Meta-Learning for Relative Density-Ratio Estimation
- URL: http://arxiv.org/abs/2107.00801v1
- Date: Fri, 2 Jul 2021 02:13:45 GMT
- Title: Meta-Learning for Relative Density-Ratio Estimation
- Authors: Atsutoshi Kumagai and Tomoharu Iwata and Yasuhiro Fujiwara
- Abstract summary: Existing methods for (relative) density-ratio estimation (DRE) require many instances from both densities.
We propose a meta-learning method for relative DRE, which estimates the relative density-ratio from a few instances by using knowledge in related datasets.
We empirically demonstrate the effectiveness of the proposed method by using three problems: relative DRE, dataset comparison, and outlier detection.
- Score: 59.75321498170363
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The ratio of two probability densities, called a density-ratio, is a vital
quantity in machine learning. In particular, a relative density-ratio, which is
a bounded extension of the density-ratio, has received much attention due to
its stability and has been used in various applications such as outlier
detection and dataset comparison. Existing methods for (relative) density-ratio
estimation (DRE) require many instances from both densities. However,
sufficient instances are often unavailable in practice. In this paper, we
propose a meta-learning method for relative DRE, which estimates the relative
density-ratio from a few instances by using knowledge in related datasets.
Specifically, given two datasets that consist of a few instances, our model
extracts the datasets' information by using neural networks and uses it to
obtain instance embeddings appropriate for the relative DRE. We model the
relative density-ratio by a linear model on the embedded space, whose global
optimum solution can be obtained as a closed-form solution. The closed-form
solution enables fast and effective adaptation to a few instances, and its
differentiability enables us to train our model such that the expected test
error for relative DRE can be explicitly minimized after adapting to a few
instances. We empirically demonstrate the effectiveness of the proposed method
by using three problems: relative DRE, dataset comparison, and outlier
detection.
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