A Confident Information First Principle for Parametric Reduction and Model Selection of Boltzmann Machines

TL;DR

This paper introduces the Confident-Information-First (CIF) principle for model-oriented dimensionality reduction in parameter spaces, specifically applied to Boltzmann machines, to improve model selection and density estimation accuracy.

Contribution

It proposes a novel CIF criterion based on Fisher information to identify confident parameters, and applies this to derive and select Boltzmann machine models from a theoretical perspective.

Findings

CIF effectively preserves essential parameters in density estimation.

Sample-specific CIF improves model selection accuracy.

The method enhances density estimation performance in experiments.

Abstract

Typical dimensionality reduction (DR) methods are often data-oriented, focusing on directly reducing the number of random variables (features) while retaining the maximal variations in the high-dimensional data. In unsupervised situations, one of the main limitations of these methods lies in their dependency on the scale of data features. This paper aims to address the problem from a new perspective and considers model-oriented dimensionality reduction in parameter spaces of binary multivariate distributions. Specifically, we propose a general parameter reduction criterion, called Confident-Information-First (CIF) principle, to maximally preserve confident parameters and rule out less confident parameters. Formally, the confidence of each parameter can be assessed by its contribution to the expected Fisher information distance within the geometric manifold over the neighbourhood of the underlying real distribution. We then revisit Boltzmann machines (BM) from a model selection perspective and theoretically show that both the fully visible BM (VBM) and the BM with hidden units can be derived from the general binary multivariate distribution using the CIF principle. This can help us uncover and formalize the essential parts of the target density that BM aims to capture and the non-essential parts that BM should discard. Guided by the theoretical analysis, we develop a sample-specific CIF for model selection of BM that is adaptive to the observed samples. The method is studied in a series of density estimation experiments and has been shown effective in terms of the estimate accuracy.