In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximizes information about a'relevance' variable,

In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximizes information about a'relevance' variable, Y, while constraining the information encoded about the original data, X. Unfortunately however, the IB method is computationally demanding when data are high-dimensional and/or non-gaussian. Here we propose an approximate variational scheme for maximizing a lower bound on the IB objective, analogous to variational EM. Using this method, we derive an IB algorithm to recover features that are both relevant and sparse. Finally, we demonstrate how kernelized versions of the algorithm can be used to address a broad range of problems with non-linear relation between X and Y.

The inference of causal relationships using observational data from partially observed multivariate systems with hidden variables is a fundamental question in many scientific domains. Methods extracting causal information from conditional independencies between variables of a system are common tools for this purpose, but are limited in the lack of independencies. To surmount this limitation, we capitalize on the fact that the laws governing the generative mechanisms of a system often result in substructures embodied in the generative functional equation of a variable, which act as sufficient statistics for the influence that other variables have on it. These functional sufficient statistics constitute intermediate hidden variables providing new conditional independencies to be tested. We propose to use the Information Bottleneck method, a technique commonly applied for dimensionality reduction, to find underlying sufficient sets of statistics. Using these statistics we formulate new additional rules of causal orientation that provide causal information not obtainable from standard structure learning algorithms, which exploit only conditional independencies between observable variables. We validate the use of sufficient statistics for structure learning both with simulated systems built to contain specific sufficient statistics and with benchmark data from regulatory rules previously and independently proposed to model biological signal transduction networks.

In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximises information about a relevance variable, Y, while constraining the information encoded about the original data, X. Unfortunately however, the IB method is computationally demanding when data are high-dimensional and/or non-gaussian. Here we propose an approximate variational scheme for maximising a lower bound on the IB objective, analogous to variational EM. Using this method, we derive an IB algorithm to recover features that are both relevant and sparse. Finally, we demonstrate how kernelised versions of the algorithm can be used to address a broad range of problems with non-linear relation between X and Y.

Gasper Tkacik IST Austria Am Campus 1 A - 3400 Klosterneuburg, Austria In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximizes information about a'relevance' variable, Y, while constraining the information encoded about the original data, X. Unfortunately however, the IB method is computationally demanding when data are high-dimensional and/or non-gaussian. Here we propose an approximate variational scheme for maximizing a lower bound on the IB objective, analogous to variational EM. Using this method, we derive an IB algorithm to recover features that are both relevant and sparse. Finally, we demonstrate how kernelized versions of the algorithm can be used to address a broad range of problems with nonlinear relation between X and Y.