arXiv subjects

Jean Barbier

Publications and source records attributed to Jean Barbier.

At least 55 records · Page 3Linked to original sources

arXiv2020

The adaptive interpolation method for proving replica formulas. Applications to the Curie-Weiss and Wigner spike models

In this contribution we give a pedagogic introduction to the newly introduced adaptive interpolation method to prove in a simple and unified way replica formulas for Bayesian optimal inference problems. Many aspects of this method can already be explained at the level of the simple Curie-Weiss spin system. This provides a new method of solution for this model which does not appear to be known. We then generalize this analysis to a paradigmatic inference problem, namely rank-one matrix estimation, also refered to as the Wigner spike model in statistics. We give many pointers to the recent literature where the method has been succesfully applied.

cond-mat.dis-nn↗

arXiv2020

Overlap matrix concentration in optimal Bayesian inference

We consider models of Bayesian inference of signals with vectorial components of finite dimensionality. We show that, under a proper perturbation, these models are replica symmetric in the sense that the overlap matrix concentrates. The overlap matrix is the order parameter in these models and is directly related to error metrics such as minimum mean-square errors. Our proof is valid in the optimal Bayesian inference setting. This means that it relies on the assumption that the model and all its hyper-parameters are known so that the posterior distribution can be written exactly. Examples of important problems in high-dimensional inference and learning to which our results apply are low-rank tensor factorization, the committee machine neural network with a finite number of hidden neurons in the teacher-student scenario, or multi-layer versions of the generalized linear model.

cs.IT↗

arXiv2019

0-1 phase transitions in sparse spiked matrix estimation

We consider statistical models of estimation of a rank-one matrix (the spike) corrupted by an additive gaussian noise matrix in the sparse limit. In this limit the underlying hidden vector (that constructs the rank-one matrix) has a number of non-zero components that scales sub-linearly with the total dimension of the vector, and the signal strength tends to infinity at an appropriate speed. We prove explicit low-dimensional variational formulas for the asymptotic mutual information between the spike and the observed noisy matrix in suitable sparse limits. For Bernoulli and Bernoulli-Rademacher distributed vectors, and when the sparsity and signal strength satisfy an appropriate scaling relation, these formulas imply sharp 0-1 phase transitions for the asymptotic minimum mean-square-error. A similar phase transition was analyzed recently in the context of sparse high-dimensional linear regression (compressive sensing).

cs.IT↗

arXiv2019

Adaptive Path Interpolation for Sparse Systems: Application to a Simple Censored Block Model

Recently a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random linear and generalized estimation, sparse superposition codes, or low-rank matrix and tensor estimation. For all these systems, the adaptive interpolation method directly proves that the replica symmetric prediction is exact, in a simple and unified manner. When the underlying factor graph of the inference problem is sparse the replica prediction is considerably more complicated, and rigorous results are often lacking or obtained by rather complicated methods. In this work we show how to extend the adaptive path interpolation method to sparse systems. We concentrate on a Censored Block Model, where hidden variables are measured through a binary erasure channel, for which we fully prove the replica prediction.

cs.IT↗

arXiv2019

Mutual Information for the Stochastic Block Model by the Adaptive Interpolation Method

We rigorously derive a single-letter variational expression for the mutual information of the asymmetric two-groups stochastic block model in the dense graph regime. Existing proofs in the literature are indirect, as they involve mapping the model to a rank-one matrix estimation problem whose mutual information is then determined by a combination of methods (e.g., interpolation, cavity, algorithmic, spatial coupling). In this contribution we provide a self-contained direct method using only the recently introduced adaptive interpolation method.

cs.IT↗

arXiv2019

Concentration of the matrix-valued minimum mean-square error in optimal Bayesian inference

We consider Bayesian inference of signals with vector-valued entries. Extending concentration techniques from the mathematical physics of spin glasses, we show that the matrix-valued minimum mean-square error concentrates when the size of the problem increases. Such results are often crucial for proving single-letter formulas for the mutual information when they exist. Our proof is valid in the optimal Bayesian inference setting, meaning that it relies on the assumption that the model and all its hyper-parameters are known. Examples of inference and learning problems covered by our results are spiked matrix and tensor models, the committee machine neural network with few hidden neurons in the teacher-student scenario, or multi-layers generalized linear models.

cs.IT↗

arXiv2019

Concentration of multi-overlaps for random ferromagnetic spin models

We consider ferromagnetic spin models on dilute random graphs and prove that, with suitable one-body infinitesimal perturbations added to the Hamiltonian, the multi-overlaps concentrate for all temperatures, both with respect to the thermal Gibbs average and the quenched randomness. Results of this nature have been known only for the lowest order overlaps, at high temperature or on the Nishimori line. Here we treat all multi-overlaps by a non-trivial application of Griffiths-Kelly-Sherman correlation inequalities. Our results apply in particular to the pure and mixed p-spin ferromagnets on random dilute Erdoes-Rényi hypergraphs. On physical grounds one expects that multi-overlap concentration directly implies the correctness of the cavity (or replica symmetric) formula for the pressure. The proof of this formula for the general p-spin ferromagnet on a random dilute hypergraph remains an open problem.

