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.
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…
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.
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.
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…
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.
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.
This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary likelihood estimator for classification purposes, so issues such as mis-modeling and …
Estimates density ratio for two-sample comparison using tree models.
problem Comparing two distributions given i.i.d. observations.
method Additive tree models with balancing loss for density ratio estimation.
result Bayesian inference provides uncertainty quantification for density ratio.
New machine learning methods for inference from simulated data.
problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.
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…
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less samples in average. For a binary detection problem, it is well known that for k…
Spectral algorithms improve under covariate shift with novel weighted techniques.
problem Improving spectral algorithms' performance under covariate shift.
method Analysis of spectral algorithms in non-parametric regression over RKHS, proposing a weighted spectral algorithm with clipped weights.
result Normalized weighted spectral algorithm achieves optimal capacity-independent convergence rates, and clipped weights can approach optimal capacity-dependent rates.
A new method improves density ratio estimation efficiency and accuracy.
problem Density ratio estimation trade-off between quality and efficiency.
method One-step Score-based Density Ratio Estimation (OS-DRE) combining analytic and solver-free approach.
result OS-DRE offers a favorable balance between estimation quality and inference efficiency.
In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the estimator using a few variables by l1-type penalized estimation. We see that the…
The paper tackles confidence calibration for exploratory machine learning problems.
problem Difficulty in curating datasets and confusion about category validity.
method Introduces four new algorithms for category-specific confidence estimation, including kernel density ratios.
result Kernel density ratios provide a novel approach to confidence calibration, especially for exploratory problems.
RNE provides a flexible framework for diffusion models, enabling inference-time control and energy-based training.
problem Insufficient knowledge of marginal densities in diffusion models.
method Introduces Radon-Nikodym Estimator (RNE) to reveal the connection between marginal densities and transition kernels.
result RNE delivers strong results in inference-time control and energy-based diffusion training.
In this paper we address the problem of estimating the ratio pq where p is a density function and q is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a func…
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.
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.
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.
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.
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.
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.
Kernel ridge regression imputation with consistent variance estimation for handling missing data.
problem Handling missing data in statistical analysis.
method Kernel ridge regression imputation combined with entropy method for variance estimation.
result Root-n consistency of the imputation estimator in a Sobolev space setting.
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.
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…
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 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.
The paper analyzes Kernel Density Estimation in high dimensions with varying data and dimensionality.
problem High-dimensional Kernel Density Estimation with growing data and dimensionality.
method Examines the behavior of Kernel Density Estimators in the regime where both data points and dimensionality grow with a fixed ratio.
result Three distinct statistical regimes are identified for Kernel-based density estimates, each with different statistical properties.
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.
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…
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.
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.
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.
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.
Unified framework for robust, stable, and efficient density ratio estimation.
problem Density-chasm and support-chasm problems in density ratio estimation.
method Dequantified diffusion-Schrödinger bridge (D3RE) framework with DDBI and DSBI.
result Offers uniform approximation and bounded time scores in theory and empirical performance.
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.
Improves robust transfer learning with side information.
problem Addressing environmental shift in MDPs with side information.
method Estimate-centered uncertainty sets with side information integration.
result Improved robust policy with reduced sub-optimality gap.
Paper analyzes spectral algorithms under covariate shift, providing convergence rates.
problem Addressing distributional mismatch in regression models.
method Incorporates importance weights into spectral algorithms in RKHS.
result Establishes minimax-optimal convergence rates for misspecified cases.
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.
Modes and ridges of the probability density function behind observed data are useful geometric features. Mode-seeking clustering assigns cluster labels by associating data samples with the nearest modes, and estimation of density ridges enables us to find lower-dimensional structures hidden in data. A key technical cha…
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…
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 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.
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.
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.