NeurIPS 2023poster1 citations
Variational Weighting for Kernel Density Ratios
Sangwoong Yoon, Frank C. Park, Gunsu S YUN, Iljung Kim, Yung-Kyun Noh
Abstract
Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias in standard kernel density estimates for density ratios, leading to improved estimates of prediction posteriors and information-theoretic measures. In the process, we shed light on some fundamental aspects of density estimation, particularly from the perspective of algorithms that employ KDEs as their main building blocks.
Kernel Density EstimationKL-divergenceDensity Ratio
BibTeX
@inproceedings{
yoon2023variational,
title={Variational Weighting for Kernel Density Ratios},
author={Sangwoong Yoon and Frank C. Park and Gunsu S YUN and Iljung Kim and Yung-Kyun Noh},
booktitle={Thirty-seventh Conference on Neural Information Processing Systems},
year={2023},
url={https://openreview.net/forum?id=LIsJHQHi4z}
}