A Review of Graph and Network Complexity from an Algorithmic Information Perspective
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The Foundations of Solomonoff Prediction
The Foundations of Solomonoff Prediction MSc Thesis for the graduate programme in History and Philosophy of Science at the Universiteit Utrecht by Tom Florian Sterkenburg under the supervision of prof.dr. D.G.B.J. Dieks (Institute for History and Foundations of Science, Universiteit Utrecht) and prof.dr. P.D. Gr¨unwald (Centrum Wiskunde & Informatica; Universiteit Leiden) February 2013 ii Parsifal: Wer ist der Gral? Gurnemanz: Das sagt sich nicht; doch bist du selbst zu ihm erkoren, bleibt dir die Kunde unverloren. – Und sieh! – Mich dunkt,¨ daß ich dich recht erkannt: kein Weg fuhrt¨ zu ihm durch das Land, und niemand k¨onnte ihn beschreiten, den er nicht selber m¨ocht’ geleiten. Parsifal: Ich schreite kaum, - doch w¨ahn’ ich mich schon weit. Richard Wagner, Parsifal, Act I, Scene I iv Voor mum v Abstract R.J. Solomonoff’s theory of Prediction assembles notions from information theory, confirmation theory and computability theory into the specification of a supposedly all-encompassing objective method of prediction. The theory has been the subject of both general neglect and occasional passionate promotion, but of very little serious philosophical reflection. This thesis presents an attempt towards a more balanced philosophical appraisal of Solomonoff’s theory. Following an in-depth treatment of the mathematical framework and its motivation, I shift attention to the proper interpretation of these formal results. A discussion of the theory’s possible aims turns into the project of identifying its core principles, and a defence of the primacy of the unifying principle of Universality supports the development of my proposed interpretation of Solomonoff Prediction as the statement, to be read in the context of the philosophical problem of prediction, that in a universal setting, there exist universal predictors. -
3 Autocorrelation
3 Autocorrelation Autocorrelation refers to the correlation of a time series with its own past and future values. Autocorrelation is also sometimes called “lagged correlation” or “serial correlation”, which refers to the correlation between members of a series of numbers arranged in time. Positive autocorrelation might be considered a specific form of “persistence”, a tendency for a system to remain in the same state from one observation to the next. For example, the likelihood of tomorrow being rainy is greater if today is rainy than if today is dry. Geophysical time series are frequently autocorrelated because of inertia or carryover processes in the physical system. For example, the slowly evolving and moving low pressure systems in the atmosphere might impart persistence to daily rainfall. Or the slow drainage of groundwater reserves might impart correlation to successive annual flows of a river. Or stored photosynthates might impart correlation to successive annual values of tree-ring indices. Autocorrelation complicates the application of statistical tests by reducing the effective sample size. Autocorrelation can also complicate the identification of significant covariance or correlation between time series (e.g., precipitation with a tree-ring series). Autocorrelation implies that a time series is predictable, probabilistically, as future values are correlated with current and past values. Three tools for assessing the autocorrelation of a time series are (1) the time series plot, (2) the lagged scatterplot, and (3) the autocorrelation function. 3.1 Time series plot Positively autocorrelated series are sometimes referred to as persistent because positive departures from the mean tend to be followed by positive depatures from the mean, and negative departures from the mean tend to be followed by negative departures (Figure 3.1). -
The Bayesian Approach to Statistics
THE BAYESIAN APPROACH TO STATISTICS ANTHONY O’HAGAN INTRODUCTION the true nature of scientific reasoning. The fi- nal section addresses various features of modern By far the most widely taught and used statisti- Bayesian methods that provide some explanation for the rapid increase in their adoption since the cal methods in practice are those of the frequen- 1980s. tist school. The ideas of frequentist inference, as set out in Chapter 5 of this book, rest on the frequency definition of probability (Chapter 2), BAYESIAN INFERENCE and were developed in the first half of the 20th century. This chapter concerns a radically differ- We first present the basic procedures of Bayesian ent approach to statistics, the Bayesian approach, inference. which depends instead on the subjective defini- tion of probability (Chapter 3). In some respects, Bayesian methods are older than frequentist ones, Bayes’s Theorem and the Nature of Learning having been the basis of very early statistical rea- Bayesian inference is a process of learning soning as far back as the 18th century. Bayesian from data. To give substance to this statement, statistics as it is now understood, however, dates we need to identify who is doing the learning and back to the 1950s, with subsequent development what they are learning about. in the second half of the 20th century. Over that time, the Bayesian approach has steadily gained Terms and Notation ground, and is now recognized as a legitimate al- ternative to the frequentist approach. The person doing the learning is an individual This chapter is organized into three sections. -
