Mutual Information Gain and Linear/Nonlinear Redundancy for Agent Learning, Sequence Analysis, and Modeling

In many applications, intelligent agents need to identify any structure or apparent randomness in an environment and respond appropriately. We use the relative entropy to separate and quantify the presence of both linear and nonlinear redundancy in a sequence and we introduce the new quantities of total mutual information gain and incremental mutual information gain. We illustrate how these new quantities can be used to analyze and characterize the structures and apparent randomness for purely autoregressive sequences and for speech signals with long and short term linear redundancies. The mutual information gain is shown to be an important new tool for capturing and quantifying learning for sequence modeling and analysis.