Efficient computation of normalized maximum likelihood coding for Gaussian mixtures with its applications to optimal clustering

Author(s):  
So Hirai ◽  
Kenji Yamanishi
Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 997
Author(s):  
Pham Thuc Hung ◽  
Kenji Yamanishi

In this paper, we propose a novel information criteria-based approach to select the dimensionality of the word2vec Skip-gram (SG). From the perspective of the probability theory, SG is considered as an implicit probability distribution estimation under the assumption that there exists a true contextual distribution among words. Therefore, we apply information criteria with the aim of selecting the best dimensionality so that the corresponding model can be as close as possible to the true distribution. We examine the following information criteria for the dimensionality selection problem: the Akaike’s Information Criterion (AIC), Bayesian Information Criterion (BIC), and Sequential Normalized Maximum Likelihood (SNML) criterion. SNML is the total codelength required for the sequential encoding of a data sequence on the basis of the minimum description length. The proposed approach is applied to both the original SG model and the SG Negative Sampling model to clarify the idea of using information criteria. Additionally, as the original SNML suffers from computational disadvantages, we introduce novel heuristics for its efficient computation. Moreover, we empirically demonstrate that SNML outperforms both BIC and AIC. In comparison with other evaluation methods for word embedding, the dimensionality selected by SNML is significantly closer to the optimal dimensionality obtained by word analogy or word similarity tasks.


2004 ◽  
Vol 16 (9) ◽  
pp. 1763-1768 ◽  
Author(s):  
Daniel J. Navarro

An applied problem is discussed in which two nested psychological models of retention are compared using minimum description length (MDL). The standard Fisher information approximation to the normalized maximum likelihood is calculated for these two models, with the result that the full model is assigned a smaller complexity, even for moderately large samples. A geometric interpretation for this behavior is considered, along with its practical implications.


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