An Algorithmic Approach to Information and Meaning a Formal Framework for a Philosophical Discussion∗
An Algorithmic Approach to Information and Meaning A Formal Framework for a Philosophical Discussion∗ Hector Zenil [email protected] Institut d'Histoire et de Philosophie des Sciences et des Techniques (Paris 1/ENS Ulm/CNRS) http://www.algorithmicnature.org/zenil Abstract I'll survey some of the aspects relevant to a philosophical discussion of information taking into account the developments of algorithmic information theory. I will propose that meaning is deep in Bennett's logical depth sense, and that algorithmic probability may provide the stability for a robust algorithmic definition of meaning, taking into consideration the interpretation and the receiver's own knowledge encoded in the story of a message. Keywords: information content; meaning; algorithmic probability; algorithmic complexity; logical depth; philosophy of information; in- formation theory. ∗Presented at the Interdisciplinary Workshop: Ontological, Epistemological and Methodological Aspects of Computer Science, Philosophy of Simulation (SimTech Clus- ter of Excellence), Institute of Philosophy, at the Faculty of Informatics, University of Stuttgart, Germany, July 7, 2011. 1 1 Introduction Information can be a cornerstone for interpreting all kind of world phenom- ena as it can constitute the basis for the description of objects. While it is legitimate to study ideas and concepts related to information in their broad- est sense, that the use of information outside formal contexts amounts to misuse cannot and should not be overlooked. It is not unusual to come across surveys and volumes devoted to information (in the larger sense) in which the mathematical discussion does not venture beyond the state of the field as Shannon [30] left it some 60 years ago. -
Introduction to Bayesian Inference and Modeling Edps 590BAY
Introduction to Bayesian Inference and Modeling Edps 590BAY Carolyn J. Anderson Department of Educational Psychology c Board of Trustees, University of Illinois Fall 2019 Introduction What Why Probability Steps Example History Practice Overview ◮ What is Bayes theorem ◮ Why Bayesian analysis ◮ What is probability? ◮ Basic Steps ◮ An little example ◮ History (not all of the 705+ people that influenced development of Bayesian approach) ◮ In class work with probabilities Depending on the book that you select for this course, read either Gelman et al. Chapter 1 or Kruschke Chapters 1 & 2. C.J. Anderson (Illinois) Introduction Fall 2019 2.2/ 29 Introduction What Why Probability Steps Example History Practice Main References for Course Throughout the coures, I will take material from ◮ Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A., & Rubin, D.B. (20114). Bayesian Data Analysis, 3rd Edition. Boco Raton, FL, CRC/Taylor & Francis.** ◮ Hoff, P.D., (2009). A First Course in Bayesian Statistical Methods. NY: Sringer.** ◮ McElreath, R.M. (2016). Statistical Rethinking: A Bayesian Course with Examples in R and Stan. Boco Raton, FL, CRC/Taylor & Francis. ◮ Kruschke, J.K. (2015). Doing Bayesian Data Analysis: A Tutorial with JAGS and Stan. NY: Academic Press.** ** There are e-versions these of from the UofI library. There is a verson of McElreath, but I couldn’t get if from UofI e-collection. C.J. Anderson (Illinois) Introduction Fall 2019 3.3/ 29 Introduction What Why Probability Steps Example History Practice Bayes Theorem A whole semester on this? p(y|θ)p(θ) p(θ|y)= p(y) where ◮ y is data, sample from some population. -
Autocorrelation
Autocorrelation David Gerbing School of Business Administration Portland State University January 30, 2016 Autocorrelation The difference between an actual data value and the forecasted data value from a model is the residual for that forecasted value. Residual: ei = Yi − Y^i One of the assumptions of the least squares estimation procedure for the coefficients of a regression model is that the residuals are purely random. One consequence of randomness is that the residuals would not correlate with anything else, including with each other at different time points. A value above the mean, that is, a value with a positive residual, would contain no information as to whether the next value in time would have a positive residual, or negative residual, with a data value below the mean. For example, flipping a fair coin yields random flips, with half of the flips resulting in a Head and the other half a Tail. If a Head is scored as a 1 and a Tail as a 0, and the probability of both Heads and Tails is 0.5, then calculate the value of the population mean as: Population Mean: µ = (0:5)(1) + (0:5)(0) = :5 The forecast of the outcome of the next flip of a fair coin is the mean of the process, 0.5, which is stable over time. What are the corresponding residuals? A residual value is the difference of the corresponding data value minus the mean. With this scoring system, a Head generates a positive residual from the mean, µ, Head: ei = 1 − µ = 1 − 0:5 = 0:5 A Tail generates a negative residual from the mean, Tail: ei = 0 − µ = 0 − 0:5 = −0:5 The error terms of the coin flips are independent of each other, so if the current flip is a Head, or if the last 5 flips are Heads, the forecast for the next flip is still µ = :5. -
