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In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

Machine Learning · Computer Science 2020-11-17 Miao Cheng , Xinge You

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

A distribution shift between the training and test data can severely harm performance of machine learning models. Importance weighting addresses this issue by assigning different weights to data points during training. We argue that…

Machine Learning · Statistics 2025-11-17 Floris Holstege , Bram Wouters , Noud van Giersbergen , Cees Diks

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

Importance weighting is a fundamental procedure in statistics and machine learning that weights the objective function or probability distribution based on the importance of the instance in some sense. The simplicity and usefulness of the…

Machine Learning · Computer Science 2024-05-15 Masanari Kimura , Hideitsu Hino

We study a nonparametric approach to Bayesian computation via feature means, where the expectation of prior features is updated to yield expected kernel posterior features, based on regression from learned neural net or kernel features of…

Machine Learning · Statistics 2022-08-11 Liyuan Xu , Yutian Chen , Arnaud Doucet , Arthur Gretton

Importance sampling has been successfully used to accelerate stochastic optimization in many convex problems. However, the lack of an efficient way to calculate the importance still hinders its application to Deep Learning. In this paper,…

Machine Learning · Computer Science 2017-09-14 Angelos Katharopoulos , François Fleuret

Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However,…

Machine Learning · Statistics 2019-03-12 Wouter M. Kouw , Marco Loog

This paper presents a theoretical analysis of sample selection bias correction. The sample bias correction technique commonly used in machine learning consists of reweighting the cost of an error on each training point of a biased sample to…

Machine Learning · Computer Science 2008-12-18 Corinna Cortes , Mehryar Mohri , Michael Riley , Afshin Rostamizadeh

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying…

Machine Learning · Statistics 2016-10-18 Qiang Liu , Jason D. Lee

Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based…

Machine Learning · Computer Science 2016-11-11 Philip S. Thomas , Emma Brunskill

Importance weighting is widely applicable in machine learning in general and in techniques dealing with data covariate shift problems in particular. A novel, direct approach to determine such importance weighting is presented. It relies on…

Machine Learning · Computer Science 2021-02-05 Marco Loog

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

Due to the progressive growth of the amount of data available in a wide variety of scientific fields, it has become more difficult to ma- nipulate and analyze such information. Even though datasets have grown in size, the K-means algorithm…

Machine Learning · Statistics 2016-05-11 Marco Capó , Aritz Pérez , José Antonio Lozano

Pretraining large language models (LLMs) on vast and heterogeneous datasets is crucial for achieving state-of-the-art performance across diverse downstream tasks. However, current training paradigms treat all samples equally, overlooking…

Machine Learning · Computer Science 2025-02-11 Daouda Sow , Herbert Woisetschläger , Saikiran Bulusu , Shiqiang Wang , Hans-Arno Jacobsen , Yingbin Liang

Big data presents potential but unresolved value as a source for analysis and inference. However,selection bias, present in many of these datasets, needs to be accounted for so that appropriate inferences can be made on the target…

Methodology · Statistics 2025-01-09 Lyndon Ang , Robert Clark , Bronwyn Loong , Anders Holmberg

The variance reduction established by importance sampling strongly depends on the choice of the importance sampling distribution. A good choice is often hard to achieve especially for high-dimensional integration problems. Nonparametric…

Methodology · Statistics 2010-06-10 Jan C. Neddermeyer
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