Research map / Probabilistic and scientific modeling / Variational and generative sampling
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Wasserstein optimistic likelihood instead of the exponential kernel approximation | Probabilistic classifier · Banknote Authentication | area under the precision-recall curve: 99.05 -> 100.00 | Helped |
| Use Wasserstein optimistic likelihood instead of the exponential kernel approximation | Probabilistic classifier · Climate Model | area under the precision-recall curve: 93.80 -> 93.40 | Hurt |
| Use Wasserstein optimistic likelihood instead of the exponential kernel approximation | Probabilistic classifier · Ionosphere | area under the precision-recall curve: 91.02 -> 98.79 | Helped |
| Use Moment optimistic likelihood instead of the exponential kernel approximation | Probabilistic classifier · Blood Transfusion | area under the precision-recall curve: 64.91 -> 71.28 | Helped |
| Use Moment optimistic likelihood instead of the exponential kernel approximation | Probabilistic classifier · Climate Model | area under the precision-recall curve: 93.80 -> 81.94 | Hurt |
| Use a Wasserstein ambiguity set rather than a moment ambiguity set | Optimistic likelihood classifier · Heart | area under the precision-recall curve: 86.87 -> 75.86 | Hurt |
| Use a Wasserstein ambiguity set rather than a moment ambiguity set | Optimistic likelihood classifier · Ionosphere | area under the precision-recall curve: 97.05 -> 98.79 | Helped |
| Use a Wasserstein ambiguity set rather than a moment ambiguity set | Optimistic likelihood classifier · Seismic Bumps | area under the precision-recall curve: 75.68 -> 65.89 | Hurt |
| Use the Wasserstein likelihood approximation instead of the exponential kernel approximation | Posterior inference on beta-binomial synthetic data · Beta-binomial inference | KL divergence to true discretized posterior | No clear effect |
| Increase the number of training samples | KL and Wasserstein optimistic likelihood approximations · Beta-binomial inference | optimal ambiguity-set radius | Helped |
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