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Related papers: Discriminative Density-ratio Estimation

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Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Methodology · Statistics 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

Machine Learning · Computer Science 2024-02-07 Haoxuan Wang , Zhiding Yu , Yisong Yue , Anima Anandkumar , Anqi Liu , Junchi Yan

In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at…

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…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…

Machine Learning · Computer Science 2021-12-08 Lantao Yu , Yujia Jin , Stefano Ermon

Functions of the ratio of the densities $p/q$ are widely used in machine learning to quantify the discrepancy between the two distributions $p$ and $q$. For high-dimensional distributions, binary classification-based density ratio…

Machine Learning · Statistics 2023-05-02 Akash Srivastava , Seungwook Han , Kai Xu , Benjamin Rhodes , Michael U. Gutmann

How to improve discriminative feature learning is central in classification. Existing works address this problem by explicitly increasing inter-class separability and intra-class similarity, whether by constructing positive and negative…

Machine Learning · Computer Science 2024-08-21 Qingsong Zhao , Yi Wang , Shuguang Dou , Chen Gong , Yin Wang , Cairong Zhao

This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the…

Machine Learning · Statistics 2026-04-01 Ren-Rui Liu , Jun Fan , Lei Shi , Zheng-Chu Guo

We consider a machine learning setup where one training dataset is used to train multiple models across slightly different data distributions. This occurs when customized models are needed for various deployment environments. To reduce…

Density ratio estimation (DRE) is a fundamental machine learning technique for comparing two probability distributions. However, existing methods struggle in high-dimensional settings, as it is difficult to accurately compare probability…

Machine Learning · Computer Science 2022-03-15 Kristy Choi , Chenlin Meng , Yang Song , Stefano Ermon

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

Methodology · Statistics 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

Machine Learning · Statistics 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

Recent work has shown that standard training via empirical risk minimization (ERM) can produce models that achieve high accuracy on average but low accuracy on underrepresented groups due to the prevalence of spurious features. A…

Machine Learning · Computer Science 2023-05-11 Yachuan Liu , Bohan Zhang , Qiaozhu Mei , Paramveer Dhillon

Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…

A prominent family of methods for learning data distributions relies on density ratio estimation (DRE), where a model is trained to $\textit{classify}$ between data samples and samples from some reference distribution. DRE-based models can…

Machine Learning · Computer Science 2024-11-01 Shahar Yadin , Noam Elata , Tomer Michaeli

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

Sufficient dimension reduction (SDR) methods, which often rely on class precision matrices, are widely used in supervised statistical classification problems. However, when class-specific sample sizes are small relative to the original…

Methodology · Statistics 2025-06-25 Derik T. Boonstra , Rakheon Kim , Dean M. Young
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