Introduction to Information Theoretical Learning


This talk is meant to be a simple introduction to Principe’s framework for Information Theoretic Learning. We will first review a standard information theoretic measure, going through its derivation, its properties and its limitation. We will then derive a more general form of this information theoretic measure, and we will use it to compute statistical estimators. Finally, we will define an information theoretic loss function that can be used for learning.

Slides here