Related papers: Non-Negative Bregman Divergence Minimization for D…
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…
Estimating the ratio of two probability densities from finitely many observations of the densities is a central problem in machine learning and statistics with applications in two-sample testing, divergence estimation, generative modeling,…
Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…
We propose a novel one-step supervised imitation learning (IL) framework called Adversarial Density Regression (ADR). This IL framework aims to correct the policy learned on unknown-quality to match the expert distribution by utilizing…
A variational principle for the rate distortion (RD) theory with Bregman divergences is formulated within the ambit of the generalized (nonextensive) statistics of Tsallis. The Tsallis-Bregman RD lower bound is established. Alternate…
During training, the weights of a Deep Neural Network (DNN) are optimized from a random initialization towards a nearly optimum value minimizing a loss function. Only this final state of the weights is typically kept for testing, while the…
We introduce a methodology for designing and training deep neural networks (DNN) that we call "Deep Regression Ensembles" (DRE). It bridges the gap between DNN and two-layer neural networks trained with random feature regression. Each layer…
Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Similarly, it was shown that feature extraction models in…
The paper proposes a new testing approach for Deep Neural Networks (DNN) using gradient-free optimization to find perturbation chains that successfully falsify the tested DNN, going beyond existing grid-based or combinatorial testing.…
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in…
Supervised training of deep neural nets typically relies on minimizing cross-entropy. However, in many domains, we are interested in performing well on metrics specific to the application. In this paper we propose a direct loss minimization…
We propose a novel parameter estimation procedure that works efficiently for conditional random fields (CRF). This algorithm is an extension to the maximum likelihood estimation (MLE), using loss functions defined by Bregman divergences…
Unsupervised neural networks, such as restricted Boltzmann machines (RBMs) and deep belief networks (DBNs), are powerful tools for feature selection and pattern recognition tasks. We demonstrate that overfitting occurs in such models just…
Recent development of Deep Reinforcement Learning (DRL) has demonstrated superior performance of neural networks in solving challenging problems with large or even continuous state spaces. One specific approach is to deploy neural networks…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
We develop a direct debiased machine learning framework comprising Neyman targeted estimation and generalized Riesz regression. Our framework unifies Riesz regression for automatic debiased machine learning, covariate balancing, targeted…
Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks…
Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…
We propose ratio divergence (RD) learning for discrete energy-based models, a method that utilizes both training data and a tractable target energy function. We apply RD learning to restricted Boltzmann machines (RBMs), which are a minimal…
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…