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One of the main challenges in the parametrization of geological models is the ability to capture complex geological structures often observed in the subsurface. In recent years, generative adversarial networks (GAN) were proposed as an…

Machine Learning · Statistics 2019-04-10 Shing Chan , Ahmed H. Elsheikh

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

In this paper, a novel unsupervised low-rank representation model, i.e., Auto-weighted Low-Rank Representation (ALRR), is proposed to construct a more favorable similarity graph (SG) for clustering. In particular, ALRR enhances the…

Machine Learning · Computer Science 2021-04-27 Zhiqiang Fu , Yao Zhao , Dongxia Chang , Xingxing Zhang , Yiming Wang

Generative Adversarial Networks (GANs) are commonly used for modeling complex distributions of data. Both the generators and discriminators of GANs are often modeled by neural networks, posing a non-transparent optimization problem which is…

Machine Learning · Computer Science 2022-03-22 Arda Sahiner , Tolga Ergen , Batu Ozturkler , Burak Bartan , John Pauly , Morteza Mardani , Mert Pilanci

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that…

Machine Learning · Computer Science 2021-03-19 Ted Moskovitz , Michael Arbel , Ferenc Huszar , Arthur Gretton

Generative adversarial networks (GANs) are a widely used framework for learning generative models. Wasserstein GANs (WGANs), one of the most successful variants of GANs, require solving a minmax optimization problem to global optimality,…

Machine Learning · Computer Science 2020-07-03 Qi Lei , Jason D. Lee , Alexandros G. Dimakis , Constantinos Daskalakis

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

Optimization and Control · Mathematics 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistical learning. The classic WDRO estimator is asymptotically…

Machine Learning · Statistics 2024-05-13 Yiling Xie , Xiaoming Huo

Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an $f$-divergence ($f$-GANs) or an integral probability metric (Wasserstein GANs)…

Machine Learning · Computer Science 2020-06-19 Jiaming Song , Stefano Ermon

Adversarial examples are a hot topic due to their abilities to fool a classifier's prediction. There are two strategies to create such examples, one uses the attacked classifier's gradients, while the other only requires access to the…

Machine Learning · Computer Science 2020-01-29 Jean-Christophe Burnel , Kilian Fatras , Nicolas Courty

Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…

Machine Learning · Statistics 2020-06-23 Yongchan Kwon , Wonyoung Kim , Joong-Ho Won , Myunghee Cho Paik

The high cost of data labeling often results in node label shortage in real applications. To improve node classification accuracy, graph-based semi-supervised learning leverages the ample unlabeled nodes to train together with the scarce…

Machine Learning · Computer Science 2023-03-14 Jiaren Xiao , Quanyu Dai , Xiaochen Xie , James Lam , Ka-Wai Kwok

We introduce a new class of auto-encoders for directed graphs, motivated by a direct extension of the Weisfeiler-Leman algorithm to pairs of node labels. The proposed model learns pairs of interpretable latent representations for the nodes…

Machine Learning · Computer Science 2022-02-28 Georgios Kollias , Vasileios Kalantzis , Tsuyoshi Idé , Aurélie Lozano , Naoki Abe

We introduce Primal-Dual Wasserstein GAN, a new learning algorithm for building latent variable models of the data distribution based on the primal and the dual formulations of the optimal transport (OT) problem. We utilize the primal…

Machine Learning · Statistics 2018-05-25 Mevlana Gemici , Zeynep Akata , Max Welling

Most graph kernels are an instance of the class of $\mathcal{R}$-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of…

Machine Learning · Computer Science 2019-10-31 Matteo Togninalli , Elisabetta Ghisu , Felipe Llinares-López , Bastian Rieck , Karsten Borgwardt

We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…

Statistics Theory · Mathematics 2020-10-22 Jose Blanchet , Yang Kang , Karthyek Murthy

The solution of probabilistic inverse problems for which the corresponding forward problem is constrained by physical principles is challenging. This is especially true if the dimension of the inferred vector is large and the prior…

Machine Learning · Statistics 2023-06-09 Deep Ray , Javier Murgoitio-Esandi , Agnimitra Dasgupta , Assad A. Oberai

Wasserstein dictionary learning is an unsupervised approach to learning a collection of probability distributions that generate observed distributions as Wasserstein barycentric combinations. Existing methods for Wasserstein dictionary…

Machine Learning · Computer Science 2022-10-24 Marshall Mueller , Shuchin Aeron , James M. Murphy , Abiy Tasissa

Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax…

Statistics Theory · Mathematics 2021-01-21 Zheng Liu , Po-Ling Loh

The recommender systems have long been investigated in the literature. Recently, users' implicit feedback like `click' or `browse' are considered to be able to enhance the recommendation performance. Therefore, a number of attempts have…

Information Retrieval · Computer Science 2019-04-09 Jingbin Zhong , Xiaofeng Zhang
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