[R] The Entropic Scree: An information-theoretic framework for complex tabular data (more broadly applicable than methods reliant on strict generative assumptions or distance metrics)

Links:

TL;DR: I am sharing an open-source, non-parametric, and model-agnostic information-theoretic diagnostic framework for estimating the intrinsic rank of a dataset that is more broadly applicable than methods bound by strict generative assumptions (like standard PCA) or spatial distance metrics (like Kernel PCA and TWO-NN) when evaluating high-dimensional, mixed-type tabular datasets. It uses Normalized Mutual Information to compress non-linear expansions back towards their true generative roots. This avoids the dimensional inflation that can occur within strictly linear matrices, while also mitigating the structural instability that affects RKHS and Euclidean metric estimators when generative roots are entangled or sparse.

Where Standard Baselines Encounter Limits in Complex Data

When dealing with mixed data types, heavy non-linearities, or sparse environments ($m > N$), established baselines encounter structural limitations:

  • Linear Estimators (PCA): Standard PCA and classical factor models evaluate linear variance. They tend to separate non-linear dependencies (like polynomials or interactions) into "Spurious Orthogonal Dimensions," which can lead to an overestimation of the true rank. Furthermore, in sparse regimes, PCA is mathematically capped, restricting the maximum extractable rank to $N-1$.
  • Spatial Metrics (Kernel PCA & Euclidean): Kernel PCA (RBF) can lose its structural elbow when generative roots are entangled, as its infinite-dimensional space lacks a finite-sample boundary to cleanly separate signal from combinatorial noise. Similarly, topological estimators (like TWO-NN) can become unreliable because high-dimensional distance concentration affects local neighborhood calculations across mixed-data margins.

The Information-Theoretic Approach: The Entropic Scree

This framework evaluates pure probability mass rather than linear variance or physical distance.

  • The Metric Space: It constructs a pairwise matrix using Information-Theoretic Jaccard Similarity (Variation of Information). Because it relies on Shannon entropy, it’s invariant to marginal shape mismatches (e.g., correlating a continuous wave with a discrete binary flag).
  • Bypassing the Rank Ceiling: By executing a double-centering transformation (cMDS), it moves the data into a topological information space, explicitly bypassing the $N-1$ sample-size ceiling.
  • Compressing the Manifold: The algorithm acts as a bivariate filter, inherently compressing the probability mass of non-linear combinations back towards their Intrinsic Generative Rank.

The Factor Analysis Connection

If you are used to interpreting standard EFA or PCA factor loadings, the Entropic Scree requires a fundamental shift in how you read the extracted axes:

  • Bipolar Modules = Estrangement, not Inverse Correlation: In classical linear frameworks, variables loading on opposite ends of a factor are inversely correlated. In the Entropic Scree, because the matrix evaluates shared information, a negative inner product indicates structural estrangement. Variables loading with opposite signs share zero mutual information. The eigensolver anchors its poles into completely decoupled sub-networks, allowing you to cleanly untangle independent variable clusters directly from the primary axes.
  • Informational Gravity (AIG/FSIG): Instead of calculating traditional "percentage of variance explained," the framework introduces Average and Factor-Specific Informational Gravity. These metrics translate abstract spectral variance into actionable, "variable-equivalent" footprints, mapping exactly how much topological weight each underlying factor controls.

I'd love to hear from this community. How are you handling intrinsic rank extraction and factor analysis in heavily non-linear, sample-starved environments? Feel free to pull the repo, test it out on your own messy tabular data, and let me know what you think.

reddit.com
u/Chocolate_Milk_Son — 1 day ago
▲ 8 r/ResearchML+4 crossposts

Mapping intrinsic rank and informational gravity in complex tabular data: I developed a non-parametric, model-agnostic, information-theoretic diagnostic to bypass the limits of linear, rank, and Euclidean baselines. [R]

Links:

TL;DR:

Standard PCA fundamentally fractures non-linear dependencies into "Spurious Orthogonal Dimensions," drastically overestimating the true rank of complex tabular systems. Meanwhile, non-linear alternatives like Kernel PCA and Euclidean nearest-neighbor estimators suffer structural collapse when generative roots are entangled or sparse.

