We show that if the conditional distribution p(C | T) factors through a sufficient statistic ϕ(T), then the Information Bottleneck (IB) problem for (T, C) is exactly equivalent to the IB problem for (ϕ(T), C). The reduction is loss-free: it preserves the full IB curve, the Lagrangian optimum at every trade-off parameter \b{eta}, and the optimal representations up to pullback through ϕ. As a result, the computational complexity of solving the IB problem is governed by the dimension of the sufficient statistic rather than the ambient dimension of the source. This identifies an exact structural condition under which the generic IB problem becomes tractable, and gives a formal bridge between the discrete and linear-Gaussian regimes. We then show that the classical Gaussian IB solution of Chechik, Globerson, Tishby and Weiss is an immediate corollary of this reduction, and we state a nonlinear-Gaussian generalisation. A small numerical example illustrates the practical consequence: when a low-dimensional sufficient statistic is available, the exact IB curve can be computed on the reduced problem at a cost determined by the statistic rather than by the ambient source dimension.

The performance of neural networks on high-dimensional data distributions suggests that it may be possible to parameterize a representation of a given high-dimensional function with controllably small errors, potentially outperforming standard interpolation methods. We demonstrate, both theoretically and numerically, that this is indeed the case. We map the parameters of a neural network to a system of particles relaxing with an interaction potential determined by the loss function. We show that in the limit that the number of parameters $n$ is large, the landscape of the mean-squared error becomes convex and the representation error in the function scales as $O(n^{-1})$. In this limit, we prove a dynamical variant of the universal approximation theorem showing that the optimal representation can be attained by stochastic gradient descent, the algorithm ubiquitously used for parameter optimization in machine learning. In the asymptotic regime, we study the fluctuations around the optimal representation and show that they arise at a scale $O(n^{-1})$. These fluctuations in the landscape identify the natural scale for the noise in stochastic gradient descent. Our results apply to both single and multi-layer neural networks, as well as standard kernel methods like radial basis functions.

Theperformance ofneural networksonhigh-dimensional datadistributions suggests that it may be possible to parameterize a representation of agiven highdimensional function with controllably small errors, potentially outperforming standard interpolation methods. We demonstrate, both theoretically and numerically, that this is indeed the case. We map the parameters of a neural network to a system of particles relaxing with an interaction potential determined by the lossfunction.

An overarching goal in machine learning is to build ageneralizable model with fewsamples.

We then integrate these findings toobtain anoverallperformance guarantee forourmetalearning algorithm.

This formalizes a balance between learning low-dimensional representations and minimizing complexity/irregularity in the feature maps, allowing the network to learn the'right' inner dimension.

Our understanding of learning input-output relationships with neural nets has improved rapidly in recent years, but little is known about the convergence of the underlying representations, even in the simple case of linear autoencoders (LAEs).

We propose a new perspective on representation learning in reinforcement learning based on geometric properties of the space of value functions. From there, we provide formal evidence regarding the usefulness of value functions as auxiliary tasks in reinforcement learning. Our formulation considers adapting the representation to minimize the (linear) approximation of the value function of all stationary policies for a given environment. We show that this optimization reduces to making accurate predictions regarding a special class of value functions which we call adversarial value functions (AVFs). We demonstrate that using value functions as auxiliary tasks corresponds to an expected-error relaxation of our formulation, with AVFs a natural candidate, and identify a close relationship with proto-value functions (Mahadevan, 2005). We highlight characteristics of AVFs and their usefulness as auxiliary tasks in a series of experiments on the four-room domain.

Self-Supervised Learning (SSL) surmises that inputs and pairwise positive relationships are enough to learn meaningful representations. Although SSL has recently reached a milestone: outperforming supervised methods in many modalities\dots the theoretical foundations are limited, method-specific, and fail to provide principled design guidelines to practitioners. In this paper, we propose a unifying framework under the helm of spectral manifold learning. Through the course of this study, we will demonstrate that VICReg, SimCLR, BarlowTwins et al. correspond to eponymous spectral methods such as Laplacian Eigenmaps, ISOMAP et al.From this unified viewpoint, we obtain (i) the close-form optimal representation, (ii) the close-form optimal network parameters in the linear regime, (iii) the impact of the pairwise relations used during training on each of those quantities and on downstream task performances, and most importantly, (iv) the first theoretical bridge between contrastive and non-contrastive methods to global and local spectral methods respectively hinting at the benefits and limitations of each. For example, if the pairwise relation is aligned with the downstream task, all SSL methods produce optimal representations for that downstream task.