cond-mat.dis-nn↗

arXiv2018

Rank-one matrix estimation: analysis of algorithmic and information theoretic limits by the spatial coupling method

Factorizing low-rank matrices is a problem with many applications in machine learning and statistics, ranging from sparse PCA to community detection and sub-matrix localization. For probabilistic models in the Bayes optimal setting, general expressions for the mutual information have been proposed using powerful heuristic statistical physics computations via the replica and cavity methods, and proven in few specific cases by a variety of methods. Here, we use the spatial coupling methodology developed in the framework of error correcting codes, to rigorously derive the mutual information for the symmetric rank-one case. We characterize the detectability phase transitions in a large set of estimation problems, where we show that there exists a gap between what currently known polynomial algorithms (in particular spectral methods and approximate message-passing) can do and what is expected information theoretically. Moreover, we show that the computational gap vanishes for the proposed spatially coupled model, a promising feature with many possible applications. Our proof technique has an interest on its own and exploits three essential ingredients: the interpolation method first introduced in statistical physics, the analysis of approximate message-passing algorithms first introduced in compressive sensing, and the theory of threshold saturation for spatially coupled systems first developed in coding theory. Our approach is very generic and can be applied to many other open problems in statistical estimation where heuristic statistical physics predictions are available.

cs.IT↗

arXiv2018

The Layered Structure of Tensor Estimation and its Mutual Information

We consider rank-one non-symmetric tensor estimation and derive simple formulas for the mutual information. We start by the order 2 problem, namely matrix factorization. We treat it completely in a simpler fashion than previous proofs using a new type of interpolation method developed in [1]. We then show how to harness the structure in "layers" of tensor estimation in order to obtain a formula for the mutual information for the order 3 problem from the knowledge of the formula for the order 2 problem, still using the same kind of interpolation. Our proof technique straightforwardly generalizes and allows to rigorously obtain the mutual information at any order in a recursive way.

cs.IT↗

arXiv2018

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy linear estimation with random i.i.d. matrices, a problem with applications ranging from compressed sensing to statistics, has been proven rigorously. In this contribution we go beyond the restrictive i.i.d. matrix assumption and discuss the formula proposed by Takeda, Uda, Kabashima and later by Tulino, Verdu, Caire and Shamai who used the replica method. Using the recently introduced adaptive interpolation method and random matrix theory, we prove this formula for a relevant large sub-class of rotationally invariant matrices.

cs.IT↗

arXiv2018

Universal Sparse Superposition Codes with Spatial Coupling and GAMP Decoding

Sparse superposition codes, or sparse regression codes, constitute a new class of codes which was first introduced for communication over the additive white Gaussian noise (AWGN) channel. It has been shown that such codes are capacity-achieving over the AWGN channel under optimal maximum-likelihood decoding as well as under various efficient iterative decoding schemes equipped with power allocation or spatially coupled constructions. Here, we generalize the analysis of these codes to a much broader setting that includes all memoryless channels. We show, for a large class of memoryless channels, that spatial coupling allows an efficient decoder, based on the generalized approximate message-passing (GAMP) algorithm, to reach the potential (or Bayes optimal) threshold of the underlying (or uncoupled) code ensemble. Moreover, we argue that spatially coupled sparse superposition codes universally achieve capacity under GAMP decoding by showing, through analytical computations, that the error floor vanishes and the potential threshold tends to capacity as one of the code parameter goes to infinity. Furthermore, we provide a closed form formula for the algorithmic threshold of the underlying code ensemble in terms of a Fisher information. Relating an algorithmic threshold to a Fisher information has theoretical as well as practical importance. Our proof relies on the state evolution analysis and uses the potential method developed in the theory of low-density parity-check (LDPC) codes and compressed sensing.

cs.IT↗

arXiv2018

Optimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing, error-correcting codes or benchmark models in neural networks. We evaluate the mutual information (or "free entropy") from which we deduce the Bayes-optimal estimation and generalization errors. Our analysis applies to the high-dimensional limit where both the number of samples and the dimension are large and their ratio is fixed. Non-rigorous predictions for the optimal errors existed for special cases of GLMs, e.g. for the perceptron, in the field of statistical physics based on the so-called replica method. Our present paper rigorously establishes those decades old conjectures and brings forward their algorithmic interpretation in terms of performance of the generalized approximate message-passing algorithm. Furthermore, we tightly characterize, for many learning problems, regions of parameters for which this algorithm achieves the optimal performance, and locate the associated sharp phase transitions separating learnable and non-learnable regions. We believe that this random version of GLMs can serve as a challenging benchmark for multi-purpose algorithms. This paper is divided in two parts that can be read independently: The first part (main part) presents the model and main results, discusses some applications and sketches the main ideas of the proof. The second part (supplementary informations) is much more detailed and provides more examples as well as all the proofs.