I’m sharing the methodology and code here for anyone dealing with these complex tabular data nightmares.

The method and open-source framework use Normalized Mutual Information to compress spurious expansions back towards their true generative roots. It also

  • Maps the underlying "informational gravity" of the roots, offering insight into overall average stability, as well as which specific roots can be most reliably extracted;
  • Estimates the data's overall ratio of shared signal to unshared idiosyncratic informational variance (noise);
  • Serves as a powerful exploratory map that separates unrelated clusters of variables, allowing you to easily identify decoupled sub-networks.

A Modern ML Architectural Blueprint: Far beyond a mere update to legacy factor analysis workflows, identifying this exact intrinsic rank allows you to explicitly size neural bottlenecks for downstream non-parametric manifold extractors (like autoencoders).

The Problem with Standard Baselines:

When trying to map the intrinsic dimensionality of a dataset, standard practice usually dictates reaching for PCA, its non-linear kernel extensions, or Euclidean nearest-neighbor estimators. But if your tabular environment has mixed data types, heavy non-linearities, entangled roots, or more features than samples ($m > N$), these established baselines don't just lose precision. They suffer a structural collapse.

The core issue with our standard baselines:

  • Standard PCA drives Dimensional Inflation. Because it only measures linear covariance, it perceives a polynomial expansion or a non-linear interaction (like $X_1 X_2$) as an entirely independent variable. It is forced to fabricate new, spurious orthogonal dimensions to map them.
  • Kernel PCA (RBF) suffers Structural Collapse. Projecting into a Hilbert space doesn't fix this. KPCA artificially folds even-polynomials into independent axes. Furthermore, because its infinite-dimensional space lacks a finite-sample boundary, sparse combinatorial noise smears into an elevated tail that obscures the structural elbow. If the underlying generative roots are even mildly entangled, KPCA suffers a total structural collapse.
  • Topological Estimators (Euclidean) fail in sparse regimes. Estimators like TWO-NN or MLE rely on Euclidean distance metrics. In asymmetric, feature-rich environments ($m > N$), they suffer from distance concentration (the ratio between nearest and farthest neighbors converges to 1). This renders local neighborhood calculations structurally degenerate across mixed-data margins.

Introducing the Entropic Scree:

To solve this, I built the Entropic Scree. It throws out linear and spatial variance entirely and evaluates pure probability mass.

Here is how it works under the hood:

  1. The Metric Space: It evaluates pairwise dependencies using Information-Theoretic Jaccard Similarity (Variation of Information). Because this relies on Shannon entropy, it’s invariant to marginal shape mismatches (like mixing continuous waves with binary flags).
  2. Bypassing the Rank Ceiling: Standard PCA is algebraically capped at $N-1$. By moving to a double-centered topological information space, we map true overlapping redundancy and completely bypass the algebraic sample-size ceiling.
  3. Compressing the Manifold: The algorithm acts as a bivariate filter. It inherently compresses the primary overlapping probability mass of non-linear combinations back towards the Intrinsic Generative Rank. It shears off the unique synergistic variance, leaving behind residuals that form a bounded Extended Signal Tail, cleanly separating the true drivers from the unstructured Idiosyncratic Informational Variance.

Quantifying Informational Gravity:

Beyond just extracting a discrete rank, the framework decouples rank from probabilistic volume by introducing Informational Gravity (AIG/FSIG). By systematically rebundling the residual variance sheared off by the bivariate filter, it translates abstract matrix properties into actionable, "variable-equivalent" footprints.

Empirical Stress Test:

To demonstrate the theoretical bounds, I built a highly entangled synthetic dataset with 20 pure generative roots expanded into 5th-order combinatorics across 20,000 proxies, but only 10,000 samples ($m > N$). To truly simulate messy, real-world contexts, I also heavily injected idiosyncratic structural noise and measurement error into the data.

