Notes on Generalizing the Maximum Entropy Principle to Uncertain Data

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while commonly constrained to match empirically estimated feature expectations. We seek to generalize this principle to scenarios where the empirical feature expectations cannot be computed because the model variables are only partially observed, which introduces a dependency on the learned model. Extending and generalizing the principle of latent maximum entropy, we introduce uncertain maximum entropy and describe an expectation-maximization based solution to approximately solve these problems. We show that our technique generalizes the principle of maximum entropy and latent maximum entropy and discuss a generally applicable regularization technique for adding error terms to feature expectation constraints in the event of limited data.