cs.IT↗

arXiv2018

Entropy and mutual information in models of deep neural networks

We examine a class of deep learning models with a tractable method to compute information-theoretic quantities. Our contributions are three-fold: (i) We show how entropies and mutual informations can be derived from heuristic statistical physics methods, under the assumption that weight matrices are independent and orthogonally-invariant. (ii) We extend particular cases in which this result is known to be rigorously exact by providing a proof for two-layers networks with Gaussian random weights, using the recently introduced adaptive interpolation method. (iii) We propose an experiment framework with generative models of synthetic datasets, on which we train deep neural networks with a weight constraint designed so that the assumption in (i) is verified during learning. We study the behavior of entropies and mutual informations throughout learning and conclude that, in the proposed setting, the relationship between compression and generalization remains elusive.

cs.LG↗

arXiv2018

The adaptive interpolation method: A simple scheme to prove replica formulas in Bayesian inference

In recent years important progress has been achieved towards proving the validity of the replica predictions for the (asymptotic) mutual information (or "free energy") in Bayesian inference problems. The proof techniques that have emerged appear to be quite general, despite they have been worked out on a case-by-case basis. Unfortunately, a common point between all these schemes is their relatively high level of technicality. We present a new proof scheme that is quite straightforward with respect to the previous ones. We call it the adaptive interpolation method because it can be seen as an extension of the interpolation method developped by Guerra and Toninelli in the context of spin glasses, with an interpolation path that is adaptive. In order to illustrate our method we show how to prove the replica formula for three non-trivial inference problems. The first one is symmetric rank-one matrix estimation (or factorisation), which is the simplest problem considered here and the one for which the method is presented in full details. Then we generalize to symmetric tensor estimation and random linear estimation. We believe that the present method has a much wider range of applicability and also sheds new insights on the reasons for the validity of replica formulas in Bayesian inference.

cs.IT↗

arXiv2017

I-MMSE relations in random linear estimation and a sub-extensive interpolation method

Consider random linear estimation with Gaussian measurement matrices and noise. One can compute infinitesimal variations of the mutual information under infinitesimal variations of the signal-to-noise ratio or of the measurement rate. We discuss how each variation is related to the minimum mean-square error and deduce that the two variations are directly connected through a very simple identity. The main technical ingredient is a new interpolation method called "sub-extensive interpolation method". We use it to provide a new proof of an I-MMSE relation recently found by Reeves and Pfister [1] when the measurement rate is varied. Our proof makes it clear that this relation is intimately related to another I-MMSE relation also recently proved in [2]. One can directly verify that the identity relating the two types of variation of mutual information is indeed consistent with the one letter replica symmetric formula for the mutual information, first derived by Tanaka [3] for binary signals, and recently proved in more generality in [1,2,4,5] (by independent methods). However our proof is independent of any knowledge of Tanaka's formula.

cs.IT↗

arXiv2017

Generalized Approximate Message-Passing Decoder for Universal Sparse Superposition Codes

Sparse superposition (SS) codes were originally proposed as a capacity-achieving communication scheme over the additive white Gaussian noise channel (AWGNC) [1]. Very recently, it was discovered that these codes are universal, in the sense that they achieve capacity over any memoryless channel under generalized approximate message-passing (GAMP) decoding [2], although this decoder has never been stated for SS codes. In this contribution we introduce the GAMP decoder for SS codes, we confirm empirically the universality of this communication scheme through its study on various channels and we provide the main analysis tools: state evolution and potential. We also compare the performance of GAMP with the Bayes-optimal MMSE decoder. We empirically illustrate that despite the presence of a phase transition preventing GAMP to reach the optimal performance, spatial coupling allows to boost the performance that eventually tends to capacity in a proper limit. We also prove that, in contrast with the AWGNC case, SS codes for binary input channels have a vanishing error floor in the limit of large codewords. Moreover, the performance of Hadamard-based encoders is assessed for practical implementations.

cs.IT↗

arXiv2016

Approximate message-passing decoder and capacity-achieving sparse superposition codes

We study the approximate message-passing decoder for sparse superposition coding on the additive white Gaussian noise channel and extend our preliminary work [1]. We use heuristic statistical-physics-based tools such as the cavity and the replica methods for the statistical analysis of the scheme. While superposition codes asymptotically reach the Shannon capacity, we show that our iterative decoder is limited by a phase transition similar to the one that happens in Low Density Parity check codes. We consider two solutions to this problem, that both allow to reach the Shannon capacity: i) a power allocation strategy and ii) the use of spatial coupling, a novelty for these codes that appears to be promising. We present in particular simulations suggesting that spatial coupling is more robust and allows for better reconstruction at finite code lengths. Finally, we show empirically that the use of a fast Hadamard-based operator allows for an efficient reconstruction, both in terms of computational time and memory, and the ability to deal with very large messages.

cs.IT↗

arXiv2016

The Mutual Information in Random Linear Estimation

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has been a number of works considering the mutual information for this problem using the heuristic replica method from statistical physics. Here we put these considerations on a firm rigorous basis. First, we show, using a Guerra-type interpolation, that the replica formula yields an upper bound to the exact mutual information. Secondly, for many relevant practical cases, we present a converse lower bound via a method that uses spatial coupling, state evolution analysis and the I-MMSE theorem. This yields, in particular, a single letter formula for the mutual information and the minimal-mean-square error for random Gaussian linear estimation of all discrete bounded signals.

cs.IT↗