  • Standard PCA hit the rank ceiling, linearly fractured the expansions, and falsely extracted ~5,700 dimensions.
  • Kernel PCA (RBF) & Spearman Rank structurally folded and yielded a liberal overestimation of the rank by 100%. When root entanglement was introduced, they completely lost their elbows and suffered total structural collapse.
  • The Entropic Scree correctly mapped the intrinsic rank at exactly 20. It successfully isolated a mere 1.45% of active shared signal from an overwhelming 98.55% bulk of unstructured Idiosyncratic Informational Variance. Furthermore, the residuals formed an Extended Signal Tail that perfectly aligned with the deterministic limits of the global hypergeometric design space.
  • Mapping Hidden Topology: Using Factor-Specific Informational Gravity (FSIG), the framework successfully reverse-engineered the simulation's hidden architecture. The topology profile diagnosed a large primary dimension ($FSIG_1 \approx 74.5$ variable equivalents) mapping the network's global combinatorial hub, followed immediately by a flat plateau across the remaining 19 dimensions ($\sim 11.5$ each), confirming a democratically distributed root system beneath the extreme entanglement.

Feedback / Discussion:

How are you currently handling intrinsic rank extraction in these messy, complex tabular environments?

If you are wrestling with sample-starved, heavily non-linear generative datasets where standard PCA and other baseline tools just aren't cutting it, I’d love for you to pull the Entropic Scree repo and test it yourself.

I'm completely open to feedback, so let me know how it performs for you and I'm happy to discuss the mechanics.

u/Chocolate_Milk_Son — 14 hours ago

Getting good predictions without data cleaning (Why "Garbage In, Garbage Out" is sometimes a trap)

Full arXiv Preprint: https://arxiv.org/abs/2603.12288

Paper Simulation Github: https://github.com/tjleestjohn/from-garbage-to-gold

Hi r/artificial,

It's a dirty little secret to many of us... sometimes, downstream AI/ML models perform surprisingly well when you just hand them raw, error-prone tabular data instead of heavily curated feature sets. Despite this, the vast majority of our field tends to be fiercely loyal to "Garbage In, Garbage Out" (GIGO). While automated ETL pipelines are absolutely essential for structuring data, our workflows are still bottlenecked with endless manual cleaning and aggressive imputation just to curate pristine, error-free tables.

My co-authors and I recently released a preprint on arXiv (From Garbage to Gold) arguing that treating GIGO as a universal law can sometimes be a trap... especially in the context of big data (many columns). That the bottleneck due to manual data cleaning can actively lower the predictive ceiling of our models when latent causes drive the system's behavior.

To be clear upfront: we are not arguing against ETL. Parsing JSON, handling schema evolution, and standardizing types is non-negotiable.

What we are arguing against is the universal assumption that "clean" data (via manual data scrubbing and aggressive imputation) is non-negotiable for big data predictive AI/ML modeling.

Here is why the traditional mindset can be limiting:

1. We conflate two different types of "noise" (Predictor Error and Structural Uncertainty).

Usually, we just lump all noise into one big bucket. But if you split that noise into two specific categories, the math changes completely:

  • Predictor Error: Random typos, dropped logs, or transient glitches.
  • Structural Uncertainty: The inherent, unresolvable gap between recorded metrics and the complex, hidden reality they represent.

We spend months manually scrubbing data because the threat of data errors is obvious, while Structural Uncertainty is often an afterthought at best. However, when latent causes drive a system, manual scrubbing fixes noise due to errors, but it fundamentally cannot fix the noise due to Structural Uncertainty.

On the other hand, the paper shows that in this context, if you use a comprehensive, high-dimensional data architecture, a flexible model can actually triangulate the hidden drivers reliably despite the presence of data errors. When keeping a massive amount of messy, highly correlated variables (even if error-prone), the sheer volume of redundant signals allows the model to drown out individual errors (bypassing the cleaning bottleneck) and simultaneously overcome Structural Uncertainty.

This redefines "data quality." It's not only about how accurately the variables are measured. It's also about how the portfolio of variables comprehensively and redundantly covers the latent drivers of the system.

2. Manual cleaning is a bottleneck on dimensionality (The Practical Problem).

To overcome Structural Uncertainty, modern AI/ML models want to find the underlying latent drivers of a system (think Representation Learning but with tabular data). To do this, however, they need a high-dimensional set of variables that contains Informative Collinearity in order to mathematically triangulate the hidden drivers.