Mild Vs. Wild Randomness: Focusing on Those Risks That Matter
with empirical sense1. Granted, it has been Mild vs. Wild Randomness: tinkered with using such methods as Focusing on those Risks that complementary “jumps”, stress testing, regime Matter switching or the elaborate methods known as GARCH, but while they represent a good effort, Benoit Mandelbrot & Nassim Nicholas Taleb they fail to remediate the bell curve’s irremediable flaws. Forthcoming in, The Known, the Unknown and the The problem is that measures of uncertainty Unknowable in Financial Institutions Frank using the bell curve simply disregard the possibility Diebold, Neil Doherty, and Richard Herring, of sharp jumps or discontinuities. Therefore they editors, Princeton: Princeton University Press. have no meaning or consequence. Using them is like focusing on the grass and missing out on the (gigantic) trees. Conventional studies of uncertainty, whether in statistics, economics, finance or social science, In fact, while the occasional and unpredictable have largely stayed close to the so-called “bell large deviations are rare, they cannot be dismissed curve”, a symmetrical graph that represents a as “outliers” because, cumulatively, their impact in probability distribution. Used to great effect to the long term is so dramatic. describe errors in astronomical measurement by The good news, especially for practitioners, is the 19th-century mathematician Carl Friedrich that the fractal model is both intuitively and Gauss, the bell curve, or Gaussian model, has computationally simpler than the Gaussian. It too since pervaded our business and scientific culture, has been around since the sixties, which makes us and terms like sigma, variance, standard deviation, wonder why it was not implemented before. correlation, R-square and Sharpe ratio are all The traditional Gaussian way of looking at the directly linked to it. -
Random Variables and Applications
Random Variables and Applications OPRE 6301 Random Variables. As noted earlier, variability is omnipresent in the busi- ness world. To model variability probabilistically, we need the concept of a random variable. A random variable is a numerically valued variable which takes on different values with given probabilities. Examples: The return on an investment in a one-year period The price of an equity The number of customers entering a store The sales volume of a store on a particular day The turnover rate at your organization next year 1 Types of Random Variables. Discrete Random Variable: — one that takes on a countable number of possible values, e.g., total of roll of two dice: 2, 3, ..., 12 • number of desktops sold: 0, 1, ... • customer count: 0, 1, ... • Continuous Random Variable: — one that takes on an uncountable number of possible values, e.g., interest rate: 3.25%, 6.125%, ... • task completion time: a nonnegative value • price of a stock: a nonnegative value • Basic Concept: Integer or rational numbers are discrete, while real numbers are continuous. 2 Probability Distributions. “Randomness” of a random variable is described by a probability distribution. Informally, the probability distribution specifies the probability or likelihood for a random variable to assume a particular value. Formally, let X be a random variable and let x be a possible value of X. Then, we have two cases. Discrete: the probability mass function of X specifies P (x) P (X = x) for all possible values of x. ≡ Continuous: the probability density function of X is a function f(x) that is such that f(x) h P (x < · ≈ X x + h) for small positive h. -
A Philosophical Treatise of Universal Induction
Entropy 2011, 13, 1076-1136; doi:10.3390/e13061076 OPEN ACCESS entropy ISSN 1099-4300 www.mdpi.com/journal/entropy Article A Philosophical Treatise of Universal Induction Samuel Rathmanner and Marcus Hutter ? Research School of Computer Science, Australian National University, Corner of North and Daley Road, Canberra ACT 0200, Australia ? Author to whom correspondence should be addressed; E-Mail: [email protected]. Received: 20 April 2011; in revised form: 24 May 2011 / Accepted: 27 May 2011 / Published: 3 June 2011 Abstract: Understanding inductive reasoning is a problem that has engaged mankind for thousands of years. This problem is relevant to a wide range of fields and is integral to the philosophy of science. It has been tackled by many great minds ranging from philosophers to scientists to mathematicians, and more recently computer scientists. In this article we argue the case for Solomonoff Induction, a formal inductive framework which combines algorithmic information theory with the Bayesian framework. Although it achieves excellent theoretical results and is based on solid philosophical foundations, the requisite technical knowledge necessary for understanding this framework has caused it to remain largely unknown and unappreciated in the wider scientific community. The main contribution of this article is to convey Solomonoff induction and its related concepts in a generally accessible form with the aim of bridging this current technical gap. In the process we examine the major historical contributions that have led to the formulation of Solomonoff Induction as well as criticisms of Solomonoff and induction in general. In particular we examine how Solomonoff induction addresses many issues that have plagued other inductive systems, such as the black ravens paradox and the confirmation problem, and compare this approach with other recent approaches. -
