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

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

14 Sep 2023arXiv:2309.07887archive 2025-07-28

Cristian Daniel Alecsa

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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Density Ratio Estimation

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