The moment you introduce manual cleaning, you create a human bottleneck. Because we cannot manually clean 10,000 variables, we are forced to drop 9,900 of them. By artificially restricting the predictor space to make it "clean enough to model," we can harm the data architecture's inherent potential to triangulate those latent drivers. We sacrifice the model's actual predictive ceiling just to satisfy the GIGO heuristic.

Ultimately, this suggests we should focus mostly on extracting, loading, and increasing observational fidelity with automated tools, but that, in contexts characterized by latent drivers, we should stop letting manual cleaning bottlenecks restrict the scale of our AI/ML models.

Thoughts?: Have you run into situations where your data science teams actually got better predictive results by bypassing the manually cleaned tables and pulling massive dimensionality straight from the raw ELT layers?

I'd love to hear your experiences or thoughts. Happy to discuss all serious comments or questions.

Full disclosure: the preprint is a 120-page beast. It’s long because it doesn't just pitch the core theory with a qualitative argument. It gives the full mathematical treatment to everything which takes space. We also dig into edge cases, what happens when assumptions like Local Independence are violated (e.g., systematic errors exist), broader implications (like a link to Benign Overfitting and efficient feature selection strategies that make this high-d strategy practical with finite compute), a deep-dive simulation, failure modes, and a huge agenda for future research (because we do not claim the paper is the final word on the matter).

It's a major commitment upfront but may save you time and money in the long term, while also enhancing the predictive ceiling of your tabular AI/ML models.

reddit.com
u/Chocolate_Milk_Son — 3 months ago

Full Paper: https://arxiv.org/abs/2603.12288

Paper Simulation Github: https://github.com/tjleestjohn/from-garbage-to-gold

Hi r/dataengineering,

It's an open secret to many of us... sometimes, downstream ML models perform surprisingly well when you just hand them raw, error-prone data instead of heavily curated feature sets. Despite this, our field is fiercely loyal to "Garbage In, Garbage Out" (GIGO). While automated ETL pipelines are absolutely essential for structuring data and increasing observational fidelity, we still bottleneck our workflows with endless manual cleaning and aggressive imputation just to curate pristine, error-free tables.

My co-authors and I recently released a preprint (From Garbage to Gold) arguing that treating GIGO as a universal law can sometimes be a trap... especially in the context of big data (many columns). That manual cleaning can actively lower the predictive ceiling of our models when latent causes drive the system's behavior.

To be clear upfront: we are not arguing against ETL. Parsing JSON, handling schema evolution, and standardizing types is non-negotiable.

What we are arguing against is the universal assumption that "clean" data (via manual data scrubbing and aggressive imputation) is non-negotiable for big data predictive ML modeling.

Here is why the traditional mindset can be limiting:

1. We conflate two different types of "noise" (Predictor Error and Structural Uncertainty).

Usually, we just lump all noise into one big bucket. But if you split that noise into two specific categories, the math changes completely:

  • Predictor Error: Random typos, dropped logs, or transient glitches.
  • Structural Uncertainty: The inherent, unresolvable gap between recorded metrics and the complex, hidden reality they represent.

We spend months manually scrubbing data because we treat all "bad data" as a single enemy. However, when latent causes drive a system, manual scrubbing fixes Predictor Error, but it fundamentally cannot fix the Structural Uncertainty inherent to the fixed predictor set.

On the other hand, the paper shows that in this context, if you use a comprehensive, high-dimensional data architecture, a flexible model can actually triangulate the hidden drivers reliably. When keeping a massive amount of messy, highly correlated variables (even if error-prone), the sheer volume of redundant signals allows the model to drown out individual errors (bypassing cleaning) and simultaneously overcome Structural Uncertainty.

This redefines "data quality." It's not only about how accurately the variables are measured. It's also about how the portfolio of variables comprehensively and redundantly covers the latent drivers of the system.

