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Universal Modeling: Introduction to modern MDL

author:Peter Grünwald, Center for Mathematics and Computer Science - CWI
published: Feb. 25, 2007,   recorded: August 2003,   views: 364
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Slides

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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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.

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