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Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

Machine Learning · Computer Science 2024-10-25 Jhoan K. Hoyos-Osorio , Luis G. Sanchez-Giraldo

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Optimization and Control · Mathematics 2022-05-03 Rui Gao , Anton J. Kleywegt

Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable solutions by hedging against data perturbations in Wasserstein distance. Despite its recent empirical success in operations research and machine…

Machine Learning · Computer Science 2022-05-03 Rui Gao

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

Machine Learning · Computer Science 2023-02-14 Hoang Phan , Trung Le , Trung Phung , Tuan Anh Bui , Nhat Ho , Dinh Phung

Unsupervised domain adaptation (UDA) aims to improve model performance on an unlabeled target domain using a related, labeled source domain. A common approach aligns source and target feature distributions by minimizing a distance between…

Machine Learning · Computer Science 2025-12-09 Anneke von Seeger , Dongmian Zou , Gilad Lerman

Detecting changes is of fundamental importance when analyzing data streams and has many applications, e.g., in predictive maintenance, fraud detection, or medicine. A principled approach to detect changes is to compare the distributions of…

Machine Learning · Computer Science 2025-02-13 Florian Kalinke , Marco Heyden , Georg Gntuni , Edouard Fouché , Klemens Böhm

It has long been thought that high-dimensional data encountered in many practical machine learning tasks have low-dimensional structure, i.e., the manifold hypothesis holds. A natural question, thus, is to estimate the intrinsic dimension…

Machine Learning · Statistics 2022-06-01 Adam Block , Zeyu Jia , Yury Polyanskiy , Alexander Rakhlin

K-Means clustering algorithm is one of the most commonly used clustering algorithms because of its simplicity and efficiency. K-Means clustering algorithm based on Euclidean distance only pays attention to the linear distance between…

Machine Learning · Computer Science 2022-06-13 Yiqun Zhang , Houbiao Li

Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite…

Methodology · Statistics 2023-06-16 Raif Rustamov , Subhabrata Majumdar

The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…

This paper raises an implicit manifold learning perspective in Generative Adversarial Networks (GANs), by studying how the support of the learned distribution, modelled as a submanifold $\mathcal{M}_{\theta}$, perfectly match with…

Machine Learning · Statistics 2017-11-01 Kry Yik Chau Lui , Yanshuai Cao , Maxime Gazeau , Kelvin Shuangjian Zhang

Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…

Computer Vision and Pattern Recognition · Computer Science 2018-01-18 Ying Lu , Liming Chen , Alexandre Saidi , Xianfeng Gu

We propose a novel approach for domain generalisation (DG) leveraging risk distributions to characterise domains, thereby achieving domain invariance. In our findings, risk distributions effectively highlight differences between training…

Machine Learning · Computer Science 2023-10-31 Toan Nguyen , Kien Do , Bao Duong , Thin Nguyen

Reward comparisons are vital for evaluating differences in agent behaviors induced by a set of reward functions. Most conventional techniques utilize the input reward functions to learn optimized policies, which are then used to compare…

Machine Learning · Computer Science 2025-04-17 Clement Nyanhongo , Bruno Miranda Henrique , Eugene Santos

Wasserstein distance-based distributionally robust optimization (DRO) has received much attention lately due to its ability to provide a robustness interpretation of various learning models. Moreover, many of the DRO problems that arise in…

Optimization and Control · Mathematics 2019-10-29 Jiajin Li , Sen Huang , Anthony Man-Cho So

We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…

Statistics Theory · Mathematics 2022-06-22 Tudor Manole , Nhat Ho

Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…

Statistics Theory · Mathematics 2022-02-15 Vincent Divol

We study the Wasserstein metric to measure distances between molecules represented by the atom index dependent adjacency "Coulomb" matrix, used in kernel ridge regression based supervised learning. Resulting quantum machine learning models…

Chemical Physics · Physics 2025-04-01 Onur Çaylak , O. Anatole von Lilienfeld , Björn Baumeier

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…

Machine Learning · Computer Science 2021-02-16 Jung Hun Oh , Maryam Pouryahya , Aditi Iyer , Aditya P. Apte , Allen Tannenbaum , Joseph O. Deasy