Minimum Description Length Induction, Bayesianism, and Kolmogorov Complexity

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 rule by means of Kolmogorov complexity. The basic condition under which the ideal principle should be applied is encapsulated as the Fundamental Inequality, which in broad terms states that the principle is valid when the data are random, relative to every contemplated hypothesis and also these hypotheses are random relative to the (universal) prior. Basically, the ideal principle states that the prior probability associated with the hypothesis should be given by the algorithmic universal probability, and the sum of the log universal probability of the model plus the log of the probability of the data given the model should be minimized. If we restrict the model class to the finite sets then application of the ideal principle turns into Kolmogorov's minimal sufficient statistic. In general we show that data compression is almost always the best strategy, both in hypothesis identification and prediction.Comment: 35 pages, Latex. Submitted IEEE Trans. Inform. Theor

Almost-perfect secret sharing

Splitting a secret s between several participants, we generate (for each value of s) shares for all participants. The goal: authorized groups of participants should be able to reconstruct the secret but forbidden ones get no information about it. In this paper we introduce several notions of non- perfect secret sharing, where some small information leak is permitted. We study its relation to the Kolmogorov complexity version of secret sharing (establishing some connection in both directions) and the effects of changing the secret size (showing that we can decrease the size of the secret and the information leak at the same time).Comment: Acknowledgments adde

Algorithmic statistics: forty years later

Algorithmic statistics has two different (and almost orthogonal) motivations. From the philosophical point of view, it tries to formalize how the statistics works and why some statistical models are better than others. After this notion of a "good model" is introduced, a natural question arises: it is possible that for some piece of data there is no good model? If yes, how often these bad ("non-stochastic") data appear "in real life"? Another, more technical motivation comes from algorithmic information theory. In this theory a notion of complexity of a finite object (=amount of information in this object) is introduced; it assigns to every object some number, called its algorithmic complexity (or Kolmogorov complexity). Algorithmic statistic provides a more fine-grained classification: for each finite object some curve is defined that characterizes its behavior. It turns out that several different definitions give (approximately) the same curve. In this survey we try to provide an exposition of the main results in the field (including full proofs for the most important ones), as well as some historical comments. We assume that the reader is familiar with the main notions of algorithmic information (Kolmogorov complexity) theory.Comment: Missing proofs adde

Universal Prediction

In this thesis I investigate the theoretical possibility of a universal method of prediction. A prediction method is universal if it is always able to learn from data: if it is always able to extrapolate given data about past observations to maximally successful predictions about future observations. The context of this investigation is the broader philosophical question into the possibility of a formal specification of inductive or scientific reasoning, a question that also relates to modern-day speculation about a fully automatized data-driven science. I investigate, in particular, a proposed definition of a universal prediction method that goes back to Solomonoff (1964) and Levin (1970). This definition marks the birth of the theory of Kolmogorov complexity, and has a direct line to the information-theoretic approach in modern machine learning. Solomonoff's work was inspired by Carnap's program of inductive logic, and the more precise definition due to Levin can be seen as an explicit attempt to escape the diagonal argument that Putnam (1963) famously launched against the feasibility of Carnap's program. The Solomonoff-Levin definition essentially aims at a mixture of all possible prediction algorithms. An alternative interpretation is that the definition formalizes the idea that learning from data is equivalent to compressing data. In this guise, the definition is often presented as an implementation and even as a justification of Occam's razor, the principle that we should look for simple explanations. The conclusions of my investigation are negative. I show that the Solomonoff-Levin definition fails to unite two necessary conditions to count as a universal prediction method, as turns out be entailed by Putnam's original argument after all; and I argue that this indeed shows that no definition can. Moreover, I show that the suggested justification of Occam's razor does not work, and I argue that the relevant notion of simplicity as compressibility is already problematic itself