Max-Sliced Mutual Information

Quantifying the dependence between high-dimensional random variables is central to statistical learning and inference. Two classical methods are canonical correlation analysis (CCA), which identifies maximally correlated projected versions of the original variables, and Shannon's mutual information, which is a universal dependence measure that also captures high-order dependencies. However, CCA only accounts for linear dependence, which may be insufficient for certain applications, while mutual information is often infeasible to compute/estimate in high dimensions. This work proposes a middle ground in the form of a scalable information-theoretic generalization of CCA, termed max-sliced mutual information (mSMI). mSMI equals the maximal mutual information between low-dimensional projections of the high-dimensional variables, which reduces back to CCA in the Gaussian case. It enjoys the best of both worlds: capturing intricate dependencies in the data while being amenable to fast computation and scalable estimation from samples. We show that mSMI retains favorable structural properties of Shannon's mutual information, like variational forms and identification of independence. We then study statistical estimation of mSMI, propose an efficiently computable neural estimator, and couple it with formal non-asymptotic error bounds. We present experiments that demonstrate the utility of mSMI for several tasks, encompassing independence testing, multi-view representation learning, algorithmic fairness, and generative modeling. We observe that mSMI consistently outperforms competing methods with little-to-no computational overhead.

Paper

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Peer review

Reviewer YCWE7/10 · confidence 3/52023-06-22

Summary

The authors propose max-sliced mutual information (mSMI), which inherits important properties of mutual information. They show that the projection in mSMI is reduced to that in CCA for jointly Gaussian. They also provide a method to estimate mSMI using a neural network, which is computationally more efficient than an existing method for estimating average-SMI. They derive an error bound for the estimation of mSMI.

Strengths

The paper includes fundamental properties of mSMI, connections with existing studies, and a practical method to estimate mSMI. The results provided in this paper are sufficient to understand mSMI.

Weaknesses

Although the paper is well-written for the most part, some parts should be explained clearly, or need more detailed explanations. For example, what information can be extracted from mSMI if the data is not Gaussian (in Remark 4), and how we can extend the ideas in 4.2 to mode general neural networks. See the sections on questions and limitations for more details.

Questions

In Remark 4, the authors insist that if the data is not Gaussian, the projections in mSMI do not coincide with those in CCA. Do you have any simple examples of how the projections in mSMI and those in CCA are different? Minor comments - The definition of I is missing in Eq. (1). The definition is in line 110, but it should be defined here. - In Definition 2, G and H should be subsets of $\{g:\mathbb{R}^{d_x}\to\mathbb{R}^k\}$ and $\{h:\mathbb{R}^{d_y}\to\mathbb{R}^k\}$ ?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

Theorem 1 is for the shallow network with the ReLU activation function. Although the authors insist that the ideas can be extended to other nonlinearities and deep architectures, how we can extend the theoretical results like Theorem 1 to the deep case and other activation functions is not clearly explained. Are there any difficulties? If there are, do you have any ideas to overcome the difficulties?

Reviewer rZV36/10 · confidence 3/52023-06-24

Summary

The paper proposes Max-Sliced Mutual Information (mSMI) which equals the maximal mutual information between low-dimensional projections of the high-dimensional variables. The mSMI can capture intricate dependencies in the data while being amenable to fast computation and scalable estimation from samples. In addition, the paper proposes multivariate conditional mSMI, and max sliced entropy which are extensions of mSMI. The paper discusses the structural properties of mSMI including bounding on different values of sub-space dimension and the original mutual information, Identification of independence, KL divergence representation, Sub-chain rule, and Tensorization. Moreover, the paper discusses how Gaussian mSMI is related to canonical correlation analysis (CCA) and how Max-sliced entropy is related to PCA. In addition, generalized mSMI with two general classes of functions is also discussed. The neural estimation of mSMI and its error are presented in Section 4. Finally, the paper presents experiments that demonstrate the utility of mSMI for several synthetic and real-world tasks, encompassing independence testing, multi-view representation learning, and algorithmic fairness.

Strengths

* The paper is detailed and very well-written. * Max-sliced mutual information is a natural extension to SMI. * Connection between mSMI and conventional methods such as CCA and PCA. * Neural estimation of sMI has a better error than SMI since no Monte Carlo estimation is needed. * mSMI can be implemented efficiently with Neural Estimation by merging the linear projection to the neural network. * Experiments on independence testing show that mSMI is both better and faster than SMI.

