Density Ratio Estimation in Machine Learning

ISBN-13: 9781108461733 / Angielski / Miękka / 2018 / 341 str.

Masashi Sugiyama; Taiji Suzuki; Takafumi Kanamori

Opis

This book introduces theories, methods and applications of density ratio estimation, a newly emerging paradigm in the machine learning community.

Recenzje

'There is no doubt that this book will change the way people think about machine learning and stimulate many new directions for research.' Thomas G. Dietterich, from the Foreword

Spis treści

Part I. Density Ratio Approach to Machine Learning: 1. Introduction; Part II. Methods of Density Ratio Estimation: 2. Density estimation; 3. Moment matching; 4. Probabilistic classification; 5. Density fitting; 6. Density-ratio fitting; 7. Unified framework; 8. Direct density-ratio estimation with dimensionality reduction; Part III. Applications of Density Ratios in Machine Learning: 9. Importance sampling; 10. Distribution comparison; 11. Mutual information estimation; 12. Conditional probability estimation; Part IV. Theoretical Analysis of Density Ratio Estimation: 13. Parametric convergence analysis; 14. Non-parametric convergence analysis; 15. Parametric two-sample test; 16. Non-parametric numerical stability analysis; Part V. Conclusions: 17. Conclusions and future directions.