Riesz regression connects to density ratio estimation for causal inference.
problem Estimating average treatment effects in causal inference.
method Riesz regression as a signed density ratio and least-squares importance fitting.
result Riesz regression and DRE are equivalent, allowing transfer of DRE results.
Study proves NN matching is equivalent to Riesz regression for debiased machine learning.
problem Addressing bias in machine learning models.
method Interprets NN matching as Riesz regression and derives it from LSIF.
result NN matching is shown to be equivalent to Riesz regression.
New method estimates velocity fields for minimizing f-divergences without overfitting.
problem Minimizing statistical discrepancies between target and particle distributions.
method Directly estimate velocity fields using interpolation techniques, proving consistency under mild conditions.
result Consistent estimators of velocity fields improve accuracy in applications like domain adaptation and missing data imputation.
Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however, their classification performance is a drawback. In this paper we apply ideas fr…
The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information). Recently, several methods of directly estimating the density ratio have been deve…
Unified framework for implicit generative models with theoretical guarantees.
problem Learning implicit generative models with theoretical guarantees.
method Integrating optimal transport, numerical ODE, density-ratio estimation, and deep neural networks.
result Unified framework with theoretical guarantees for implicit generative learning.
FORE evaluates occupancy ratios without requiring Bellman completeness.
problem Offline reinforcement learning occupancy ratio estimation.
method Fitted occupancy-ratio evaluation (FORE) using adjoint Bellman recursion.
result FORE achieves convergence in KL without Bellman completeness.
Bayesian model averaging under predictor redundancy
problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information
New methods estimate point-wise dependency from neural MI models.
problem Estimating point-wise dependency between different events.
method Developed two methods: Probabilistic Classifier and Density-Ratio Fitting.
result Demonstrated effectiveness in MI estimation, self-supervised representation learning, and cross-modal retrieval.
Improves DRL for long-term causal inference with semiparametric methods.
problem Efficient inference for policy values in nonparametric MDPs with stringent conditions.
method Semiparametric Double Reinforcement Learning (DRL) with superefficient nonparametric estimators.
result Relaxes overlap conditions and reduces high-dimensional density-ratio estimation.
We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we \emph{directly} learn the network structure change by estimating the ratio of Markov network m…
We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov chain Monte Carlo operation and a deterministic transformation that can be optimized…
Unified framework for debiased machine learning using Riesz representer and Bregman divergence.
problem Estimating causal and structural parameters in machine learning.
method Generalized Riesz regression for fitting Riesz representer via Bregman divergence minimization.
result Automatic covariate balancing and Neyman orthogonality properties for debiased estimation.
Paper tackles unbounded density ratio estimation for covariate shift adaptation.
problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.
Paper develops estimators for unbounded density ratios with applications in error control.
problem Estimating density ratios with unbounded domains and ranges.
method Least squares and logistic regression loss functions for density ratio estimation.
result Established upper bounds on estimation errors with optimal rates for unbounded density ratios.
Develops a new density ratio estimator for causal inference.
problem Estimation of density ratio functions in statistics.
method Super learning approach with a novel loss function.
result Empirical validation of the density ratio super learner's performance.
Meta-learning improves relative density-ratio estimation from limited data.
problem Estimating relative density-ratios from few instances.
method Meta-learning using neural networks to extract and embed dataset information for relative DRE.
result Meta-learning enables efficient and effective adaptation to few instances for relative DRE.
Study shows robust method for estimating density ratios even with heavy contamination.
problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.
SIXO improves inference by learning smoothing distributions from all observations.
problem Inference limitations due to ignoring future observations in filtering distributions.
method Density ratio estimation to warp filtering distributions into smoothing distributions, then use SMC with learned targets.
result Proves tighter log marginal lower bounds and more accurate inferences and estimates.
In this work, we propose new objective functions to train deep neural network based density ratio estimators and apply it to a change point detection problem. Existing methods use linear combinations of kernels to approximate the density ratio function by solving a convex constrained minimization problem. Approximating…
A new metric evaluates generative models by comparing real and generated samples.
problem Evaluating the quality of generative models.
method Relative Density Ratio (RDR) function, optimization on variational form of φ-divergence.
result The RDR function provides a clear, interpretable, and numerically stable evaluation metric.
New method resolves density ratio estimation saturation issues.
problem Error saturation in density ratio estimation methods.
method Iterated regularization to improve kernel methods.
result Achieves fast error rates on regular learning problems.
A new method for estimating density ratios using geodesics on statistical manifolds.
problem Stability of density ratio estimation when distributions are distant.
method Iterative sampling along generalized geodesics on the Riemannian manifold.
result The proposed method outperforms existing incremental mixture methods.
Adapts RKHS methods to estimate density ratios with optimal error.
problem Estimating density ratios from limited data.
method Minimizes regularized Bregman divergence in RKHS, with Lepskii type parameter choice.
result Adaptive minimax optimal error rate for quadratic loss.
Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution comparison such as outlier detection, transfer learning, and two-sample homogeneity…
The paper proposes using density ratio estimation to evaluate synthetic data quality.
problem Improving the quality and utility of synthetic data for analysis.
method Density ratio estimation to measure synthetic data quality.
result Density ratio estimation yields more accurate global utility estimates than existing methods.
We develop a new loss function for estimating quasiprobabilistic density ratios.
problem Discontinuous or non-surjective relationships between optimal classifiers and target densities.
method Introduce a convex loss function compatible with both probabilistic and quasiprobabilistic densities.
result Achieve state-of-the-art results in estimating di-Higgs production in particle physics.
