惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
The GitHub Blog
The GitHub Blog
J
Java Code Geeks
Engineering at Meta
Engineering at Meta
N
Netflix TechBlog - Medium
A
About on SuperTechFans
博客园 - 三生石上(FineUI控件)
罗磊的独立博客
MongoDB | Blog
MongoDB | Blog
B
Blog RSS Feed
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
有赞技术团队
有赞技术团队
T
Tailwind CSS Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
Vercel News
Vercel News
腾讯CDC
博客园 - 聂微东
The Cloudflare Blog
F
Fortinet All Blogs
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
V
Visual Studio Blog
Last Week in AI
Last Week in AI
B
Blog

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
MESSY Estimation: Maximum-Entropy based Stochastic and Sy...
Tony Tohme, Mohsen Sadr, Kamal Youcef-Toumi, Nicolas G. Hadjicon · 2023-06-07 · via stat.ML updates on arXiv.org

We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the ansatz serves as the driving force. In particular, we construct a gradient-based drift-diffusion process that connects samples of the unknown distribution function to a guess symbolic expression. We then show that when the guess distribution has the maximum entropy form, the parameters of this distribution can be found efficiently by solving a linear system of equations constructed using the moments of the provided samples. Furthermore, we use Symbolic regression to explore the space of smooth functions and find optimal basis functions for the exponent of the maximum entropy functional leading to good conditioning. The cost of the proposed method for each set of selected basis functions is linear with the number of samples and quadratic with the number of basis functions. However, the underlying acceptance/rejection procedure for finding optimal and well-conditioned bases adds to the computational cost. We validate the proposed MESSY estimation method against other benchmark methods for the case of a bi-modal and a discontinuous density, as well as a density at the limit of physical realizability. We find that the addition of a symbolic search for basis functions improves the accuracy of the estimation at a reasonable additional computational cost. Our results suggest that the proposed method outperforms existing density recovery methods in the limit of a small to moderate number of samples by providing a low-bias and tractable symbolic description of the unknown density at a reasonable computational cost.