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We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

Mixture distributions with dynamic weights are an efficient way of modeling loss data characterized by heavy tails. However, maximum likelihood estimation of this family of models is difficult, mostly because of the need to evaluate…

Methodology · Statistics 2023-04-11 Marco Bee

We propose a regularization framework inspired by thermodynamic work for guiding pre-trained probability flow generative models (e.g., continuous normalizing flows or diffusion models) by minimizing excess work, a concept rooted in…

Likelihood-free inference is quickly emerging as a powerful tool to perform fast/effective parameter estimation. We demonstrate a technique of optimizing likelihood-free inference to make it even faster by marginalizing symmetries in a…

Machine Learning · Computer Science 2023-12-14 Deep Chatterjee , Philip C. Harris , Maanas Goel , Malina Desai , Michael W. Coughlin , Erik Katsavounidis

Purpose: This work aims at developing a generalizable MRI reconstruction model in the meta-learning framework. The standard benchmarks in meta-learning are challenged by learning on diverse task distributions. The proposed network learns…

Computer Vision and Pattern Recognition · Computer Science 2021-10-05 Wanyu Bian , Yunmei Chen , Xiaojing Ye , Qingchao Zhang

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

Detecting test data deviating from training data is a central problem for safe and robust machine learning. Likelihoods learned by a generative model, e.g., a normalizing flow via standard log-likelihood training, perform poorly as an…

Machine Learning · Computer Science 2023-04-28 Robert Schmier , Ullrich Köthe , Christoph-Nikolas Straehle

Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow, thus allowing maps…

Machine Learning · Computer Science 2022-11-07 Samuel Klein , John Andrew Raine , Tobias Golling

While many Machine Learning methods were developed or transposed on Riemannian manifolds to tackle data with known non Euclidean geometry, Optimal Transport (OT) methods on such spaces have not received much attention. The main OT tool on…

Machine Learning · Computer Science 2024-03-12 Clément Bonet , Lucas Drumetz , Nicolas Courty

Learning and compression are driven by the common aim of identifying and exploiting statistical regularities in data, which opens the door for fertile collaboration between these areas. A promising group of compression techniques for…

Machine Learning · Computer Science 2021-02-02 Fernando E. Rosas , Pedro A. M. Mediano , Michael Gastpar

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…

Machine Learning · Computer Science 2026-02-20 Moritz Piening , Robert Beinert

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family…

Machine Learning · Statistics 2020-02-19 Ziyu Wang , Shuyu Cheng , Yueru Li , Jun Zhu , Bo Zhang

Multi-modal distributions are commonly used to model clustered data in statistical learning tasks. In this paper, we consider the Mixed Linear Regression (MLR) problem. We propose an optimal transport-based framework for MLR problems,…

Machine Learning · Statistics 2021-06-17 Theo Diamandis , Yonina C. Eldar , Alireza Fallah , Farzan Farnia , Asuman Ozdaglar

Auto-regressive sequence generative models trained by Maximum Likelihood Estimation suffer the exposure bias problem in practical finite sample scenarios. The crux is that the number of training samples for Maximum Likelihood Estimation is…

Machine Learning · Statistics 2020-07-14 Yuxuan Song , Ning Miao , Hao Zhou , Lantao Yu , Mingxuan Wang , Lei Li

We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum likelihood estimator (MLE) of a $d$-dimensional parameter and…

Statistics Theory · Mathematics 2020-02-04 Andreas Anastasiou , Robert E. Gaunt
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