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The aim of this paper is to provide new theoretical and computational understanding on two loss regularizations employed in deep learning, known as local entropy and heat regularization. For both regularized losses we introduce variational…

Machine Learning · Statistics 2019-06-26 Nicolas Garcia Trillos , Zach Kaplan , Daniel Sanz-Alonso

The maximum likelihood method is the best-known method for estimating the probabilities behind the data. However, the conventional method obtains the probability model closest to the empirical distribution, resulting in overfitting. Then…

Machine Learning · Statistics 2023-10-03 Akihisa Ichiki

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

In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

In Bayesian machine learning, the posterior distribution is typically computationally intractable, hence variational inference is often required. In this approach, an evidence lower bound on the log likelihood of data is maximized during…

Machine Learning · Computer Science 2019-07-23 Stephen Odaibo

Variational Autoencoders (VAEs) have become a cornerstone in generative modeling and representation learning within machine learning. This paper explores a nuanced aspect of VAEs, focusing on interpreting the Kullback-Leibler (KL)…

Machine Learning · Computer Science 2024-06-25 Mariano Rivera

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…

Machine Learning · Statistics 2020-03-02 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…

Machine Learning · Computer Science 2023-08-17 Qi Qi , Jiameng Lyu , Kung sik Chan , Er Wei Bai , Tianbao Yang

Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and approximating a target measure $\pi$ as a perturbation of a…

Machine Learning · Statistics 2025-11-19 Matthew T. C. Li , Tiangang Cui , Fengyi Li , Youssef Marzouk , Olivier Zahm

The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior…

Machine Learning · Statistics 2019-12-30 Hiroshi Takahashi , Tomoharu Iwata , Yuki Yamanaka , Masanori Yamada , Satoshi Yagi

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

Machine Learning · Computer Science 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…

Optimization and Control · Mathematics 2025-05-22 Ke Ren , Peyman Mohajerin Esfahani , Angelos Georghiou

Quantum generative models use the intrinsic probabilistic nature of quantum mechanics to learn and reproduce complex probability distributions. In this paper, we present an implementation of a 3-qubit quantum circuit Born machine trained to…

Quantum Physics · Physics 2025-08-04 Soumyadip Sarkar

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

Functional Analysis · Mathematics 2013-10-07 Massimo Fornasier , Jan-Christian Hütter

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

We study the maximum likelihood estimator of density of $n$ independent observations, under the assumption that it is well approximated by a mixture with a large number of components. The main focus is on statistical properties with respect…

Statistics Theory · Mathematics 2017-01-19 Arnak S. Dalalyan , Mehdi Sebbar

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

In a regression setup with deterministic design, we study the pure aggregation problem and introduce a natural extension from the Gaussian distribution to distributions in the exponential family. While this extension bears strong…

Machine Learning · Statistics 2012-06-06 Philippe Rigollet