significant influence on the choice process. Furthermore, our modelling framework shows robustness in input variability through sampling and validation

The Ambiguity of Simplicity

A system's apparent simplicity depends on whether it is represented classically or quantally. This is not so surprising, as classical and quantum physics are descriptive frameworks built on different assumptions that capture, emphasize, and express different properties and mechanisms. What is surprising is that, as we demonstrate, simplicity is ambiguous: the relative simplicity between two systems can change sign when moving between classical and quantum descriptions. Thus, notions of absolute physical simplicity---minimal structure or memory---at best form a partial, not a total, order. This suggests that appeals to principles of physical simplicity, via Ockham's Razor or to the "elegance" of competing theories, may be fundamentally subjective, perhaps even beyond the purview of physics itself. It also raises challenging questions in model selection between classical and quantum descriptions. Fortunately, experiments are now beginning to probe measures of simplicity, creating the potential to directly test for ambiguity.Comment: 7 pages, 6 figures, http://csc.ucdavis.edu/~cmg/compmech/pubs/aos.ht