Density Ratio Estimation in Machine Learning

by Masashi Sugiyama , Taiji Suzuki , Takafumi Kanamori

• ISBN13: 9780521190176
• ISBN10: 0521190177
• Format: Hardcover
• Copyright: 2012-02-20
• Publisher: Cambridge University Press

Summary

Machine learning is an interdisciplinary field of science and engineering that studies mathematical theories and practical applications of systems that learn. This book introduces theories, methods and applications of density ratio estimation, which is a newly emerging paradigm in the machine learning community. Various machine learning problems such as non-stationarity adaptation, outlier detection, dimensionality reduction, independent component analysis, clustering, classification and conditional density estimation can be systematically solved via the estimation of probability density ratios. The authors offer a comprehensive introduction of various density ratio estimators including methods via density estimation, moment matching, probabilistic classification, density fitting and density ratio fitting as well as describing how these can be applied to machine learning. The book provides mathematical theories for density ratio estimation including parametric and non-parametric convergence analysis and numerical stability analysis to complete the first and definitive treatment of the entire framework of density ratio estimation in machine learning.

Table of Contents

Density Ratio Approach to Machine Learning:

Introduction

Methods of Density Ratio Estimation:

Density estimation

Moment matching

Probabilistic classification

Density fitting

Density-ratio fitting

Unified framework

Direct density-ratio estimation with dimensionality reduction

Applications of Density Ratios in Machine Learning:

Importance sampling

Distribution comparison

Mutual information estimation

Conditional probability estimation

Theoretical Analysis of Density Ratio Estimation:

Parametric convergence analysis

Non-parametric convergence analysis

Parametric two-sample test

Non-parametric numerical stability analysis

Conclusions:

Conclusions and future directions

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