Universal Modeling: Introduction to modern MDL
author:
Peter Grünwald,
Center for Mathematics and Computer Science - CWI
Description
We give a tutorial introduction to the *modern* Minimum Description Length (MDL) Principle, taking into account the many refinements and developments that have taken place in the 1990s. These do not seem to be widely known outside the information theory community. We will especially emphasize the use of MDL in classification. We also consider the connections between MDL, Bayesian inference, maximum entropy inference and structural risk minimization.
Categories
Top: Computer Science: Algorithmic Information Theory: Minimum Description LengthTop: Computer Science: Machine Learning
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| Slides | |
| 0:00 | Universal Modeling: Introduction to ‘Modern’ MDL |
| 1:28 | Minimum Description Length Principle |
| 2:04 | Minimum Description Length Principle |
| 5:51 | Minimum Description Length Principle |
| 6:19 | Model Selection |
| 7:35 | Example: Regression |
| 7:54 | Example: Regression |
| 8:23 | Example: Regression |
| 8:35 | Example: Regression |
| 8:44 | Example: Regression |
| 8:46 | Modern MDL! |
| 9:40 | Five MDL Lectures |
| 10:23 | Part I: Overview |
| 10:56 | Codes |
| 12:13 | Example 1: uniform code |
| 12:54 | Code Length & Probability |
| 14:07 | Code Lengths ‘are’ probabilities… |
| 15:04 | …and probabilities ‘are’ code lengths! |
| 15:40 | The Most Important Slide! |
| 16:14 | The Most Important Slide! |
| 17:09 | Example 1: uniform code/distr. |
| 18:05 | Prefix codes distributions |
| 19:41 | Prefix codes distributions |
| 20:59 | General Recipe (Kraft) |
| 21:39 | Prefix codes distributions |
| 21:46 | Prefix codes distributions |
| 22:07 | General Recipe (Kraft) |
| 23:16 | Example 3: distributions codes |
| 24:38 | Example 3: distributions codes |
| 25:57 | The Most Important Slide! |
| 26:37 | Remarks |
| 27:39 | Part I: Overview |
| 27:52 | Universal Codes |
| 29:11 | Universal Codes |
| 30:51 | Universal Codes |
| 33:04 | Universal Codes |
| 33:15 | Universal Codes |
| 37:06 | Terminology |
| 38:01 | Bayesian Mixtures are universal models |
| 38:55 | Bayesian Mixtures are universal models |
| 39:55 | 2-part MDL code is a universal model (code) |
| 40:49 | Bayesian Mixtures are universal models |
| 41:36 | 2-part MDL code is a universal model (code) |
| 42:03 | 2-part vs. Bayes universal models |
| 42:06 | Optimal Universal Model |
| 43:27 | Optimal Universal Model - II |
| 45:04 | MDL Model Selection |
| 45:40 | MDL Model Selection |
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