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Cauchy-Schwarz Divergence Information Bottleneck for Regression

ICLR 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Annealing and divergence-based variational objectives · 2 citations (OpenAlex)

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Problem

Deep information bottleneck methods for regression rely on KL-based terms that reduce to MSE under Gaussian assumptions and use variational or upper-bound approximations of mutual information, introducing bias and sub-optimality.

Approach

Formulate IB entirely with Cauchy-Schwarz divergence: a CS-divergence prediction term between p(y|x) and the model's predictive distribution, plus CS-QMI as an exact, non-parametric compression term estimated with kernel density Gram matrices, requiring no distributional assumptions or variational bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace MSE prediction term with CS divergence prediction term (CS-IB at r=0)CS-IB · six regression datasetsRMSEHelped
Use CS-QMI compression term with CS divergence prediction term (full CS-IB) at r=0.5CS-IB · Housing, Energy, PM2.5, Bike, Rotation MNIST, UTKFaceRMSE at r=0.5: e.g. Housing 0.245 vs NIB 0.267; Rotation MNIST 3.930 vs 4.102Helped
Adversarial robustness: CS-IB vs other IB approaches under white-box FGSM and PGD attacksCS-IB · six regression datasetsRMSE under attack: e.g. Energy PGD5 0.402 vs NIB 0.471Helped
Replacing MSE with CS divergence prediction term in NIB, VIB-style baselines (ablation)NIB · ablation appendixperformanceHelped
Use HSIC-bottleneck and other deep IB baselines instead of CS-IBHSIC-bottleneck · Housing RMSE at r=0.5RMSE: 0.371 vs 0.258 at r=0Hurt

Surprising findings

Limitations

Experimental setup

Datasets: California Housing Appliance Energy Beijing PM2.5 Bike Sharing Rotation MNIST UTKFace

Benchmarks: California Housing Appliance Energy Beijing PM2.5 Bike Sharing Rotation MNIST UTKFace

Metrics: RMSE compression ratio information plane I(y;t)

Baselines: VIB NIB Square-NIB Exp-NIB HSIC-bottleneck

Builds on: variational information bottleneck nonlinear information bottleneck HSIC bottleneck squared-IB convex-IB

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