Kenric P. Nelson

Kenric P. Nelson

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution, where the log-log slope equals $-1$. Additionally, entropy must be extensive across the full universality scaling classes defined by Hanel-Thurner. The coupled entropy, maximized by the coupled stretched exponential distributions, is proven to be the unique, universal entropy that satisfies these requirements. The non-additivity of the entropy is equal to the long-range dependence or nonlinear statistical coupling. The entropy-matched extensivity is a function of the coupling, stretching parameter, and dimensions. Evidence is provided that the Tsallis $q$-statistics creates misalignment in the physical modeling of complex systems. Information thermodynamic applications are reviewed, including measuring complexity, a zeroth law of temperature, the thermodynamic consistency of the coupled free energy, and a model of intelligence in non-equilibrium.

Kenric Nelson, Igor Oliveira, Amenah Al-Najafi et al.

We introduce an optimization framework for variational inference based on the coupled free energy, extending variational inference techniques to account for the curved geometry of the coupled exponential family. This family includes important heavy-tailed distributions such as the generalized Pareto and the Student's t. By leveraging the coupled free energy, which is equal to the coupled evidence lower bound (ELBO) of the inverted probabilities, we improve the accuracy and robustness of the learned model. The coupled generalization of Fisher Information metric and the affine connection. The method is applied to the design of a coupled variational autoencoder (CVAE). By using the coupling for both the distributions and cost functions, the reconstruction metric is derived to still be the mean-square average loss with modified constants. The novelty comes from sampling the heavy-tailed latent distribution with its associated coupled probability, which has faster decaying tails. The result is the ability to train a model robust against severe outliers, while assuring that the training process is stable. The Wasserstein-2 or Fréchet Inception Distance of the reconstructed CelebA images shows the CVAE has a 3\% improvement over the VAE after 5 epochs of training.

Kenric P. Nelson

The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering power probabilities $p_i^q$ in which \textit{q} independent, identically-distributed random variables share the same state. The maximum entropy distribution was derived to be a \textit{q}-exponential, which is a member of the shape ($κ$), scale ($σ$) distributions. Unfortunately, the $q$-exponential parameters were treated as though valid substitutes for the shape and scale. This flaw causes a misinterpretation of the generalized temperature and an imprecise derivation of the generalized entropy. The coupled entropy is derived from the generalized Pareto distribution (GPD) and the Student's t distribution, whose shape derives from nonlinear sources and scale derives from linear sources of uncertainty. The Tsallis entropy of the GPD converges to one as $κ\rightarrow\infty$, which makes it too cold. The normalized Tsallis entropy (NTE) introduces a nonlinear term multiplying the scale and the coupling, making it too hot. The coupled entropy provides perfect balance, ranging from $\ln σ$ for $κ=0$ to $σ$ as $κ\rightarrow\infty$. One could say, the coupled entropy allows scientists, engineers, and analysts to eat their porridge, confident that its measure of uncertainty reflects the mathematical physics of the scale of non-exponential distributions while minimizing the dependence on the shape or nonlinear coupling. Examples of complex systems design including a coupled variation inference algorithm are reviewed.

Kevin R. Chen, Daniel Svoboda, Kenric P. Nelson

A Coupled Variational Autoencoder, which incorporates both a generalized loss function and latent layer distribution, shows improvement in the accuracy and robustness of generated replicas of MNIST numerals. The latent layer uses a Student's t-distribution to incorporate heavy-tail decay. The loss function uses a coupled logarithm, which increases the penalty on images with outlier likelihood. The generalized mean of the generated image's likelihood is used to measure the performance of the algorithm's decisiveness, accuracy, and robustness.

Christopher A. George, Eduardo A. Barrera, Kenric P. Nelson

We review three recently-proposed classifier quality metrics and consider their suitability for large-scale classification challenges such as applying convolutional neural networks to the 1000-class ImageNet dataset. These metrics, referred to as the "geometric accuracy," "decisiveness," and "robustness," are based on the generalized mean ($ρ$ equals 0, 1, and -2/3, respectively) of the classifier's self-reported and measured probabilities of correct classification. We also propose some minor clarifications to standardize the metric definitions. With these updates, we show some examples of calculating the metrics using deep convolutional neural networks (AlexNet and DenseNet) acting on large datasets (the German Traffic Sign Recognition Benchmark and ImageNet).

Shichen Cao, Jingjing Li, Kenric P. Nelson et al.

We present a coupled Variational Auto-Encoder (VAE) method that improves the accuracy and robustness of the probabilistic inferences on represented data. The new method models the dependency between input feature vectors (images) and weighs the outliers with a higher penalty by generalizing the original loss function to the coupled entropy function, using the principles of nonlinear statistical coupling. We evaluate the performance of the coupled VAE model using the MNIST dataset. Compared with the traditional VAE algorithm, the output images generated by the coupled VAE method are clearer and less blurry. The visualization of the input images embedded in 2D latent variable space provides a deeper insight into the structure of new model with coupled loss function: the latent variable has a smaller deviation and a more compact latent space generates the output values. We analyze the histogram of the likelihoods of the input images using the generalized mean, which measures the model's accuracy as a function of the relative risk. The neutral accuracy, which is the geometric mean and is consistent with a measure of the Shannon cross-entropy, is improved. The robust accuracy, measured by the -2/3 generalized mean, is also improved.