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Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation

NeurIPS 2019 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Wasserstein optimistic likelihood instead of the exponential kernel approximationProbabilistic classifier · Banknote Authenticationarea under the precision-recall curve: 99.05 -> 100.00Helped
Use Wasserstein optimistic likelihood instead of the exponential kernel approximationProbabilistic classifier · Climate Modelarea under the precision-recall curve: 93.80 -> 93.40Hurt
Use Wasserstein optimistic likelihood instead of the exponential kernel approximationProbabilistic classifier · Ionospherearea under the precision-recall curve: 91.02 -> 98.79Helped
Use Moment optimistic likelihood instead of the exponential kernel approximationProbabilistic classifier · Blood Transfusionarea under the precision-recall curve: 64.91 -> 71.28Helped
Use Moment optimistic likelihood instead of the exponential kernel approximationProbabilistic classifier · Climate Modelarea under the precision-recall curve: 93.80 -> 81.94Hurt
Use a Wasserstein ambiguity set rather than a moment ambiguity setOptimistic likelihood classifier · Heartarea under the precision-recall curve: 86.87 -> 75.86Hurt
Use a Wasserstein ambiguity set rather than a moment ambiguity setOptimistic likelihood classifier · Ionospherearea under the precision-recall curve: 97.05 -> 98.79Helped
Use a Wasserstein ambiguity set rather than a moment ambiguity setOptimistic likelihood classifier · Seismic Bumpsarea under the precision-recall curve: 75.68 -> 65.89Hurt
Use the Wasserstein likelihood approximation instead of the exponential kernel approximationPosterior inference on beta-binomial synthetic data · Beta-binomial inferenceKL divergence to true discretized posteriorNo clear effect
Increase the number of training samplesKL and Wasserstein optimistic likelihood approximations · Beta-binomial inferenceoptimal ambiguity-set radiusHelped

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