Entropic Statistics: Concept, Estimation, and Application in Machine Learning and Knowledge Extraction

Abstract

The demands for machine learning and knowledge extraction methods have been booming due to the unprecedented surge in data volume and data quality. Nevertheless, challenges arise amid the emerging data complexity as significant chunks of information and knowledge lie within the non-ordinal realm of data. To address the challenges, researchers developed considerable machine learning and knowledge extraction methods regarding various domain-specific challenges. To characterize and extract information from non-ordinal data, all the developed methods pointed to the subject of Information Theory, established following Shannon’s landmark paper in 1948. This article reviews recent developments in entropic statistics, including estimation of Shannon’s entropy and its functionals (such as mutual information and Kullback–Leibler divergence), concepts of entropic basis, generalized Shannon’s entropy (and its functionals), and their estimations and potential applications in machine learning and knowledge extraction. With the knowledge of recent development in entropic statistics, researchers can customize existing machine learning and knowledge extraction methods for better performance or develop new approaches to address emerging domain-specific challenges.