Weaknesses

* mSMI is quite incremental based on the existence of SMI, k-SMI, Max-sliced Wasserstein distance, and Max-K sliced Wasserstein distance. * There is no comparison between mSMI and SMI (K-SMI) in Multi-View Representation and Learning Fair Representation. This is quite questionable since mSMI is an extension of SMI (K-MSI). I believe a comparison in both computation and performance is needed.

Questions

Can the paper include an application in the previous SMI papers e.g., InfoGAN?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

Not applicable

Reviewer WmTq8/10 · confidence 4/52023-06-27

Summary

The paper introduces an adaptation of sliced mutual information that focuses on the maximal mutual information between linear projections of low dimensionality of random variables. This measure (mSMI) has desireable properties and is approachable by neural estimation. The authors show that mSMI can be approximated for a certain class of continuous random variables more efficiently than (sliced) mutual information. In some illuminating experiments potential use cases are illustrated and suggest good practical performance also in such use cases.

Strengths

The paper is well written and presents a new measure of dependence from all essential perspectives: Useful theoretical properties, approximation is theoretically possible for a large class of random variables, and practical implementation is possible. The paper is not overloaded in content and focuses on the topic at hand providing all necessary information without giving unnecessary details or too many experiments.

Weaknesses

I don't see any constructive and actionable insights on how the work could improve towards its stated goals.

Questions

How can the results for fairness aware methods in Table 2 be better than fairness agnostic?

Rating

8: Strong Accept: Technically strong paper, with novel ideas, excellent impact on at least one area, or high-to-excellent impact on multiple areas, with excellent evaluation, resources, and reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

4 excellent

Presentation

4 excellent

Contribution

3 good

Limitations

The authors are honest in the limitations: The experiments show that for some cases sliced mutual information might work better than mSMI. Further research on the best choice of the dimension k to use might be interesting but are clearly beyond the scope of this work and would only clutter the presentation. A proof for the non-linear method is not yet availabvle but most likely also something for future work and a separate manuscript.

Reviewer oZ2r7/10 · confidence 3/52023-07-03

Summary

This paper defines a novel measure of independence called Max-Sliced Mutual Information (mSMI) which provides a non-linear generalization of Canonical Correlation Analysis. This measure can also be viewed as a variant of Mutual Information with a better tractability in high dimensions. In fact, mSMI is closely related to average-sliced mutual information (aSMI) introduced in [26,27]. Whereas aSMI is computed by averaging an objective involving mutual information over a product of Stiefel manifold $St(k,d_x) \times St(k,d_y)$, mSMI is actually obtained by maximizing this objective over the same domain. This work also introduces a generalized mSMI where the optimization is performed (loosely speaking) on a class of non-linear functions. By leveraging the Donsker-Varadhan variational form for the mutual information, the authors show that mSMI can be estimated thanks to a neural estimator for which Theorem 1 provides convergence rates. From the numerical perspective, three applications are studied: independence testing, multi-view representation learning and fair representation learning. For independence testing, mSMI seems to better perform than aSMI when $k$ is not too small. The time complexity of aSMI is also reported to be larger than the time complexity of mSMI. In the comparisons with a few baselines in the case of multi-view representation learning or fair representation learning, mSMI is often the best method in terms of performance.

Strengths

This paper is written clearly and its results are significant. The theoretical contributions are interesting and the proofs given in supplementary material are easy to read. The construction of mSMI nicely arises as a variant of aSMI [26,27] and the mSMI neural estimator has a clear interpretation. I find the numerical comparisons in section 5 convincing.

Weaknesses

I do not see serious methodological weaknesses. Here are some minor remarks. - The rule for emphasizing entries with bold in Table 2 of section 5.4 is unclear to me. In particular, $\rho_{HGR}$ equals $0.958$ for $k=2$ and is not displayed in bold whereas the entry corresponding to $k=6$ is emphasized although it takes a smaller value ($0.957$). - In the same section, it is unclear how $k$ has to be selected by the user since mSMI does not outperform SLICE for all the values of $k$.

Questions

- Here is a question about Theorem 1. Why is $\|\mathcal{X}\times\mathcal{Y}\|$ defined at the end of this statement? This quantity does not appear explicitly in the theorem. This is a bit confusing. - In Table 2, the values of $k$ range from $1$ to $7$ whereas they range from $3$ to $7$ in Table 5 of the supplementary material (Adult data set). What happens for small $k$ in the case of the Adult data set ?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

4 excellent

Presentation

4 excellent

Contribution

3 good

Limitations

I do not foresee a negative societal impact of this work.

