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Related papers: Reliable Estimation of KL Divergence using a Discr…

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This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Jannis Lübsen , Annika Eichler

Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…

Statistics Theory · Mathematics 2025-02-26 Atsutomo Yara , Yoshikazu Terada

Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…

Statistics Theory · Mathematics 2024-09-13 Giovanni Conforti , Alain Durmus , Marta Gentiloni Silveri

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

Machine Learning · Computer Science 2020-12-11 Vincenzo Bonnici

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

This paper provides a detailed investigation of using the Kullback-Leibler (KL) Divergence as a way to compare and analyse game-levels, and hence to use the measure as the objective function of an evolutionary algorithm to evolve new…

Neural and Evolutionary Computing · Computer Science 2019-05-14 Simon M. Lucas , Vanessa Volz

We study concentration inequalities for the Kullback--Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we improve over the method of types bound uniformly in all regimes…

Information Theory · Computer Science 2019-10-22 Jay Mardia , Jiantao Jiao , Ervin Tánczos , Robert D. Nowak , Tsachy Weissman

Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…

Machine Learning · Computer Science 2020-10-23 Junjiao Tian , Yen-Cheng Liu , Nathan Glaser , Yen-Chang Hsu , Zsolt Kira

Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e.g. Bayesian neural…

Machine Learning · Statistics 2020-11-19 David R. Burt , Sebastian W. Ober , Adrià Garriga-Alonso , Mark van der Wilk

The concept of Label Distribution Learning (LDL) is a technique to stabilize classification and regression problems with ambiguous and/or imbalanced labels. A prototypical use-case of LDL is human age estimation based on profile images.…

Machine Learning · Computer Science 2022-09-07 Maurice Günder , Nico Piatkowski , Christian Bauckhage

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Information Theory · Computer Science 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

This paper addresses a new interpretation of the traditional optimization method in reinforcement learning (RL) as optimization problems using reverse Kullback-Leibler (KL) divergence, and derives a new optimization method using forward KL…

Machine Learning · Computer Science 2022-04-25 Taisuke Kobayashi

The improvement in the performance of efficient and lightweight models (i.e., the student model) is achieved through knowledge distillation (KD), which involves transferring knowledge from more complex models (i.e., the teacher model).…

Computer Vision and Pattern Recognition · Computer Science 2025-05-20 Seonghak Kim , Gyeongdo Ham , Yucheol Cho , Daeshik Kim

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…

Machine Learning · Statistics 2025-06-17 Antoine Chatalic , Nicolas Schreuder , Ernesto De Vito , Lorenzo Rosasco

Kullback-Leibler divergence (KL) regularization is widely used in reinforcement learning, but it becomes infinite under support mismatch and can degenerate in low-noise limits. Utilizing a unified information-geometric framework, we…

Optimization and Control · Mathematics 2026-02-03 Viktor Stein , Adwait Datar , Nihat Ay

The performance of machine learning classification algorithms are evaluated by estimating metrics, often from the confusion matrix, using training data and cross-validation. However, these do not prove that the best possible performance has…

Machine Learning · Statistics 2024-03-05 L. Crow , S. J. Watts

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Information Theory · Computer Science 2022-01-25 Frank Nielsen

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…

Machine Learning · Statistics 2025-05-21 Andrea Della Vecchia , Arnaud Mavakala Watusadisi , Ernesto De Vito , Lorenzo Rosasco