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REMEDI: Corrective Transformations for Improved Neural Entropy Estimation

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Gradient estimation for discrete variables

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Proposes REMEDI, which estimates differential entropy by fitting a KNIFE Gaussian-mixture base density by cross-entropy and then correcting it with a Donsker-Varadhan neural term, and applies it to entropy estimation, Information Bottleneck, and sampling.

Problem

Accurate differential entropy estimation becomes data-inefficient in moderately high dimensions, and existing plug-in estimators (KDE, KNIFE) overfit or fail to approach the true entropy; mutual information estimation in the Information Bottleneck inherits this problem.

Approach

Combine a simple learnable base density q (a KNIFE Gaussian mixture trained by cross-entropy) with a neural correction T fitted via the Donsker-Varadhan bound, so that H(P) is upper-bounded by cross-entropy minus the DV estimate of relative entropy; the corrected density q*exp(T) then approximates p, and the paper proves consistency under sub-Gaussian (non-compact) assumptions.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add REMEDI correction to KNIFEKNIFE entropy estimator · 8-dimensional triangleentropy estimate: 4.3563 ± 0.0528 -> 3.0798 ± 0.0368Helped
Use Gaussian instead of KNIFE as the REMEDI base (ablation)REMEDI · MNIST testaccuracy (%): 98.28 (0.105) -> 98.36 (0.076)Helped
Use Gaussian instead of KNIFE as the REMEDI base (ablation)REMEDI · CIFAR-10 testaccuracy (%): 86.99 (0.176) -> 85.74 (1.671)Hurt
Use Gaussian instead of KNIFE as the REMEDI base (ablation)REMEDI · ImageNet testaccuracy (%): 79.61 (0.015) -> 79.81 (0.047)Helped
Use REMEDI (Gaussian base) instead of VIBInformation Bottleneck · MNIST testaccuracy (%): 98.34 (0.070) -> 98.36 (0.076)Helped
Use REMEDI (Gaussian base) instead of VIBInformation Bottleneck · CIFAR-10 testaccuracy (%): 86.45 (0.135) -> 85.74 (1.671)Hurt
Use REMEDI (KNIFE base) instead of VIBInformation Bottleneck · CIFAR-10 testaccuracy (%): 86.45 (0.135) -> 86.99 (0.176)Helped
Use REMEDI (Gaussian base) instead of VIBInformation Bottleneck · ImageNet testaccuracy (%): 79.83 (0.061) -> 79.81 (0.047)No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: two moons (scikit-learn) triangle mixture (synthetic) uniform ball (synthetic) MNIST CIFAR-10 ImageNet

Benchmarks: two moons entropy 8-dimensional triangle entropy MNIST IB classification CIFAR-10 IB classification ImageNet IB classification

Metrics: entropy estimate test classification error test accuracy log-likelihood mutual information estimate (bits)

Baselines: KNIFE MINE VIB

Builds on: KNIFE Donsker-Varadhan representation Information Bottleneck MINE VIB

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