Kernel Conditional Exponential Family
Machine Learning
2018-04-10 v2
Abstract
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter, and consistency of the estimator is established in the well specified case. In experiments, the new method generally outperforms a competing approach with consistency guarantees, and is competitive with a deep conditional density model on datasets that exhibit abrupt transitions and heteroscedasticity.
Cite
@article{arxiv.1711.05363,
title = {Kernel Conditional Exponential Family},
author = {Michael Arbel and Arthur Gretton},
journal= {arXiv preprint arXiv:1711.05363},
year = {2018}
}