Related papers: KALE Flow: A Relaxed KL Gradient Flow for Probabil…
The core learning signal used in language model distillation is the standard Kullback-Leibler (KL) divergence between the student and teacher distributions. Traditional KL divergence tends to be dominated by the next tokens with the highest…
We reveal a precise mathematical framework about a new family of generative models which we call Gradient Flow Drifting. With this framework, we prove an equivalence between the recently proposed Drifting Model and the Wasserstein gradient…
This letter provides an adaptive resampling method. It determines the number of particles to resample so that the Kullback-Leibler distance (KLD) between distribution of particles before resampling and after resampling does not exceed a…
Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generating distributions.To address this challenge, the robust…
The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…
A loss function measures the discrepancy between the true values (observations) and their estimated fits, for a given instance of data. A loss function is said to be proper (unbiased, Fisher consistent) if the fits are defined over a unit…
In this paper, we delve deeper into the Kullback-Leibler (KL) Divergence loss and mathematically prove that it is equivalent to the Decoupled Kullback-Leibler (DKL) Divergence loss that consists of 1) a weighted Mean Square Error (wMSE)…
For a parametric model of distributions, the closest distribution in the model to the true distribution located outside the model is considered. Measuring the closeness between two distributions with the Kullback-Leibler (K-L) divergence,…
We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…
Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…
The standard paradigm of neural language generation adopts maximum likelihood estimation (MLE) as the optimizing method. From a distributional view, MLE in fact minimizes the Kullback-Leibler divergence (KLD) between the distribution of the…
In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches…
Estimating Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based on the k nearest neighbor distances between these samples.…
Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the…
We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
We consider estimation of a functional of the data distribution based on i.i.d. observations. We assume the target function can be defined as the minimizer of the expectation of a loss function over a class of $d$-variate real valued cadlag…
In this paper, we delve deeper into the Kullback-Leibler (KL) Divergence loss and mathematically prove that it is equivalent to the Decoupled Kullback-Leibler (DKL) Divergence loss that consists of (1) a weighted Mean Square Error (wMSE)…
We address the problem of Schr\"odinger potential estimation, which plays a crucial role in modern generative modelling approaches based on Schr\"odinger bridges and stochastic optimal control for SDEs. Given a simple prior diffusion…
In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…