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We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

Methodology · Statistics 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

We introduce a methodology for designing and training deep neural networks (DNN) that we call "Deep Regression Ensembles" (DRE). It bridges the gap between DNN and two-layer neural networks trained with random feature regression. Each layer…

Machine Learning · Statistics 2022-03-11 Antoine Didisheim , Bryan Kelly , Semyon Malamud

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

Ranking has always been one of the top concerns in information retrieval research. For decades, lexical matching signal has dominated the ad-hoc retrieval process, but it also has inherent defects, such as the vocabulary mismatch problem.…

Information Retrieval · Computer Science 2020-10-21 Jingtao Zhan , Jiaxin Mao , Yiqun Liu , Min Zhang , Shaoping Ma

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

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…

Machine Learning · Computer Science 2013-11-27 Yun-Qian Miao , Ahmed K. Farahat , Mohamed S. Kamel

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

Optimization and Control · Mathematics 2019-01-09 Xi Chen , Qihang Lin , Guanglin Xu

We consider the problem of estimating probability density functions based on sample data, using a finite mixture of densities from some component class. To this end, we introduce the $h$-lifted Kullback--Leibler (KL) divergence as a…

Machine Learning · Statistics 2024-12-24 Mark Chiu Chong , Hien Duy Nguyen , TrungTin Nguyen

We study the maximum likelihood estimation (MLE) in the multivariate deviated model where the data are generated from the density function $(1-\lambda^{\ast})h_{0}(x)+\lambda^{\ast}f(x|\mu^{\ast}, \Sigma^{\ast})$ in which $h_{0}$ is a known…

Statistics Theory · Mathematics 2023-10-31 Dat Do , Huy Nguyen , Khai Nguyen , Nhat Ho

The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewness and exponential decay. To evaluate how well different…

Computation · Statistics 2025-12-05 Shantanu Sarkar , Mousumi Sinha , Dexter Cahoy

Kullback--Leibler (KL) divergence is a fundamental measure of the dissimilarity between two probability distributions, but it can become unstable in high-dimensional settings due to its sensitivity to mismatches in distributional support.…

Information Theory · Computer Science 2025-02-03 Yifeng Peng , Dantong Li , Xinyi Li , Zhiding Liang , Yongshan Ding , Ying Wang

Training generative models to sample from unnormalized density functions is an important and challenging task in machine learning. Traditional training methods often rely on the reverse Kullback-Leibler (KL) divergence due to its…

Machine Learning · Computer Science 2025-03-05 Jiajun He , Wenlin Chen , Mingtian Zhang , David Barber , José Miguel Hernández-Lobato

Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…

Machine Learning · Statistics 2019-11-05 Song Liu , Takafumi Kanamori , Wittawat Jitkrittum , Yu Chen

Active learning is an established technique to reduce the labeling cost to build high-quality machine learning models. A core component of active learning is the acquisition function that determines which data should be selected to…

Machine Learning · Computer Science 2021-12-07 Yuejun Guo , Qiang Hu , Maxime Cordy , Mike Papadakis , Yves Le Traon

Federated learning (FL) enables collaborative model training without direct data sharing, but its performance can degrade significantly in the presence of data distribution perturbations. Distributionally robust optimization (DRO) provides…

Machine Learning · Computer Science 2025-09-30 Zifan Wang , Xinlei Yi , Xenia Konti , Michael M. Zavlanos , Karl H. Johansson

Large-scale machine learning models are often trained by parallel stochastic gradient descent algorithms. However, the communication cost of gradient aggregation and model synchronization between the master and worker nodes becomes the…

Machine Learning · Computer Science 2020-07-03 Xiaorui Liu , Yao Li , Jiliang Tang , Ming Yan

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

Distance metric learning (DML) approaches learn a transformation to a representation space where distance is in correspondence with a predefined notion of similarity. While such models offer a number of compelling benefits, it has been…

Machine Learning · Statistics 2016-03-03 Oren Rippel , Manohar Paluri , Piotr Dollar , Lubomir Bourdev