A Hierarchy of Information Quantities for Finite Block Length Analysis of Quantum Tasks

We consider two fundamental tasks in quantum information theory, data compression with quantum side information as well as randomness extraction against quantum side information. We characterize these tasks for general sources using so-called one-shot entropies. We show that these characterizations - in contrast to earlier results - enable us to derive tight second order asymptotics for these tasks in the i.i.d. limit. More generally, our derivation establishes a hierarchy of information quantities that can be used to investigate information theoretic tasks in the quantum domain: The one-shot entropies most accurately describe an operational quantity, yet they tend to be difficult to calculate for large systems. We show that they asymptotically agree up to logarithmic terms with entropies related to the quantum and classical information spectrum, which are easier to calculate in the i.i.d. limit. Our techniques also naturally yields bounds on operational quantities for finite block lengths.Comment: See also arXiv:1208.1400, which independently derives part of our result: the second order asymptotics for binary hypothesis testin

Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet

Various optimality properties of universal sequence predictors based on Bayes-mixtures in general, and Solomonoff's prediction scheme in particular, will be studied. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with the chain rule if the true generating distribution $\mu$ of the sequences $x_1x_2x_3...$ is known. If $\mu$ is unknown, but known to belong to a countable or continuous class \M one can base ones prediction on the Bayes-mixture $\xi$ defined as a $w_\nu$-weighted sum or integral of distributions \nu\in\M. The cumulative expected loss of the Bayes-optimal universal prediction scheme based on $\xi$ is shown to be close to the loss of the Bayes-optimal, but infeasible prediction scheme based on $\mu$. We show that the bounds are tight and that no other predictor can lead to significantly smaller bounds. Furthermore, for various performance measures, we show Pareto-optimality of $\xi$ and give an Occam's razor argument that the choice $w_\nu\sim 2^{-K(\nu)}$ for the weights is optimal, where $K(\nu)$ is the length of the shortest program describing $\nu$. The results are applied to games of chance, defined as a sequence of bets, observations, and rewards. The prediction schemes (and bounds) are compared to the popular predictors based on expert advice. Extensions to infinite alphabets, partial, delayed and probabilistic prediction, classification, and more active systems are briefly discussed.Comment: 34 page

Prediction and Generation of Binary Markov Processes: Can a Finite-State Fox Catch a Markov Mouse?

Understanding the generative mechanism of a natural system is a vital component of the scientific method. Here, we investigate one of the fundamental steps toward this goal by presenting the minimal generator of an arbitrary binary Markov process. This is a class of processes whose predictive model is well known. Surprisingly, the generative model requires three distinct topologies for different regions of parameter space. We show that a previously proposed generator for a particular set of binary Markov processes is, in fact, not minimal. Our results shed the first quantitative light on the relative (minimal) costs of prediction and generation. We find, for instance, that the difference between prediction and generation is maximized when the process is approximately independently, identically distributed.Comment: 12 pages, 12 figures; http://csc.ucdavis.edu/~cmg/compmech/pubs/gmc.ht

A framework for the local information dynamics of distributed computation in complex systems

The nature of distributed computation has often been described in terms of the component operations of universal computation: information storage, transfer and modification. We review the first complete framework that quantifies each of these individual information dynamics on a local scale within a system, and describes the manner in which they interact to create non-trivial computation where "the whole is greater than the sum of the parts". We describe the application of the framework to cellular automata, a simple yet powerful model of distributed computation. This is an important application, because the framework is the first to provide quantitative evidence for several important conjectures about distributed computation in cellular automata: that blinkers embody information storage, particles are information transfer agents, and particle collisions are information modification events. The framework is also shown to contrast the computations conducted by several well-known cellular automata, highlighting the importance of information coherence in complex computation. The results reviewed here provide important quantitative insights into the fundamental nature of distributed computation and the dynamics of complex systems, as well as impetus for the framework to be applied to the analysis and design of other systems.Comment: 44 pages, 8 figure

A Survey on Metric Learning for Feature Vectors and Structured Data

The need for appropriate ways to measure the distance or similarity between data is ubiquitous in machine learning, pattern recognition and data mining, but handcrafting such good metrics for specific problems is generally difficult. This has led to the emergence of metric learning, which aims at automatically learning a metric from data and has attracted a lot of interest in machine learning and related fields for the past ten years. This survey paper proposes a systematic review of the metric learning literature, highlighting the pros and cons of each approach. We pay particular attention to Mahalanobis distance metric learning, a well-studied and successful framework, but additionally present a wide range of methods that have recently emerged as powerful alternatives, including nonlinear metric learning, similarity learning and local metric learning. Recent trends and extensions, such as semi-supervised metric learning, metric learning for histogram data and the derivation of generalization guarantees, are also covered. Finally, this survey addresses metric learning for structured data, in particular edit distance learning, and attempts to give an overview of the remaining challenges in metric learning for the years to come.Comment: Technical report, 59 pages. Changes in v2: fixed typos and improved presentation. Changes in v3: fixed typos. Changes in v4: fixed typos and new method