2. Manual cleaning is a bottleneck on dimensionality (The Practical Problem).

To overcome Structural Uncertainty, modern ML models want to find the underlying latent drivers of a system (think Representation Learning but with tabular data). To do this, they need a high-dimensional set of variables that contains Informative Collinearity in order to mathematically triangulate the hidden drivers.

The moment you introduce manual cleaning, you create a human bottleneck. Because we cannot manually clean 10,000 variables, we are forced to drop 9,900 of them. By artificially restricting the predictor space to make it "clean enough to model," we harm the data architecture's inherent potential to triangulate those latent drivers. We sacrifice the model's actual predictive ceiling just to satisfy the GIGO heuristic.

Ultimately, this suggests DEs should focus mostly on extracting, loading, and increasing observational fidelity with automated tools, but that, in contexts characterized by latent drivers, we should stop letting manual cleaning bottlenecks restrict the scale of our ML models.

Thoughts?: Have you run into situations where your data science teams actually got better predictive results by bypassing the manually cleaned tables and pulling massive dimensionality straight from the raw ELT layers?

I'd love to hear your experiences or thoughts. Happy to discuss all serious comments or questions.

Full disclosure: the preprint is a 120-page beast. It’s long because it doesn't just pitch the core theory with a qualitative argument. It gives the full mathematical treatment to everything which takes space. We also dig into edge cases, what happens when assumptions like Local Independence are violated (e.g., systematic errors exist), broader implications (like a link to Benign Overfitting and efficient feature selection strategies that make this high-d strategy practical with finite compute), a deep-dive simulation, failure modes, and a huge agenda for future research (because we do not claim the paper is the final word on the matter). It's a major commitment upfront but may save you time long term in practice.

reddit.com
u/Chocolate_Milk_Son — 4 months ago

Full Paper: https://arxiv.org/abs/2603.12288

Hi r/analytics,

"Garbage In, Garbage Out" is a deeply entrenched mindset. We spend up to 80% of our time cleaning tabular data because GIGO is obviously true. But... what if this idea is sometimes holding our models back?

It's not unheard of. I'm sure many of you have noticed your models sometimes perform surprisingly well on raw, uncurated data.

To help explain this, my co-authors and I recently released a preprint called From Garbage to Gold (G2G) that basically says that sometimes GIGO is wrong. The paper discusses when and why error-prone data can actually be used to create SOTA prediction models.

In the context of big data driven by latent causes, it turns out that aggressively cleaning your data can actually blind your models to the exact signals they need to see.

The core of the paper is about how we define "noisy" data. Usually, we just lump all noise into one big bucket. But if you split that noise into two specific categories, the math changes completely:

  • Category 1: Predictor Error. This is the classic garbage. Typos, sensor glitches, reporting delays, or just weird recording errors.
  • Category 2: Structural Uncertainty. This is the inherent, probabilistic gap between a predictor and the actual hidden force driving the system. Basically, even a "perfectly" measured variable is still just a limited, imperfect proxy for reality.

Here’s the catch: traditional cleaning only fixes Category 1. You can spend six months making a dataset "flawless," but your model is still going to hit a performance ceiling because you did nothing to solve for Category 2.

Our paper shows that if you use a broad, high-dimensional architecture, a flexible model can actually triangulate the hidden truth. That when keeping a massive amount of messy, highly correlated variables (even if error-prone), the sheer volume of redundant signals allows the model to drown out individual errors (bypassing cleaning) and simultaneously overcome Structural Uncertainty.

Ultimately, this redefines "data quality." It's not only about how accurate the variables are measured. It's also about the how the portfolio of variables comprehensively and redundantly covers the latent drivers of the system.

Full disclosure: the preprint is a 120-page beast. It’s long because it doesn't just pitch the core theory. It gives the full mathematical treatment to everything which takes space. We also dig into edge cases, what happens when assumptions like Local Independence are violated, broader implications (like a link to Benign Overfitting and efficient feature selection strategies), a deep-dive simulation, failure modes, and a huge agenda for future research (because we do not claim the paper is the final word on the matter).

Would love to get your thoughts on this.

Happy to discuss or answer any serious questions.

reddit.com
u/Chocolate_Milk_Son — 4 months ago