Some notes concerning a generalized KMM-type optimization method for density ratio estimation
Machine Learning
2023-09-15 v1 Optimization and Control
Statistics Theory
Statistics Theory
Abstract
In the present paper we introduce new optimization algorithms for the task of density ratio estimation. More precisely, we consider extending the well-known KMM method using the construction of a suitable loss function, in order to encompass more general situations involving the estimation of density ratio with respect to subsets of the training data and test data, respectively. The associated codes can be found at https://github.com/CDAlecsa/Generalized-KMM.
Cite
@article{arxiv.2309.07887,
title = {Some notes concerning a generalized KMM-type optimization method for density ratio estimation},
author = {Cristian Daniel Alecsa},
journal= {arXiv preprint arXiv:2309.07887},
year = {2023}
}
Comments
17 pages, 4 figures