Cauchy-Schwarz Divergence Information Bottleneck for Regression
- URL: http://arxiv.org/abs/2404.17951v1
- Date: Sat, 27 Apr 2024 16:13:05 GMT
- Title: Cauchy-Schwarz Divergence Information Bottleneck for Regression
- Abstract summary: Information bottleneck (IB) approach is popular to improve generalization, robustness and explainability of deep neural networks.
We develop a new way to parameterize the IB with deep neural networks by exploiting favorable properties of the Cauchy-Schwarz divergence.
We demonstrate its superior performance on six real-world regression tasks over other popular deep IB approaches.
- Score: 27.768887283866643
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The information bottleneck (IB) approach is popular to improve the generalization, robustness and explainability of deep neural networks. Essentially, it aims to find a minimum sufficient representation $\mathbf{t}$ by striking a trade-off between a compression term $I(\mathbf{x};\mathbf{t})$ and a prediction term $I(y;\mathbf{t})$, where $I(\cdot;\cdot)$ refers to the mutual information (MI). MI is for the IB for the most part expressed in terms of the Kullback-Leibler (KL) divergence, which in the regression case corresponds to prediction based on mean squared error (MSE) loss with Gaussian assumption and compression approximated by variational inference. In this paper, we study the IB principle for the regression problem and develop a new way to parameterize the IB with deep neural networks by exploiting favorable properties of the Cauchy-Schwarz (CS) divergence. By doing so, we move away from MSE-based regression and ease estimation by avoiding variational approximations or distributional assumptions. We investigate the improved generalization ability of our proposed CS-IB and demonstrate strong adversarial robustness guarantees. We demonstrate its superior performance on six real-world regression tasks over other popular deep IB approaches. We additionally observe that the solutions discovered by CS-IB always achieve the best trade-off between prediction accuracy and compression ratio in the information plane. The code is available at \url{https://github.com/SJYuCNEL/Cauchy-Schwarz-Information-Bottleneck}.
Related papers
- Bandit Convex Optimization with Gradient Prediction Adaptivity [56.816177049016794]
We investigate whether optimistic gradient predictions can improve worst-case regret guarantees in a prediction-adaptive manner.<n>The key idea is a novel variance-reduced gradient estimator whose variance scales with the prediction error rather than the gradient norm.<n>We establish an information-theoretic lower bound that scales as $(sqrtmathbbE[S_T])$, providing a fundamental characterization of the best achievable prediction-adaptive regret.
arXiv Detail & Related papers (2026-05-21T08:57:38Z) - Singular Bayesian Neural Networks [1.2891210250935148]
Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors.<n>We induce a posterior that is singular with respect to the Lebesgue measure, concentrating on the rank-$r$ manifold.<n>We derive PAC-Bayes generalization bounds whose complexity term scales as $sqrtr(m+n)$ instead of $sqrtm n$, and prove loss bounds that decompose the error into optimization and rank-induced bias.
arXiv Detail & Related papers (2026-01-30T23:06:34Z) - Information Hidden in Gradients of Regression with Target Noise [2.8911861322232686]
We show that the gradients alone can reveal the Hessian.<n>We provide non-asymptotic operator-norm guarantees under sub-Gaussian inputs.
arXiv Detail & Related papers (2026-01-26T14:50:16Z) - Riesz Representer Fitting under Bregman Divergence: A Unified Framework for Debiased Machine Learning [6.44705221140412]
Estimating the Riesz representer is central to machine learning for causal and structural parameter estimation.<n>We propose a unified framework that estimates the Riesz representer by fitting a representer model via Bregman divergence minimization.
arXiv Detail & Related papers (2026-01-12T17:36:33Z) - Robust Variational Bayes by Min-Max Median Aggregation [13.102667562202386]
We propose a robust variational Bayes framework to handle contamination and outliers in dataset.<n>Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem based on robust aggregation principles.<n>Our findings indicate that the two-stage approach yields a smaller approximation error compared to directly aggregating the $m$-powered local posteriors.
arXiv Detail & Related papers (2025-12-14T13:02:00Z) - An Optimal Transport Approach for Network Regression [0.6238182916866519]
We build upon recent developments in generalized regression models on metric spaces based on Fr'echet means.
