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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

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

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

The ratio of two probability densities, called a density-ratio, is a vital quantity in machine learning. In particular, a relative density-ratio, which is a bounded extension of the density-ratio, has received much attention due to its…

Machine Learning · Statistics 2021-07-05 Atsutoshi Kumagai , Tomoharu Iwata , Yasuhiro Fujiwara

This paper presents DRE-CUSUM, an unsupervised density-ratio estimation (DRE) based approach to determine statistical changes in time-series data when no knowledge of the pre-and post-change distributions are available. The core idea behind…

Machine Learning · Computer Science 2022-01-28 Sudarshan Adiga , Ravi Tandon

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

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

Density ratio estimation (DRE) is a useful tool for quantifying discrepancies between probability distributions, but existing approaches often involve a trade-off between estimation quality and computational efficiency. Classical direct DRE…

Machine Learning · Statistics 2026-04-14 Wei Chen , Qibin Zhao , John Paisley , Junmei Yang , Delu Zeng

We present Flow-Guided Density Ratio Learning (FDRL), a simple and scalable approach to generative modeling which builds on the stale (time-independent) approximation of the gradient flow of entropy-regularized f-divergences introduced in…

Machine Learning · Computer Science 2024-06-06 Alvin Heng , Abdul Fatir Ansari , Harold Soh

Continual relation extraction (CRE) aims to continuously train a model on data with new relations while avoiding forgetting old ones. Some previous work has proved that storing a few typical samples of old relations and replaying them when…

Computation and Language · Computer Science 2022-05-24 Kang Zhao , Hua Xu , Jiangong Yang , Kai Gao

In this paper, we address the challenges of online Continual Learning (CL) by introducing a density distribution-based learning framework. CL, especially the Class Incremental Learning, enables adaptation to new test distributions while…

Machine Learning · Computer Science 2023-11-27 Shilin Zhang , Jiahui Wang

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…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

Density-ratio estimation via classification is a cornerstone of unsupervised learning. It has provided the foundation for state-of-the-art methods in representation learning and generative modelling, with the number of use-cases continuing…

Machine Learning · Statistics 2020-11-25 Benjamin Rhodes , Kai Xu , Michael U. Gutmann

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

Machine Learning · Computer Science 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

Offline reinforcement learning (RL) offers a promising direction for learning policies from pre-collected datasets without requiring further interactions with the environment. However, existing methods struggle to handle out-of-distribution…

Machine Learning · Computer Science 2024-03-12 Zhepeng Cen , Zuxin Liu , Zitong Wang , Yihang Yao , Henry Lam , Ding Zhao

Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…

Computer Vision and Pattern Recognition · Computer Science 2021-10-20 Matthias De Lange , Tinne Tuytelaars

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

Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…

Methodology · Statistics 2026-02-27 Wei Cao , Shanshan Wanga , Xiaoxue Hua

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

Density ratio estimation (DRE) is a fundamental machine learning technique for capturing relationships between two probability distributions. State-of-the-art DRE methods estimate the density ratio using neural networks trained with loss…

Machine Learning · Statistics 2025-03-18 Yoshiaki Kitazawa
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