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This paper proposes a novel meta-learning approach to optimize a robust portfolio ensemble. The method uses a deep generative model to generate diverse and high-quality sub-portfolios combined to form the ensemble portfolio. The generative…

Neural and Evolutionary Computing · Computer Science 2023-07-18 Kamer Ali Yuksel

We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…

Machine Learning · Statistics 2018-12-11 Yibo Yang , Paris Perdikaris

Understanding how well a deep generative model captures a distribution of high-dimensional data remains an important open challenge. It is especially difficult for certain model classes, such as Generative Adversarial Networks and Diffusion…

Machine Learning · Computer Science 2023-08-08 Suman Ravuri , Mélanie Rey , Shakir Mohamed , Marc Deisenroth

Unsupervised learning of generative models has seen tremendous progress over recent years, in particular due to generative adversarial networks (GANs), variational autoencoders, and flow-based models. GANs have dramatically improved sample…

Computer Vision and Pattern Recognition · Computer Science 2020-01-06 Thomas Lucas , Konstantin Shmelkov , Karteek Alahari , Cordelia Schmid , Jakob Verbeek

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner…

Machine Learning · Computer Science 2017-12-25 Aditya Grover , Stefano Ermon

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

Likelihood-based deep generative models have recently been shown to exhibit pathological behaviour under the manifold hypothesis as a consequence of using high-dimensional densities to model data with low-dimensional structure. In this…

Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…

Machine Learning · Computer Science 2014-05-13 Yoshua Bengio , Li Yao , Kyunghyun Cho

Modern generative models are roughly divided into two main categories: (1) models that can produce high-quality random samples, but cannot estimate the exact density of new data points and (2) those that provide exact density estimation, at…

Machine Learning · Computer Science 2022-06-24 Omri Ben-Dov , Pravir Singh Gupta , Victoria Fernandez Abrevaya , Michael J. Black , Partha Ghosh

Many natural language inference (NLI) datasets contain biases that allow models to perform well by only using a biased subset of the input, without considering the remainder features. For instance, models are able to make a classification…

Computation and Language · Computer Science 2021-09-01 Dimion Asael , Zachary Ziegler , Yonatan Belinkov

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

We consider networks, trained via stochastic gradient descent to minimize $\ell_2$ loss, with the training labels perturbed by independent noise at each iteration. We characterize the behavior of the training dynamics near any parameter…

Machine Learning · Computer Science 2020-07-23 Guy Blanc , Neha Gupta , Gregory Valiant , Paul Valiant

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Machine Learning · Computer Science 2020-06-11 Siavash A. Bigdeli , Geng Lin , Tiziano Portenier , L. Andrea Dunbar , Matthias Zwicker

Generative models are used in a wide range of applications building on large amounts of contextually rich information. Due to possible privacy violations of the individuals whose data is used to train these models, however, publishing or…

Machine Learning · Computer Science 2018-07-16 Gergely Acs , Luca Melis , Claude Castelluccia , Emiliano De Cristofaro

We propose a new modeling approach that is a generalization of generative and discriminative models. The core idea is to use an implicit parameterization of a joint probability distribution by specifying only the conditional distributions.…

Machine Learning · Computer Science 2016-12-06 Dmitrij Schlesinger , Carsten Rother

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…

Machine Learning · Statistics 2017-02-28 Shakir Mohamed , Balaji Lakshminarayanan

Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined…

Statistics Theory · Mathematics 2022-02-15 Peng Zhao , Yun Yang , Qiao-Chu He

The discriminative approach to classification using deep neural networks has become the de-facto standard in various fields. Complementing recent reservations about safety against adversarial examples, we show that conventional…

Machine Learning · Computer Science 2018-07-25 William Wang , Angelina Wang , Aviv Tamar , Xi Chen , Pieter Abbeel

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

Likelihood-based, or explicit, deep generative models use neural networks to construct flexible high-dimensional densities. This formulation directly contradicts the manifold hypothesis, which states that observed data lies on a…

Machine Learning · Statistics 2022-11-30 Gabriel Loaiza-Ganem , Brendan Leigh Ross , Jesse C. Cresswell , Anthony L. Caterini