Related papers: The Representation Jensen-Shannon Divergence
Jensen-Shannon divergence is a well known multi-purpose measure of dissimilarity between probability distributions. It has been proven that the square root of this quantity is a true metric in the sense that, in addition to the basic…
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…
We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of…
Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…
In reinforcement learning (RL), temporal difference (TD) errors are widely adopted for optimizing value and policy functions. However, since the TD error is defined by a bootstrap method, its computation tends to be noisy and destabilize…
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…
Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…
The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…
We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…
We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…
Similarity metrics such as representational similarity analysis (RSA) and centered kernel alignment (CKA) have been used to compare layer-wise representations between neural networks. However, these metrics are confounded by the population…
Respondent-driven sampling (RDS) is a link-tracing sampling method that is especially suitable for sampling hidden populations. RDS combines an efficient snowball-type sampling scheme with inferential procedures that yield unbiased…
We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…
Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…
Regression neural networks (NNs) are most commonly trained by minimizing the mean squared prediction error, which is highly sensitive to outliers and data contamination. Existing robust training methods for regression NNs are often limited…
Convexity is a key concept in information theory, namely via the many implications of Jensen's inequality, such as the non-negativity of the Kullback-Leibler divergence (KLD). Jensen's inequality also underlies the concept of Jensen-Shannon…
In this paper, we present an efficient algorithm for solving a class of chance constrained optimization under non-parametric uncertainty. Our algorithm is built on the possibility of representing arbitrary distributions as functions in…
We introduce Kernel Density Discrimination GAN (KDD GAN), a novel method for generative adversarial learning. KDD GAN formulates the training as a likelihood ratio optimization problem where the data distributions are written explicitly via…
The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts,…
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…