Nearly maximally predictive features and their dimensions

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such cases, one compromises and instead seeks nearly maximally predict...

Full description

Bibliographic Details
Main Authors: Marzen, Sarah E. (Contributor), Crutchfield, James P. (Author)
Other Authors: Massachusetts Institute of Technology. Department of Physics (Contributor)
Format: Article
Language:English
Published: American Physical Society, 2017-05-26T13:41:49Z.
Subjects:
Online Access:Get fulltext
LEADER 01467 am a22002053u 4500
001 109360
042 |a dc 
100 1 0 |a Marzen, Sarah E.  |e author 
100 1 0 |a Massachusetts Institute of Technology. Department of Physics  |e contributor 
100 1 0 |a Marzen, Sarah E.  |e contributor 
700 1 0 |a Crutchfield, James P.  |e author 
245 0 0 |a Nearly maximally predictive features and their dimensions 
260 |b American Physical Society,   |c 2017-05-26T13:41:49Z. 
856 |z Get fulltext  |u http://hdl.handle.net/1721.1/109360 
520 |a Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such cases, one compromises and instead seeks nearly maximally predictive features. Here, we derive upper bounds on the rates at which the number and the coding cost of nearly maximally predictive features scale with desired predictive power. The rates are determined by the fractal dimensions of a process' mixed-state distribution. These results, in turn, show how widely used finite-order Markov models can fail as predictors and that mixed-state predictive features can offer a substantial improvement. 
520 |a United States. Army Research Office (W911NF-13-1-0390) 
520 |a United States. Army Research Office (W911NF-12-1- 0288) 
546 |a en 
655 7 |a Article 
773 |t Physical Review E