Maximum Entropy and the Glasses You Are Looking Through

TL;DR

This paper interprets the Maximum Entropy principle through game theory, offering a formal distinction in its application to address criticism about its representation dependence, thereby improving its robustness.

Contribution

It provides a game-theoretic interpretation of MaxEnt and introduces a formal distinction in its application to mitigate representation dependence issues.

Findings

MaxEnt can be understood via game-theoretic frameworks

The formal distinction reduces representation dependence

Improves robustness of MaxEnt applications

Abstract

We give an interpretation of the Maximum Entropy (MaxEnt) Principle in game-theoretic terms. Based on this interpretation, we make a formal distinction between different ways of {em applying/} Maximum Entropy distributions. MaxEnt has frequently been criticized on the grounds that it leads to highly representation dependent results. Our distinction allows us to avoid this problem in many cases.