Understanding the limitation of Total Correlation Estimation Based on Mutual Information Bounds

Zihao Chen

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arXiv · 2304.13633

Understanding the limitation of Total Correlation Estimation Based on Mutual Information Bounds

Zihao Chen

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Abstract

The total correlation(TC) is a crucial index to measure the correlation between marginal distribution in multidimensional random variables, and it is frequently applied as an inductive bias in representation learning. Previous research has shown that the TC value can be estimated using mutual information boundaries through decomposition. However, we found through theoretical derivation and qualitative experiments that due to the use of importance sampling in the decomposition process, the bias of TC value estimated based on MI bounds will be amplified when the proposal distribution in the sampling differs significantly from the target distribution. To reduce estimation bias issues, we propose a TC estimation correction model based on supervised learning, which uses the training iteration loss sequence of the TC estimator based on MI bounds as input features to output the true TC value. Experiments show that our proposed method can improve the accuracy of TC estimation and eliminate the variance generated by the TC estimation process.

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Zihao Chen. 2023-04-26. Understanding the limitation of Total Correlation Estimation Based on Mutual Information Bounds. https://arxiv.org/abs/2304.13633

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