Some notes concerning a generalized KMM-type optimization method for density ratio estimation

Cristian Daniel Alecsa
9/14/2023
cs.LGmath.OCmath.ST

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Abstract

In the present paper we introduce new optimization algorithms for the task of density ratio estimation. More precisely, we consider extending the well-known KMM method using the construction of a suitable loss function, in order to encompass more general situations involving the estimation of density ratio with respect to subsets of the training data and test data, respectively. The associated codes can be found at https://github.com/CDAlecsa/Generalized-KMM.

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@article{alecsa2023some,
  title  = {Some notes concerning a generalized KMM-type optimization method for density ratio estimation},
  author = {Cristian Daniel Alecsa},
  year   = {2023},
  eprint = {2309.07887},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2309.07887v1}
}

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