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Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

Quantum machine learning (QML) has surged as a prominent area of research with the objective to go beyond the capabilities of classical machine learning models. A critical aspect of any learning task is the process of data embedding, which…

Quantum Physics · Physics 2024-12-02 Berta Casas , Xavier Bonet-Monroig , Adrián Pérez-Salinas

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Information Theory · Computer Science 2022-01-25 Frank Nielsen

High-fidelity measurements are important for the physical implementation of quantum information protocols. Current methods for classifying measurement trajectories in superconducting qubit systems produce fidelities that are systematically…

Quantum Physics · Physics 2015-05-27 Easwar Magesan , Jay M. Gambetta , A. D. Córcoles , Jerry M. Chow

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey

Information-theoretic measures such as the entropy, cross-entropy and the Kullback-Leibler divergence between two mixture models is a core primitive in many signal processing tasks. Since the Kullback-Leibler divergence of mixtures provably…

Machine Learning · Computer Science 2017-02-01 Frank Nielsen , Ke Sun

Hypothesis testing is a fundamental issue in statistical inference and has been a crucial element in the development of information sciences. The Chernoff bound gives the minimal Bayesian error probability when discriminating two hypotheses…

Quantum Physics · Physics 2009-11-13 J. Calsamiglia , R. Munoz-Tapia , Ll. Masanes , A. Acin , E. Bagan

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered.…

Methodology · Statistics 2022-11-22 Elham Yousefi , Luc Pronzato , Markus Hainy , Werner G. Müller , Henry P. Wynn

A new canonical divergence is put forward for generalizing an information-geometric measure of complexity for both, classical and quantum systems. On the simplex of probability measures it is proved that the new divergence coincides with…

Mathematical Physics · Physics 2019-06-11 Domenico Felice , Stefano Mancini , Nihat Ay

This work empirically evaluates machine learning models on two imbalanced public datasets (KDDCUP99 and Credit Card Fraud 2013). The method includes data preparation, model training, and evaluation, using an 80/20 (train/test) split. Models…

Machine Learning · Computer Science 2025-04-29 Markus Haug , Gissel Velarde

Gaussian Processes and the Kullback-Leibler divergence have been deeply studied in Statistics and Machine Learning. This paper marries these two concepts and introduce the local Kullback-Leibler divergence to learn about intervals where two…

Methodology · Statistics 2023-07-13 Nicolás Hernández , Gabriel Martos

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

We review recent results about the maximal values of the Kullback-Leibler information divergence from statistical models defined by neural networks, including naive Bayes models, restricted Boltzmann machines, deep belief networks, and…

Statistics Theory · Mathematics 2014-06-18 Guido Montufar , Johannes Rauh , Nihat Ay

Bernstein-von Mises results (BvM) establish that the Laplace approximation is asymptotically correct in the large-data limit. However, these results are inappropriate for computational purposes since they only hold over most, and not all,…

Statistics Theory · Mathematics 2019-05-01 Guillaume P. Dehaene

Developing state-of-the-art approaches for specific tasks is a major driving force in our research community. Depending on the prestige of the task, publishing it can come along with a lot of visibility. The question arises how reliable are…

Machine Learning · Computer Science 2018-03-28 Nils Reimers , Iryna Gurevych

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information…

Optimization and Control · Mathematics 2016-12-20 Jacob S. Hunter , Nathan O. Hodas