No Free Lunch Versus Occam's Razor in Supervised Learning
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by The Australian National University No Free Lunch versus Occam's Razor in Supervised Learning Tor Lattimore1 and Marcus Hutter1;2;3 Research School of Computer Science 1Australian National University and 2ETH Z¨urich and 3NICTA ftor.lattimore,[email protected] 15 November 2011 Abstract The No Free Lunch theorems are often used to argue that domain specific knowledge is required to design successful algorithms. We use algorithmic in- formation theory to argue the case for a universal bias allowing an algorithm to succeed in all interesting problem domains. Additionally, we give a new al- gorithm for off-line classification, inspired by Solomonoff induction, with good performance on all structured (compressible) problems under reasonable as- sumptions. This includes a proof of the efficacy of the well-known heuristic of randomly selecting training data in the hope of reducing the misclassification rate. Contents 1 Introduction 2 2 Preliminaries 3 3 No Free Lunch Theorem 4 4 Complexity-based classification 8 5 Discussion 12 A Technical proofs 14 Keywords Supervised learning; Kolmogorov complexity; no free lunch; Occam's razor. 1 1 Introduction The No Free Lunch (NFL) theorems, stated and proven in various settings and domains [Sch94, Wol01, WM97], show that no algorithm performs better than any other when their performance is averaged uniformly over all possible problems of a particular type.1 These are often cited to argue that algorithms must be designed for a particular domain or style of problem, and that there is no such thing as a general purpose algorithm. -
Algorithmic Information Theory and Novelty Generation
Computational Creativity 2007 Algorithmic Information Theory and Novelty Generation Simon McGregor Centre for Research in Cognitive Science University of Sussex, UK [email protected] Abstract 100,000 digits in the binary expansion of π can be gener- ated by a program far shorter than 100,000 bits. A string This paper discusses some of the possible contributions of consisting of the binary digit 1 repeated 1,000 times can be algorithmic information theory, and in particular the cen- generated by a program shorter than 1,000 bits. However, tral notion of data compression, to a theoretical exposition it can be shown (Li and Vitanyi, 1997) that most strings of computational creativity and novelty generation. I note are incompressible, i.e. they cannot be generated by a pro- that the formalised concepts of pattern and randomness gram shorter than themselves. Consequently, if you flip due to algorithmic information theory are relevant to com- a perfectly random coin 100,000 times, the likelihood is puter creativity, briefly discuss the role of compression that the sequence of heads and tails you obtain cannot be in machine learning theory and present a general model described by a program shorter than 100,000 bits. In algo- for generative algorithms which turns out to be instanti- rithmic information theory a string is described as random ated by decompression in a lossy compression scheme. I if and only if it is incompressible. also investigate the concept of novelty using information- Note that randomness in algorithmic information the- theoretic tools and show that a purely “impersonal” formal ory applies to strings, and not to the physical processes notion of novelty is inadequate; novelty must be defined which generate those strings. -
Random Numbers and the Central Limit Theorem
Random numbers and the central limit theorem Alberto García Javier Junquera Bibliography No se puede mostrar la imagen en este momento. Cambridge University Press, Cambridge, 2002 ISBN 0 521 65314 2 Physical processes with probabilistic character Certain physical processes do have a probabilistic character Desintegration of atomic nuclei: Brownian movement of a particle in a liquid: The dynamic (based on Quantum We do not know in detail the Mechanics) is strictly probabilistic dynamical variables of all the particles involved in the problem We need to base our knowledge in new laws that do not rely on dynamical variables with determined values, but with probabilistic distributions Starting from the probabilistic distribution, it is possible to obtain well defined averages of physical magnitudes, especially if we deal with very large number of particles The stochastic oracle Computers are (or at least should be) totally predictible Given some data and a program to operate with them, the results could be exactly reproduced But imagine, that we couple our code with a special module that generates randomness program randomness real :: x $<your compiler> -o randomness.x randomness.f90 do $./randomness call random_number(x) print "(f10.6)" , x enddo end program randomness The output of the subroutine randomness is a real number, uniformly distributed in the interval "Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin.” (John von Neumann) Probability distribution The subroutine “random number”