Related papers: Kullback-Leibler Barycentre of Stochastic Processe…

Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…

Knowledge Distillation (KD) transfers knowledge from a large teacher model to a smaller student by aligning their predictive distributions. However, conventional KD formulations - typically based on Kullback-Leibler divergence - assume that…

We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), whose asymptotic regret matches the lower bound of…

We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors and proceeds using a simple…

The improvement in the performance of efficient and lightweight models (i.e., the student model) is achieved through knowledge distillation (KD), which involves transferring knowledge from more complex models (i.e., the teacher model).…

We present explicit classes of probability distributions that can be learned by Restricted Boltzmann Machines (RBMs) depending on the number of units that they contain, and which are representative for the expressive power of the model. We…

Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…

This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…

In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the size of the training data? (ii) given the total number of…

Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…

This paper investigates optimal trading strategies in a financial market with multidimensional stock returns where the drift is an unobservable multivariate Ornstein-Uhlenbeck process. Information about the drift is obtained by observing…

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

Deep learning models for vision tasks are trained on large datasets under the assumption that there exists a universal representation that can be used to make predictions for all samples. Whereas high complexity models are proven to be…

Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

We address the problem of Schr\"odinger potential estimation, which plays a crucial role in modern generative modelling approaches based on Schr\"odinger bridges and stochastic optimal control for SDEs. Given a simple prior diffusion…

Robustness to outliers is a central issue in real-world machine learning applications. While replacing a model to a heavy-tailed one (e.g., from Gaussian to Student-t) is a standard approach for robustification, it can only be applied to…

Knowledge distillation (KD) is widely used for compressing a teacher model to a smaller student model, reducing its inference cost and memory footprint while preserving model capabilities. However, current KD methods for auto-regressive…

We propose ratio divergence (RD) learning for discrete energy-based models, a method that utilizes both training data and a tractable target energy function. We apply RD learning to restricted Boltzmann machines (RBMs), which are a minimal…

Various algorithms have been proposed to address the challenges posed by class-imbalanced learning from real-world data with long-tailed distributions. While these algorithms reduce prediction bias through rebalancing techniques, they often…

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…