Information-Theoretic Learning (ITL)

Leiden University, Spring Semester 2017

General Information

LecturerProf. Dr. Peter Grünwald, Leiden University, Mathematical Institute, and Centrum Wiskunde & Informatica (CWI), Amsterdam
Teaching assistantRianne de Heide, Leiden University, Mathematical Institute, and Centrum Wiskunde & Informatica (CWI), Amsterdam
Contact: send email to: at

The URL of this webpage is Visit this page regularly for changes, updates, etc.

This course is on an interesting but complicated subject. It is given at the master's or advanced bachelor's level. Although the only background knowledge required is elementary probability theory, the course does require serious work by the student. The course load is 6 ECTS. Click here (studiegids) for a general course description.

Many thanks are due to Steven de Rooij (Leiden University) who prepared a significant proportion of the exercises.

Lectures and Exercise Sessions

Lectures take place each Tuesday from 13.45--15.45 in room 401 of the Snellius Building, Niels Bohrweg 1, Leiden. The lectures are immediately followed by a mini-exercise session held by Rianne de Heide. The first lecture will take place February 7th, 2017. There will be no lectures on March 14th and April 18th. The last official lecture is scheduled for May 16th, and the final exam is provisionally scheduled for Monday May 29th, 14.00-17.00.

Homework Assignments

Weekly Homework: At every lecture on Tuesday except the first there is a homework assignment. The assignment will also be made available on this webpage. Homework is obligatory and must be turned in at the beginning of the next lecture, i.e. one week after the assignment was handed out. After the lecture,there is (approximately) 30 minutes homework session, during which the homework will be explained and discussed by teaching assistant Rianne de Heide. Turning in written complete homework in time is required, see below.


6 ECTS points.

Examination form

In order to pass the course, one must obtain a sufficient grade (6 or higher) on both of the following two:
  1. An open-book written examination (to be held Monday May 29th).
  2. Homework. Each student must hand in solutions to homework assignments at the beginning of the lecture after the homework was handed out. Discussing the problems in the group is encouraged, but every participant must write down her or his answers on her or his own. The final homework grade will be determined as an average of the weekly grades.
The final grade will be determined as the average of the two grades.


We will mainly use various chapters of the following source: P. Grünwald. The Minimum Description Length Principle, MIT Press, 2007. Some additional hand-outs will be made available free of charge as we go. For the second week, this is Luckiness and Regret in Minimum Description Length Inference, by Steven de Rooij and Peter Grünwald, Handbook of the Philosophy of Science, Volume 7: Philosophy of Statistics, 2011. This paper gives an overview of the part of this course that will be concerned with the relation between statistics, machine learning and data compression, as embodied in MDL learning.

Course Schedule

Lecture contents are subject to change at any time for any reason. A more precise schedule, with links to exercises, will be determined as we go.
  1. February 7: introduction
  2. February 14: data compression without probability
  3. February 21: Codes and Probabilities (the most important lecture!)
  4. February 28: Preparatory Statistics.
  5. March 7th:
  6. March 14th: No Lecture!
  7. March 21st: Universal Coding
  8. March 28:
  9. April 4: Simple Refined MDL, Prequential Plugin Codes
  10. April 11: General Refined MDL, Prediction with MDL, Issues with Universal Codes/MDL
  11. April 18: No Lecture!
  12. April 25: Maximum Entropy
  13. May 2nd: Excursion: Sequential Prediction with General Loss Functions
  14. May 9th: MaxEnt and MDL
  15. May 16th: Sequential Prediction, Part II and Overview/Wrap-Up.
  16. TUESDAY May 3013:45-16:45: Open-Book Examination in Room 401 of the Snellius building. Note this is a change from the original plan which was to hold the exam on May 29th!!!. Here is a previous exam.

    Peter Grünwald’s home page