A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure, the f-divergence between two probability densities is estimated using a density-r…
Stable and consistent model alignment for language models without assuming human preference models.
problem Lack of statistical consistency in existing alignment methods.
method Relative density ratio optimization between preferred and mixture of preferred and non-preferred data distributions.
result Our approach achieves statistical consistency and stability, providing tighter convergence guarantees.
New binary loss functions improve density ratio estimation accuracy.
problem Improving accuracy of density ratio estimators using binary classifiers.
method Characterized loss functions based on prescribed error measures in Bregman divergences.
result Novel loss functions prioritize accurate estimation of large density ratio values.
Featurization improves density ratio estimation for complex data.
problem Difficulty in estimating density ratios for high-dimensional, different distributions.
method Invertible generative model to map distributions into a common feature space.
result Improved accuracy in density ratio estimation through feature space.
We study the problem of learning sparse structure changes between two Markov networks P and Q. Rather than fitting two Markov networks separately to two sets of data and figuring out their differences, a recent work proposed to learn changes \emph{directly} via estimating the ratio between two Markov network models…
New method estimates density ratio for well-separated distributions using multi-class logistic regression.
problem Challenges in estimating density ratio for well-separated distributions.
method Uses multi-class logistic regression with auxiliary densities to estimate log(p/q).
result Demonstrates superior performance on density ratio estimation, mutual information, and representation learning tasks.
Proposes a robust method for predicting missing outcomes in covariate shift adaptation.
problem Predicting missing outcomes in test data with covariate shift.
method Doubly robust estimator for covariate shift adaptation via importance weighting, incorporating an additional estimator for the regression function.
result Shows robustness against density-ratio estimation errors, maintaining consistency if either estimator is consistent.
Generative adversarial networks (GANs) are successful deep generative models. GANs are based on a two-player minimax game. However, the objective function derived in the original motivation is changed to obtain stronger gradients when learning the generator. We propose a novel algorithm that repeats the density ratio e…
Adaptive multi-stage density ratio estimation improves learning of latent space EBM.
problem Learning energy-based models in latent space is computationally expensive and challenging.
method Adaptive multi-stage density ratio estimation using NCE to bridge the gap between prior and posterior densities.
result The method enables more expressive prior models and sharpens the latent space EBM.
New algorithm uses density ratios for efficient online reinforcement learning.
problem Challenges in collecting exploratory data for online reinforcement learning.
method Density ratio modeling for online exploration, combining truncation and optimism.
result Sample-efficient online exploration achieved with GLOW and HyGLOW.
Estimates Gaussian location model with ridge regularization, comparing variational and spectral methods.
problem Estimating parameters in Gaussian location model with regularization.
method Ridge-regularized log-density-ratio estimation, variational and spectral approaches.
result Regularized variational estimator has lower risk with many observations, spectral estimator with fewer observations.
This paper proposes using neural networks for Bayesian optimisation in machine learning.
problem Efficiently choosing the best model and its hyperparameters in machine learning applications.
method Uses neural networks to model distributions over functions, reformulating density-ratio estimation for approximate inference.
result Demonstrates the efficiency and tractability of using neural networks in Bayesian optimisation.
Optimizes kernel density ratios for better predictions and information measures.
problem Improving accuracy of kernel density estimates for density ratios.
method Derives an optimal weight function using calculus of variations.
result Reduces bias in kernel density estimates, leading to improved prediction posteriors and information-theoretic measures.
TRE improves density-ratio estimation for highly dissimilar densities.
problem Density-ratio estimation fails for significantly different densities.
method Telescoping density-ratio estimation (TRE) framework.
result TRE yields substantial improvements over existing methods for mutual information estimation.
BO method improved by density-ratio estimation for better efficiency and scalability.
problem Limitations in Bayesian optimization due to analytical tractability of predictive models.
method Reformulated Bayesian optimization by casting expected improvement as a binary classification problem.
result Improved efficiency and scalability of Bayesian optimization.
DRCD identifies causal direction between continuous and discrete variables using density ratio monotonicity.
problem Inferring causal direction between continuous and discrete variables from observational data.
method Density Ratio-based Causal Discovery (DRCD) method.
result DRCD identifies causal direction between continuous and discrete variables using density ratio monotonicity.
New method combines strengths of two PCL approaches without density ratio estimation.
problem Estimating causal functions in Proxy Causal Learning with unobserved confounders and proxies.
method Kernel-based doubly robust estimators combining treatment and outcome bridges, density ratio-free.
result Outperforms existing methods on PCL benchmarks, including a prior doubly robust method.
Study post-hoc Learning to Defer using density-ratio losses.
problem Optimizing decision-making between models and experts.
method Density-ratio losses for post-hoc L2D scorers, derived from class-probability estimation.
result The approach recovers known results and introduces new connections to expert comparison and anomaly detection.
Unified framework for estimating density ratios in causal inference.
problem Estimating density ratios for causal inference is challenging due to instability and curse of dimensionality.
method Bregman-Riesz regression unifies three methods: Bregman divergences, probabilistic classification, and Riesz loss.
result Unified framework improves density ratio estimation in causal inference.
Paper proposes a novel approach to density ratio estimation using projection pursuit.
problem Density ratio estimation challenges in high dimensions and model misspecification.
method The approach uses projection pursuit to approximate density ratios, addressing high dimensionality and model flexibility issues.
result The proposed estimator is consistent and converges at a certain rate, outperforming existing methods in experiments.
Unified framework for OOD detection using class ratio estimation.
problem Density-based OOD detection is unreliable for OOD images.
method Unified framework that builds energy-based models and employs differing base distributions, directly estimating the density ratio through class ratio estimation.
result Competitive results on OOD image problems compared to recent work.