Title
Learning deep kernels for exponential family densities.
Abstract
The kernel exponential family is a rich class of distributions,which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its practical applicability. We provide a scheme for learning a kernel parameterized by a deep network, which can find complex location-dependent local features of the data geometry. This gives a very rich class of density models, capable of fitting complex structures on moderate-dimensional problems. Compared to deep density models fit via maximum likelihood, our approach provides a complementary set of strengths and tradeoffs: in empirical studies, the former can yield higher likelihoods, whereas the latter gives better estimates of the gradient of the log density, the score, which describes the distributionu0027s shape.
Year
Venue
Field
2018
international conference on machine learning
Kernel (linear algebra),Applied mathematics,Parameterized complexity,Mathematical optimization,A priori and a posteriori,Exponential family,Maximum likelihood,Gaussian,Mathematics,Empirical research
DocType
Volume
Citations 
Journal
abs/1811.08357
1
PageRank 
References 
Authors
0.35
0
4
Name
Order
Citations
PageRank
Wenliang Li111.36
Dougal J. Sutherland2536.76
Heiko Strathmann3825.84
Arthur Gretton43638226.18