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Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…

Machine Learning · Computer Science 2018-08-17 Mark van der Wilk , Matthias Bauer , ST John , James Hensman

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able…

Machine Learning · Statistics 2022-11-16 Danica J. Sutherland , Namrata Deka

Likelihood-based deep generative models (DGMs) have gained significant attention for their ability to approximate the distributions of high-dimensional data. However, these models lack a performance guarantee in assigning higher likelihood…

Machine Learning · Computer Science 2025-02-04 Behrooz Montazeran , Ullrich Köthe

Probabilistic graphical models are traditionally known for their successes in generative modeling. In this work, we advocate layered graphical models (LGMs) for probabilistic discriminative learning. To this end, we design LGMs in close…

Machine Learning · Computer Science 2019-02-04 Yuesong Shen , Tao Wu , Csaba Domokos , Daniel Cremers

We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…

Machine Learning · Computer Science 2016-03-08 Chao Du , Jun Zhu , Bo Zhang

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

Deep generative models can learn to generate realistic-looking images, but many of the most effective methods are adversarial and involve a saddlepoint optimization, which requires a careful balancing of training between a generator network…

Machine Learning · Statistics 2020-02-18 Akash Srivastava , Kai Xu , Michael U. Gutmann , Charles Sutton

Statistical inference from high-dimensional data with low-dimensional structures has recently attracted lots of attention. In machine learning, deep generative modeling approaches implicitly estimate distributions of complex objects by…

Statistics Theory · Mathematics 2022-02-21 Rong Tang , Yun Yang

When optimizing against the mean loss over a distribution of predictions in the context of a regression task, then even if there is a distribution of targets the optimal prediction distribution is always a delta function at a single value.…

Machine Learning · Computer Science 2019-02-11 Nicholas Guttenberg

We present an approach for continual learning (CL) that is based on fully probabilistic (or generative) models of machine learning. In contrast to, e.g., GANs that are "generative" in the sense that they can generate samples, fully…

Machine Learning · Computer Science 2021-04-20 Benedikt Pfülb , Alexander Gepperth , Benedikt Bagus

"Which Generative Adversarial Networks (GANs) generates the most plausible images?" has been a frequently asked question among researchers. To address this problem, we first propose an \emph{incomplete} U-statistics estimate of maximum mean…

Machine Learning · Computer Science 2018-06-26 Yao-Hung Hubert Tsai , Makoto Yamada , Denny Wu , Ruslan Salakhutdinov , Ichiro Takeuchi , Kenji Fukumizu

Maximum likelihood estimation is widely used in training Energy-based models (EBMs). Training requires samples from an unnormalized distribution, which is usually intractable, and in practice, these are obtained by MCMC algorithms such as…

Machine Learning · Computer Science 2021-04-23 Zhisheng Xiao , Qing Yan , Yali Amit

Learning to sample from intractable distributions over discrete sets without relying on corresponding training data is a central problem in a wide range of fields, including Combinatorial Optimization. Currently, popular deep learning-based…

Machine Learning · Computer Science 2025-08-25 Sebastian Sanokowski , Sepp Hochreiter , Sebastian Lehner

In some misspecified settings, the posterior distribution in Bayesian statistics may lead to inconsistent estimates. To fix this issue, it has been suggested to replace the likelihood by a pseudo-likelihood, that is the exponential of a…

Statistics Theory · Mathematics 2019-12-12 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

We propose a gradient flow procedure for generative modeling by transporting particles from an initial source distribution to a target distribution, where the gradient field on the particles is given by a noise-adaptive Wasserstein Gradient…

Machine Learning · Computer Science 2024-05-14 Alexandre Galashov , Valentin de Bortoli , Arthur Gretton

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

We consider the maximum mean discrepancy ($\mathrm{MMD}$) GAN problem and propose a parametric kernelized gradient flow that mimics the min-max game in gradient regularized $\mathrm{MMD}$ GAN. We show that this flow provides a descent…

Machine Learning · Computer Science 2020-11-05 Youssef Mroueh , Truyen Nguyen

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright