8 accepted papers
The InfoNCE objective, originally introduced for contrastive representation learning, has become a popular choice for mutual information (MI) estimation, despite its indirect connection to MI. In this paper, we demonstrate why InfoNCE should not be regarded as a valid MI estimator, and we introduce…
This paper studies a family of estimators based on noise-contrastive estimation (NCE) for learning unnormalized distributions. The main contribution of this work is to provide a unified perspective on various methods for learning unnormalized distributions, which have been independently proposed and…
The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify dominant modes of a system in a data-driven manner. Building on t…
Spectral decomposition of linear operators plays a central role in many areas of machine learning and scientific computing. Recent work has explored training neural networks to approximate eigenfunctions of such operators, enabling scalable approaches to representation learning, dynamical systems, a…
We propose *Score-of-Mixture Training* (SMT), a novel framework for training one-step generative models by minimizing a class of divergences called the $\alpha$-skew Jensen–Shannon divergence. At its core, SMT estimates the score of mixture distributions between real and fake samples across multiple…
This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called *evidential deep learning* (EDL), in which a single neural network model is trained to learn a meta distribution over the predictive distribution by minimizing a specific objective function. Des…
A confidence sequence (CS) is a sequence of confidence sets that contains a target parameter of an underlying stochastic process at any time step with high probability. This paper proposes a new approach to constructing CSs for means of bounded multivariate stochastic processes using a general gambl…
Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific simulation problems. For high-dimensional eigenvalue problems, training neural networks to parameterize the eigenf…