Related papers: Wasserstein Gradient Boosting: A Framework for Dis…
Gradient boosting of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…
We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…
Domain adaptation aims at generalizing a high-performance learner on a target domain via utilizing the knowledge distilled from a source domain which has a different but related data distribution. One solution to domain adaptation is to…
We propose REpresentation-Aware Distributionally Robust Estimation (READ), a novel framework for Wasserstein distributionally robust learning that accounts for predictive representations when guarding against distributional shifts. Unlike…
Model Updating is frequently used in Structural Health Monitoring to determine structures' operating conditions and whether maintenance is required. Data collected by sensors are used to update the values of some initially unknown…
Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…
We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…
We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…
Recent deep learning approaches have shown great improvement in audio source separation tasks. However, the vast majority of such work is focused on improving average separation performance, often neglecting to examine or control the…
Hierarchical reinforcement learning composites subpolicies in different hierarchies to accomplish complex tasks.Automated subpolicies discovery, which does not depend on domain knowledge, is a promising approach to generating…
We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…
In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…
Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear…
The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…
We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistical learning. The classic WDRO estimator is asymptotically…
In this work, we propose a novel generalized Wasserstein-2 distance approach for efficiently training stochastic neural networks to reconstruct random field models, where the target random variable comprises both continuous and categorical…
Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…