Reviewer rZV32023-08-11

Response to authors

Thank you for your response. I appreciate the effort of the authors in adding new experiments and answering my question. Overall, I believe all my questions are addressed. Hence, I raised my score to 5. Best regards,

Authorsrebuttal2023-08-12

Thank you for your kind response. We were wondering if there are any other additions to the text that the reviewer would like to see that could further improve their assessment of the work?

Reviewer rZV32023-08-13

Response to Authors

Thank you for your reply, Although I believe the paper is interesting on the methodological side and the theoretical side, experiments in the paper are quite light compared to previous SMI's papers. Since the experiments on max-sliced InfoGAN is not available now, I cannot raise my score further. Best regards,

Authorsrebuttal2023-08-16

Thank you for your valuable feedback and for encouraging us to pursue this application. We have implemented a max-sliced InfoGAN and conducted the requested experiment. **Methodology:** We follow the setting of [A], and train the max-sliced InfoGAN on the MNIST and FashionMNIST datasets, with the purpose of learning disentangled representations. To that end, we replace the MI regularizer from the original InfoGAN implementation [B] with an mSMI regularizer, and maximize the compound loss over the InfoGAN parameters and the slice directions. We empirically observed that this joint optimization sometimes steers the model away from the true maximizing slice. To address this and improve the accuracy of the overall mSMI estimate we introduced $m$ independent mSMI networks, each independently initialized optimized. At each iteration, each sliced model yields a corresponding mSMI estimate based on its current slice. Our final mSMI estimate is then obtained by taking the maximum over the $m$ estimates, which is more likely to be close to the true mSMI. For differentiability, we approximated this max term as a logsumexp function. The obtained results are competitive with those from [A,B], as delineated below. We note that the analogous infoGAN experiment in [Section 5, A] considers the average of $m=1000$ random slicing directions, while our max-sliced InfoGAN uses only $m=20,30$ sliced models. This again demonstrates the utility of mSMI for contemporary ML tasks due to its low computational overhead. **Posting the results:** As the rebuttal period has ended, the option to attach a PDF is no longer available. Furthermore, the NeurIPS guidelines prevent us from sending an anonymized link. We are currently in contact with the AC to figure out how to share the results with the reviewer. For now, we provide a verbal description below. **Description of the results:** 1. MNIST: As discussed in [B], the MNIST InfoGAN considers 3 latent codes for disentanglement $(C_1,C_2,C_3)$, where $C_1$ is a 10-state discrete variable and $(C_2,C_3)$ are continuous. Once training has concluded, we generate images sweeping over the values of $C_1$, while considering randomly chosen $(C_2,C_3)$. We observe that each value of $C_1$ corresponds to a different MNIST digit, implying that the latent code was disentangled to encode the digits 0-9. The slicing dimensions examined in our experiments are $k=5,10,20$ and the number of linear sliced models we used is $m=20,30$. 2. FashionMNIST: We had conducted the same experiment with the FashionMNIST dataset and observed similar results, where the disentangled code determines the clothing class. We plan to test further parameter settings and optimize the results towards their presentation in the revised paper. We plan to add a new subsection to Section 5 where the max-sliced InfoGAN results will be presented along with the corresponding discussion. [A] Goldfeld, Ziv, et al. "$ k $-Sliced Mutual Information: A Quantitative Study of Scalability with Dimension." Advances in Neural Information Processing Systems 35 (2022): 15982-15995. [B] Chen, Xi, et al. "Infogan: Interpretable representation learning by information maximizing generative adversarial nets." Advances in neural information processing systems 29 (2016).

Authorsrebuttal2023-08-18

Dear reviewer, Following a discussion with the AC, we are not allowed to share additional figures at the current point, but will add them in the revision. We hope you can take that fact into consideration. We are happy to share any further details about the experiment. Thank you.

Reviewer rZV32023-08-19

Response to authors

Thank you for your effort. I raised the score to 6 based on your described experimental results. I suggest the authors continue doing experiments on larger datasets e.g., CIFAR10 for the revision. Best regards,

Authorsrebuttal2023-08-20

Dear reviewer, We will conduct experiment on larger datasets as you suggest, and include all considered discussions and results in the revised version. We thank you for your thoughtful feedback and the effort made on this review.

Reviewer YCWE2023-08-12

I have read the response. I think my questions and comments are properly addressrd. Thank you for your response.

Authorsrebuttal2023-08-12

Thank you for your effort and the helpful review.

Program Chairsdecision2023-09-21

Decision

Accept (poster)

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