We propose a network regression method using the Wasserstein metric.
arXiv Detail & Related papers (2024-06-18T02:03:07Z) - Rejection via Learning Density Ratios [50.91522897152437]
Classification with rejection emerges as a learning paradigm which allows models to abstain from making predictions.
We propose a different distributional perspective, where we seek to find an idealized data distribution which maximizes a pretrained model's performance.
Our framework is tested empirically over clean and noisy datasets.
arXiv Detail & Related papers (2024-05-29T01:32:17Z) - Compressed and distributed least-squares regression: convergence rates
with applications to Federated Learning [9.31522898261934]
We investigate the impact of compression on gradient algorithms for machine learning.
We highlight differences in terms of convergence rates between several unbiased compression operators.
We extend our results to the case of federated learning.
arXiv Detail & Related papers (2023-08-02T18:02:00Z) - Towards understanding neural collapse in supervised contrastive learning with the information bottleneck method [26.874007846077884]
Neural collapse describes the geometry of activation in the final layer of a deep neural network when it is trained beyond performance plateaus.
We demonstrate that neural collapse leads to good generalization specifically when it approaches an optimal IB solution of the classification problem.
arXiv Detail & Related papers (2023-05-19T18:41:17Z) - Learning to Estimate Without Bias [57.82628598276623]
Gauss theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models.
In this paper, we take a first step towards extending this result to non linear settings via deep learning with bias constraints.
A second motivation to BCE is in applications where multiple estimates of the same unknown are averaged for improved performance.
arXiv Detail & Related papers (2021-10-24T10:23:51Z) - Towards an Understanding of Benign Overfitting in Neural Networks [104.2956323934544]
Modern machine learning models often employ a huge number of parameters and are typically optimized to have zero training loss.
We examine how these benign overfitting phenomena occur in a two-layer neural network setting.
We show that it is possible for the two-layer ReLU network interpolator to achieve a near minimax-optimal learning rate.
arXiv Detail & Related papers (2021-06-06T19:08:53Z) - SLOE: A Faster Method for Statistical Inference in High-Dimensional
Logistic Regression [68.66245730450915]
We develop an improved method for debiasing predictions and estimating frequentist uncertainty for practical datasets.
Our main contribution is SLOE, an estimator of the signal strength with convergence guarantees that reduces the computation time of estimation and inference by orders of magnitude.
arXiv Detail & Related papers (2021-03-23T17:48:56Z) - Online nonparametric regression with Sobolev kernels [99.12817345416846]
We derive the regret upper bounds on the classes of Sobolev spaces $W_pbeta(mathcalX)$, $pgeq 2, beta>fracdp$.
The upper bounds are supported by the minimax regret analysis, which reveals that in the cases $beta> fracd2$ or $p=infty$ these rates are (essentially) optimal.
arXiv Detail & Related papers (2021-02-06T15:05:14Z) - A Novel Regression Loss for Non-Parametric Uncertainty Optimization [7.766663822644739]
Quantification of uncertainty is one of the most promising approaches to establish safe machine learning.
One of the most commonly used approaches so far is Monte Carlo dropout, which is computationally cheap and easy to apply in practice.
We propose a new objective, referred to as second-moment loss ( UCI), to address this issue.
arXiv Detail & Related papers (2021-01-07T19:12:06Z) - Cauchy-Schwarz Regularized Autoencoder [68.80569889599434]
Variational autoencoders (VAE) are a powerful and widely-used class of generative models.
We introduce a new constrained objective based on the Cauchy-Schwarz divergence, which can be computed analytically for GMMs.
Our objective improves upon variational auto-encoding models in density estimation, unsupervised clustering, semi-supervised learning, and face analysis.
arXiv Detail & Related papers (2021-01-06T17:36:26Z) - Unlabelled Data Improves Bayesian Uncertainty Calibration under
Covariate Shift [100.52588638477862]
We develop an approximate Bayesian inference scheme based on posterior regularisation.
We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
arXiv Detail & Related papers (2020-06-26T13:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.