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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

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

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

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

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

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger

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 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 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

Density ratio estimation (DRE) is a core technique in machine learning used to capture relationships between two probability distributions. $f$-divergence loss functions, which are derived from variational representations of $f$-divergence,…

Machine Learning · Computer Science 2025-03-18 Yoshiaki Kitazawa

In online applications with streaming data, awareness of how far the training or test set has shifted away from the original dataset can be crucial to the performance of the model. However, we may not have access to historical samples in…

Machine Learning · Statistics 2021-03-10 Yu Chen , Song Liu , Tom Diethe , Peter Flach

Density Ratio Estimation (DRE) is an important machine learning technique with many downstream applications. We consider the challenge of DRE with missing not at random (MNAR) data. In this setting, we show that using standard DRE methods…

Machine Learning · Statistics 2023-02-22 Josh Givens , Song Liu , Henry W J Reeve

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

Functions of the ratio of the densities $p/q$ are widely used in machine learning to quantify the discrepancy between the two distributions $p$ and $q$. For high-dimensional distributions, binary classification-based density ratio…

Machine Learning · Statistics 2023-05-02 Akash Srivastava , Seungwook Han , Kai Xu , Benjamin Rhodes , Michael U. Gutmann

The ratio of two probability density functions is a fundamental quantity that appears in many areas of statistics and machine learning, including causal inference, reinforcement learning, covariate shift, outlier detection, independence…

Machine Learning · Statistics 2026-05-13 Oliver J. Hines , Caleb H. Miles

The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas

The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…

Methodology · Statistics 2025-11-13 James Hugh McVittie , Archer Gong Zhang

The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewness and exponential decay. To evaluate how well different…

Computation · Statistics 2025-12-05 Shantanu Sarkar , Mousumi Sinha , Dexter Cahoy

Density ratio estimation (DRE) is at the core of various machine learning tasks such as anomaly detection and domain adaptation. In existing studies on DRE, methods based on Bregman divergence (BD) minimization have been extensively…

Machine Learning · Computer Science 2021-07-20 Masahiro Kato , Takeshi Teshima
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