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It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…

Methodology · Statistics 2013-07-17 Thordis L. Thorarinsdottir , Tilmann Gneiting , Nadine Gissibl

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

Machine Learning · Computer Science 2021-12-14 Kumud Lakara , Akshat Bhandari , Pratinav Seth , Ujjwal Verma

As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In practice, new input data tend to come without target labels. Then, state-of-the-art techniques model input data distributions…

Machine Learning · Computer Science 2023-09-08 Carlos Mougan , Klaus Broelemann , David Masip , Gjergji Kasneci , Thanassis Thiropanis , Steffen Staab

The Kullback-Leibler divergence, the Kullback-Leibler variation, and the Bernstein "norm" are used to quantify discrepancies among probability distributions in likelihood models such as nonparametric maximum likelihood and nonparametric…

Statistics Theory · Mathematics 2026-01-27 Tetsuya Kaji

Evaluating the performance of machine learning models under distribution shift is challenging, especially when we only have unlabeled data from the shifted (target) domain, along with labeled data from the original (source) domain. Recent…

Machine Learning · Statistics 2023-03-02 Donghwan Lee , Behrad Moniri , Xinmeng Huang , Edgar Dobriban , Hamed Hassani

Estimating the generalization performance is practically challenging on out-of-distribution (OOD) data without ground-truth labels. While previous methods emphasize the connection between distribution difference and OOD accuracy, we show…

Machine Learning · Computer Science 2023-10-24 Renchunzi Xie , Hongxin Wei , Lei Feng , Yuzhou Cao , Bo An

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

Domain divergence plays a significant role in estimating the performance of a model in new domains. While there is a significant literature on divergence measures, researchers find it hard to choose an appropriate divergence for a given NLP…

Computation and Language · Computer Science 2021-04-20 Abhinav Ramesh Kashyap , Devamanyu Hazarika , Min-Yen Kan , Roger Zimmermann

Estimating the test performance of a model, possibly under distribution shift, without having access to the ground-truth labels is a challenging, yet very important problem for the safe deployment of machine learning algorithms in the wild.…

Machine Learning · Computer Science 2025-05-13 Renchunzi Xie , Ambroise Odonnat , Vasilii Feofanov , Ievgen Redko , Jianfeng Zhang , Bo An

Distribution shifts, where statistical properties differ between training and test datasets, present a significant challenge in real-world machine learning applications where they directly impact model generalization and robustness. In this…

Machine Learning · Computer Science 2024-05-06 Vegard Flovik

Generative models have achieved remarkable success across a range of applications, yet their evaluation still lacks principled uncertainty quantification. In this paper, we develop a method for comparing how close different generative…

Machine Learning · Statistics 2025-10-24 Zijun Gao , Yan Sun , Han Su

In statistical classification/multiple hypothesis testing and machine learning, a model distribution estimated from the training data is usually applied to replace the unknown true distribution in the Bayes decision rule, which introduces a…

Information Theory · Computer Science 2024-09-24 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Other Computer Science · Computer Science 2025-05-06 William Cook

Many machine learning models appear to deploy effortlessly under distribution shift, and perform well on a target distribution that is considerably different from the training distribution. Yet, learning theory of distribution shift bounds…

Machine Learning · Computer Science 2024-05-30 Robi Bhattacharjee , Nick Rittler , Kamalika Chaudhuri

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

Discriminator Guidance has become a popular method for efficiently refining pre-trained Score-Matching Diffusion models. However, in this paper, we demonstrate that the standard implementation of this technique does not necessarily lead to…

Machine Learning · Computer Science 2025-06-12 Alexandre Verine , Ahmed Mehdi Inane , Florian Le Bronnec , Benjamin Negrevergne , Yann Chevaleyre

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…

Statistics Theory · Mathematics 2025-07-30 Michel Broniatowski , Justin Moutsouka

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

Statistics Theory · Mathematics 2023-10-13 Sreejith Sreekumar , Ziv Goldfeld , Kengo Kato

Distribution shift is a common situation in machine learning tasks, where the data used for training a model is different from the data the model is applied to in the real world. This issue arises across multiple technical settings: from…

Machine Learning · Computer Science 2024-05-24 Nicolas Acevedo , Carmen Cortez , Chris Brooks , Rene Kizilcec , Renzhe Yu
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