Parameter identifiability refers to the capability of accurately inferring the parameter values of a model from its observations (data). Traditional analysis methods exploit analytical properties of the closed form model, in particular sensitivity analysis, to quantify the response of the model predictions to variations in parameters. Techniques developed to analyze data, specifically manifold learning methods, have the potential to complement, and even extend the scope of the traditional analytical approaches. We report on a study comparing and contrasting analytical and data-driven approaches to quantify parameter identifiability and, importantly, perform parameter reduction tasks. We use the infinite bus synchronous generator model, a well-understood model from the power systems domain, as our benchmark problem. Our traditional analysis methods use the Fisher Information Matrix to quantify parameter identifiability analysis, and the Manifold Boundary Approximation Method to perform parameter reduction. We compare these results to those arrived at through data-driven manifold learning schemes: Output - Diffusion Maps and Geometric Harmonics. For our test case, we find that the two suites of tools (analytical when a model is explicitly available, as well as data-driven when the model is lacking and only measurement data are available) give (correct) comparable results; these results are also in agreement with traditional analysis based on singular perturbation theory. We then discuss the prospects of using data-driven methods for such model analysis.

Recent advances in self-supervised learning and neural network scaling have enabled the creation of large models, known as foundation models, which can be easily adapted to a wide range of downstream tasks. The current paradigm for comparing foundation models involves evaluating them with aggregate metrics on various benchmark datasets. This method of model comparison is heavily dependent on the chosen evaluation metric, which makes it unsuitable for situations where the ideal metric is either not obvious or unavailable. In this work, we present a methodology for directly comparing the embedding space geometry of foundation models, which facilitates model comparison without the need for an explicit evaluation metric. Our methodology is grounded in random graph theory and enables valid hypothesis testing of embedding similarity on a per-datum basis. Further, we demonstrate how our methodology can be extended to facilitate population level model comparison. In particular, we show how our framework can induce a manifold of models equipped with a distance function that correlates strongly with several downstream metrics. We remark on the utility of this population level model comparison as a first step towards a taxonomic science of foundation models.

Inference from limited data requires a notion of measure on parameter space, most explicit in the Bayesian framework as a prior. Here we demonstrate that Jeffreys prior, the best-known uninformative choice, introduces enormous bias when applied to typical scientific models. Such models have a relevant effective dimensionality much smaller than the number of microscopic parameters. Because Jeffreys prior treats all microscopic parameters equally, it is from uniform when projected onto the sub-space of relevant parameters, due to variations in the local co-volume of irrelevant directions. We present results on a principled choice of measure which avoids this issue, leading to unbiased inference in complex models. This optimal prior depends on the quantity of data to be gathered, and approaches Jeffreys prior in the asymptotic limit. However, this limit cannot be justified without an impossibly large amount of data, exponential in the number of microscopic parameters.

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of observables and unobservables. Its general properties are well studied, and also, there are countless ways to apply it to individual problems. In this paper, we introduce the $em$ algorithm, an information geometric formulation of the EM algorithm, and its extensions and applications to various problems. Specifically, we will see that it is possible to formulate an outlier-robust inference algorithm, an algorithm for calculating channel capacity, parameter estimation methods on probability simplex, particular multivariate analysis methods such as principal component analysis in a space of probability models and modal regression, matrix factorization, and learning generative models, which have recently attracted attention in deep learning, from the geometric perspective.

Deep neural networks have been experimentally successful in a variety of fields (Deng and Yu, 2014; LeCun et al., 2015; Goodfellow et al., 2016). Dropout is one of the techniques that contribute to the performance improvement of neural networks (Srivastava et al., 2014). Many experimental results have reported the effectiveness of dropout, making it an important technique for training neural networks (Wu and Gu, 2015; Pham et al., 2014; Park and Kwak, 2016; Labach et al., 2019). Furthermore, the simplicity of the idea of dropout has led to the proposal of a great number of variants (Iosifidis et al., 2015; Moon et al., 2015; Gal et al., 2017; Zolna et al., 2017; Hou and Wang, 2019; Keshari et al., 2019; Ma et al., 2020). Understanding the behavior of such an important technique can be a way to know which of these variants to use, and in what cases dropout is effective in the first place.

We propose sparse estimation methods for the generalized linear models, which run Least Angle Regression (LARS) and Least Absolute Shrinkage and Selection Operator (LASSO) in the tangent space of the manifold of the statistical model. Our approach is to roughly approximate the statistical model and to subsequently use exact calculations. LARS was proposed as an efficient algorithm for parameter estimation and variable selection for the normal linear model. The LARS algorithm is described in terms of Euclidean geometry with regarding correlation as metric of the space. Since the LARS algorithm only works in Euclidean space, we transform a manifold of the statistical model into the tangent space at the origin. In the generalized linear regression, this transformation allows us to run the original LARS algorithm for the generalized linear models. The proposed methods are efficient and perform well. Real-data analysis shows that the proposed methods output similar results as that of the $l_1$-penalized maximum likelihood estimation for the generalized linear models. Numerical experiments show that our methods work well and they can be better than the $l_1$-penalization for the generalized linear models in generalization, parameter estimation, and model selection.